Applied Macroeconometrics (Record no. 1161)

000 -LEADER
fixed length control field 02386nam a2200241Ia 4500
003 - CONTROL NUMBER IDENTIFIER
control field DE-boiza
005 - DATE AND TIME OF LATEST TRANSACTION
control field 20200121111412.0
008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION
fixed length control field 191008
020 ## - INTERNATIONAL STANDARD BOOK NUMBER
International Standard Book Number 0-19-829685-1
040 ## - CATALOGING SOURCE
Transcribing agency IZA
100 ## - MAIN ENTRY--PERSONAL NAME
Personal name Favero, Carlo A.
9 (RLIN) 3375
245 #0 - TITLE STATEMENT
Title Applied Macroeconometrics
260 ## - PUBLICATION, DISTRIBUTION, ETC.
Date of publication, distribution, etc. 2001
Name of publisher, distributor, etc. Clarendon Press,
Place of publication, distribution, etc. Oxford,
300 ## - PHYSICAL DESCRIPTION
Extent 282 pages
340 ## - PHYSICAL MEDIUM
Location within medium E0 62
520 ## - SUMMARY, ETC.
Summary, etc. This text provides graduate students of macroeconomics, econometrics, and monetary economics with discussion and practical illustrations of the techniques used in applied macroeconometrics. Until the 1970s, there was consensus regarding both the theoretical foundations and the empirical specification of applied macroeconometric modelling, commonly known as the Cowles Commission approach. This is no longer the case: the Cowles Commission approach broke down in the 1970s, to be replaced by a number of prominent competing methods—the LSE (London School of Economics) approach, the VAR approach, and the intertemporal optimization/Real Business Cycle approach. 'Applied Macroeconometrics' examines the empirical research strategy of these alternatives by interpreting them as attempts to solve the problems observed in the Cowles Commission approach. The different research strategies are illustrated with specific reference to real-world examples, particularly with respect to the monetary transmission mechanism. A common US dataset is used in these examples, thus allowing the reader easy comparisons.<br/><br/>The presentation is based on the view that identification, a central concept in econometrics, provides a natural framework in which to discuss the alternative strategies currently dominating research. The first part of the book introduces time-series models and details the importance of their identification. The second part illustrates, chapter by chapter, the alternative approaches, providing detailed applications of each methodology. Data used in the applications are available in a variety of formats from the author's web site, and will be supplemented by exercises for the reader to perform.
650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name entry element macroeconomics
9 (RLIN) 314
Topical term or geographic name entry element econometrics
9 (RLIN) 6649
Topical term or geographic name entry element macroeconometric modelling
9 (RLIN) 6650
655 ## - INDEX TERM--GENRE/FORM
Genre/form data or focus term textbook
9 (RLIN) 5204
856 ## - ELECTRONIC LOCATION AND ACCESS
Uniform Resource Identifier <a href="https://global.oup.com/academic/product/applied-macroeconometrics-9780198296850?cc=de&lang=en&#">https://global.oup.com/academic/product/applied-macroeconometrics-9780198296850?cc=de&lang=en&#</a>
Link text Publisher's website
942 ## - ADDED ENTRY ELEMENTS (KOHA)
Koha item type Monography
Source of classification or shelving scheme
Holdings
Withdrawn status Lost status Damaged status Not for loan Permanent Location Current Location Date acquired Full call number Barcode Date last seen Price effective from Koha item type
        Library Library 2019-10-08 E0 62 52719 2019-10-08 2019-10-08 Monography
Deutsche Post Stiftung
 
Istitute of Labor Economics
 
Behavior and Inequality Research Institute
 
Institute for Environment & Sustainability
 

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