Global and National Macroeconometric Modelling

DOI10.1093/0199296855.001.0001MaRDI QIDQ3435254zbMATH OpenOpenAlexFDO

Authors Anthony Garratt, Kevin Lee, M. Hashem Pesaran, Yongcheol Shin

Publication date 25 April 2007

Full work available at URL https://doi.org/10.1093/0199296855.001.0001

zbMATH Keywords

identificationprobability forecastingshort-run dynamicsvector autoregressive models

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to economics (62P20) Research exposition (monographs, survey articles) pertaining to game theory, economics, and finance (91-02) Macroeconomic theory (monetary models, models of taxation) (91B64) Economic time series analysis (91B84)

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Cited in

(8)

• Modelling and forecasting government bond spreads in the euro area: a GVAR model
• Econometric analysis of structural systems with permanent and transitory shocks
• Pairwise Tests of Purchasing Power Parity
• Macroeconomic modeling of Japan
• Structural macroeconomics
• LONG-RUN STRUCTURAL MODELLING
• Cointegration, long-run structural modelling and weak exogeneity: two models of the UK economy
• Infinite-dimensional VARs and factor models

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