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Specification, Estimation, and Analysis of Macroeconomic Models

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Specification, Estimation, and Analysis of Macroeconomic Models - Fair, Ray C
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This book gives a practical, applications-oriented account of the latest techniques for estimating and analyzing large, nonlinear macroeconomic models. Ray Fair demonstrates the application of these techniques in a detailed presentation of several actual models, including his United States model, his multicountry model, Sargent's classical macroeconomic model, autoregressive and vector autoregressive models, and a small (twelve equation) linear structural model. He devotes a good deal of attention to the difficult and often ...

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Specification, Estimation, and Analysis of Macroeconomic Models 1984, Harvard University Press, Cambridge

ISBN-13: 9780674831803

Hardcover