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Handbook of Research Methods and Applications in Empirical Macroeconomics

Editor

Listed:
  • Nigar Hashimzade
  • Michael A. Thornton

Abstract

This comprehensive Handbook presents the current state of art in the theory and methodology of macroeconomic data analysis. It is intended as a reference for graduate students and researchers interested in exploring new methodologies, but can also be employed as a graduate text. The Handbook concentrates on the most important issues, models and techniques for research in macroeconomics, and highlights the core methodologies and their empirical application in an accessible manner. Each chapter is largely self-contained, whilst the comprehensive introduction provides an overview of the key statistical concepts and methods. All of the chapters include the essential references for each topic and provide a sound guide for further reading.

Suggested Citation

  • Nigar Hashimzade & Michael A. Thornton (ed.), 2013. "Handbook of Research Methods and Applications in Empirical Macroeconomics," Books, Edward Elgar Publishing, number 14327.
  • Handle: RePEc:elg:eebook:14327
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    File URL: https://www.elgaronline.com/view/9780857931016.xml
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    References listed on IDEAS

    as
    1. Jordi Galí & Frank Smets & Rafael Wouters, 2012. "Unemployment in an Estimated New Keynesian Model," NBER Macroeconomics Annual, University of Chicago Press, vol. 26(1), pages 329-360.
    2. Hodrick, Robert J & Prescott, Edward C, 1997. "Postwar U.S. Business Cycles: An Empirical Investigation," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 29(1), pages 1-16, February.
    3. Ireland, Peter N., 2004. "A method for taking models to the data," Journal of Economic Dynamics and Control, Elsevier, vol. 28(6), pages 1205-1226, March.
    4. Campbell, John Y., 1994. "Inspecting the mechanism: An analytical approach to the stochastic growth model," Journal of Monetary Economics, Elsevier, vol. 33(3), pages 463-506, June.
    5. Wieland, Volker & Cwik, Tobias & Müller, Gernot J. & Schmidt, Sebastian & Wolters, Maik, 2012. "A new comparative approach to macroeconomic modeling and policy analysis," Journal of Economic Behavior & Organization, Elsevier, vol. 83(3), pages 523-541.
    6. Frank Smets & Rafael Wouters, 2007. "Shocks and Frictions in US Business Cycles: A Bayesian DSGE Approach," American Economic Review, American Economic Association, vol. 97(3), pages 586-606, June.
    7. Frank Smets & Raf Wouters, 2003. "An Estimated Dynamic Stochastic General Equilibrium Model of the Euro Area," Journal of the European Economic Association, MIT Press, vol. 1(5), pages 1123-1175, September.
    Full references (including those not matched with items on IDEAS)

    Citations

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    Cited by:

    1. Inoue, Atsushi & Kilian, Lutz, 2016. "Joint confidence sets for structural impulse responses," Journal of Econometrics, Elsevier, vol. 192(2), pages 421-432.
    2. Thomas Brenner & Marco Capasso & Matthias Duschl & Koen Frenken & Tania Treibich, 2015. "Causal Relations between Knowledge-Intensive Business Services and Regional Employment Growth," Working Papers on Innovation and Space 2015-04, Philipps University Marburg, Department of Geography.
    3. Menelaos Karanasos & Alexandros Paraskevopoulos & Faek Menla Ali & Michail Karoglou & Stavroula Yfanti, 2014. "Modelling Returns and Volatilities During Financial Crises: a Time Varying Coefficient Approach," Papers 1403.7179, arXiv.org.
    4. Ghouse, Ghulam & Khan, Saud Ahmed & Rehman, Atiq Ur, 2018. "ARDL model as a remedy for spurious regression: problems, performance and prospectus," MPRA Paper 83973, University Library of Munich, Germany.
    5. Nikolay Gospodinov & Damba Lkhagvasuren, 2014. "A Moment‐Matching Method For Approximating Vector Autoregressive Processes By Finite‐State Markov Chains," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 29(5), pages 843-859, August.
    6. Dent, Kieran & Hacioglu Hoke, Sinem & Panagiotopoulos, Apostolos, 2017. "Solvency and wholesale funding cost interactions at UK banks," Bank of England working papers 681, Bank of England.

    More about this item

    Book Chapters

    The following chapters of this book are listed in IDEAS

    Keywords

    Economics and Finance; Research Methods;

    JEL classification:

    • B4 - Schools of Economic Thought and Methodology - - Economic Methodology

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