Dynamic Econometrics for Empirical Macroeconomic Modelling

DOI10.1142/11479MaRDI QIDQ5227050zbMATH OpenOpenAlexFDO

Authors Ragnar Nymoen

Publication date 5 August 2019

Full work available at URL https://doi.org/10.1142/11479

zbMATH Keywords

Bayesian methodsdifference equationsdynamic economicsequilibrium conceptmacroeconometric modellingmodel-based economic forecastingmultiple equation modelsrecursive and simultaneous equations modelsstationary and non-stationary time seriesstochastic difference equationstesting of empirical macromodelstime series econometricsvector autoregressive systems (VAR)

Mathematics Subject Classification ID

Linear difference equations (39A06) Stochastic difference equations (39A50) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to statistics (62-01) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to economics (62P20) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to game theory, economics, and finance (91-01) Economic growth models (91B62) Macroeconomic theory (monetary models, models of taxation) (91B64)

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(16)

• Empirical modeling in dynamic econometrics
• Time stepping of macroeconomic models
• Principles of macroeconometric modeling
• scientific article; zbMATH DE number 7038785 (Why is no real title available?)
• scientific article; zbMATH DE number 3858264 (Why is no real title available?)
• The cointegrated VAR model: Methodology and applications.
• Methods for applied macroeconomic research.
• scientific article; zbMATH DE number 5145287
• Macroeconomic Patterns and Stories
• Réflexions méthodologiques sur la modélisation non structurelle : une approche par les modèles vectoriels autorégressifs (VAR) et leurs extensions dynamiques
• scientific article; zbMATH DE number 3940576 (Why is no real title available?)
• Dynamic Econometrics
• Statistical Issues in Macroeconomic Modelling^*
• Policy‐Oriented Macroeconomic Forecasting with Hybrid DGSE and Time‐Varying Parameter VAR Models
• scientific article; zbMATH DE number 2193890 (Why is no real title available?)
• On the specification and estimation of large scale simultaneous structural macroeconometric models

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