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Structural Macroeconometrics - Second Edition (Hardcover, 2nd Revised edition) Loot Price: R1,012
Discovery Miles 10 120
You Save: R344 (25%)

Structural Macroeconometrics - Second Edition (Hardcover, 2nd Revised edition)

David N. DeJong, Chetan Dave

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List price R1,356 Loot Price R1,012 Discovery Miles 10 120 | Repayment Terms: R94 pm x 12* You Save R344 (25%)

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"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.


Imprint: Princeton University Press
Country of origin: United States
Release date: October 2011
First published: October 2011
Authors: David N. DeJong • Chetan Dave
Dimensions: 240 x 162 x 30mm (L x W x T)
Format: Hardcover
Pages: 418
Edition: 2nd Revised edition
ISBN-13: 978-0-691-15287-5
Languages: English
Subtitles: English
Categories: Books > Business & Economics > Economics
Books > Business & Economics > Economics > Macroeconomics
Books > Business & Economics > Economics > Econometrics
Books > Business & Economics > Economics > Macroeconomics > General
Books > Business & Economics > Economics > Econometrics > General
Books > Business & Economics > Promotions
LSN: 0-691-15287-X
Barcode: 9780691152875

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