TIME SERIES ANALYSIS AND MACROECONOMETRIC MODELLING
Kenneth Wallis ()
in Books from Edward Elgar Publishing
This major volume of essays by Kenneth F. Wallis features 28 articles published over a quarter of a century on the statistical analysis of economic time series, large-scale macroeconometric modelling, and the interface between them. The first part deals with time-series econometrics and includes significant early contributions to the development of the LSE tradition in time-series econometrics, which is the dominant British tradition and has considerable influence worldwide. Later sections discuss theoretical and practical issues in modelling seasonality and forecasting with applications in both large-scale and small-scale models. The final section summarizes the research programme of the ESRC Macroeconomic Modelling Bureau, a unique comparison project among economy-wide macroeconometric models.
Keywords: Economics and Finance (search for similar items in EconPapers)
JEL-codes: C1 (search for similar items in EconPapers)
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Persistent link: https://EconPapers.repec.org/RePEc:elg:eebook:463
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