"Structural Macroeconometrics" provides a thorough overview and
in-depth exploration of methodologies, models, and techniques used
to analyze forces shaping national economies. In this thoroughly
revised second edition, David DeJong and Chetan Dave emphasize time
series econometrics and unite theoretical and empirical research,
while taking into account important new advances in the field.
The authors detail strategies for solving dynamic structural
models and present the full range of methods for characterizing and
evaluating empirical implications, including calibration exercises,
method-of-moment procedures, and likelihood-based procedures, both
classical and Bayesian. The authors look at recent strides that
have been made to enhance numerical efficiency, consider the
expanded applicability of dynamic factor models, and examine the
use of alternative assumptions involving learning and rational
inattention on the part of decision makers. The treatment of
methodologies for obtaining nonlinear model representations has
been expanded, and linear and nonlinear model representations are
integrated throughout the text. The book offers a rich array of
implementation algorithms, sample empirical applications, and
supporting computer code.
"Structural Macroeconometrics" is the ideal textbook for
graduate students seeking an introduction to macroeconomics and
econometrics, and for advanced students pursuing applied research
in macroeconomics. The book's historical perspective, along with
its broad presentation of alternative methodologies, makes it an
indispensable resource for academics and professionals.
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