Handbook of Research Methods and Applications in Empirical Macroeconomics

Edited by Nigar Hashimzade and Michael Thornton

in Books from Edward Elgar Publishing

Abstract: This comprehensive Handbook presents the current state of art in the theory and methodology of macroeconomic data analysis. It is intended as a reference for graduate students and researchers interested in exploring new methodologies, but can also be employed as a graduate text. The Handbook concentrates on the most important issues, models and techniques for research in macroeconomics, and highlights the core methodologies and their empirical application in an accessible manner. Each chapter is largely self-contained, whilst the comprehensive introduction provides an overview of the key statistical concepts and methods. All of the chapters include the essential references for each topic and provide a sound guide for further reading.

Keywords: Economics and Finance; Research Methods (search for similar items in EconPapers)
JEL-codes: B4 (search for similar items in EconPapers)
Date: 2013
ISBN: 9780857931016
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (120)

Downloads: (external link)
https://www.elgaronline.com/view/9780857931016.xml (application/pdf)
Our link check indicates that this URL is bad, the error code is: 503 Service Temporarily Unavailable

Chapters in this book:

Ch 1 Introduction , pp 1-3

Nigar Hashimzade and Michael Thornton

Ch 2 A review of econometric concepts and methods for empirical macroeconomics , pp 4-42

Kerry Patterson and Michael Thornton

Ch 3 Trends, cycles and structural breaks , pp 45-60

Terence C. Mills

Ch 4 Unit roots, non-linearities and structural breaks , pp 61-94

Niels Haldrup, Robinson Kruse, Timo Teräsvirta and Rasmus T. Varneskov

Ch 5 Filtering macroeconomic data , pp 95-136

David Pollock

Ch 6 Vector autoregressive models , pp 139-164

Helmut Lütkepohl

Ch 7 Cointegration and error correction , pp 165-188

James Davidson

Ch 8 Estimation and inference in threshold type regime switching models , pp 189-205

Jesus Gonzalo and Jean-Yves Pitarakis

Ch 9 Testing structural stability in macroeconometric models , pp 206-228

Otilia Boldea and Alastair R. Hall

Ch 10 Dynamic panel data models , pp 229-248

Badi Baltagi

Ch 11 Factor models , pp 249-265

Jörg Breitung and In Choi

Ch 12 Conditional heteroskedasticity in macroeconomics data: UK inflation, output growth and their uncertainties , pp 266-288

Menelaos Karanasos and Ning Zeng

Ch 13 Temporal aggregation in macroeconomics , pp 289-310

Michael Thornton and Marcus Chambers

Ch 14 Generalized Method of Moments , pp 313-333

Alastair R. Hall

Ch 15 Maximum likelihood estimation of time series models: the Kalman filter and beyond , pp 334-362

Tommaso Proietti and Alessandra Luati

Ch 16 Bayesian methods , pp 363-380

Luc Bauwens and Dimitris Korobilis

Ch 17 Forecasting in macroeconomics , pp 381-408

Raffaella Giacomini and Barbara Rossi

Ch 18 The science and art of DSGE modelling: I – construction and Bayesian estimation , pp 411-440

Cristiano Cantore, Vasco Gabriel, Paul Levine, Joseph Pearlman and Bo Yang

Ch 19 The science and art of DSGE modelling: II – model comparisons, model validation, policy analysis and general discussion , pp 441-463

Cristiano Cantore, Vasco Gabriel, Paul Levine, Joseph Pearlman and Bo Yang

Ch 20 Generalized Method of Moments estimation of DSGE models , pp 464-485

Francisco Ruge-Murcia

Ch 21 Bayesian estimation of DSGE models , pp 486-512

Pablo Guerron and James Nason

Ch 22 Structural vector autoregressions , pp 515-554

Lutz Kilian

Ch 23 Vector autoregressive models for macroeconomic policy analysis , pp 555-572

Soyoung Kim

Ch 24 Calibration and simulation of DSGE models , pp 575-592

Paul Gomme and Damba Lkhagvasuren

Ch 25 Simulation and estimation of macroeconomic models in Dynare , pp 593-608

Joao Madeira

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:elg:eebook:14327

Ordering information: This item can be ordered from
http://www.e-elgar.com

Access Statistics for this book

More books in Books from Edward Elgar Publishing
Bibliographic data for series maintained by Darrel McCalla ().