Building a Small Macro-model for Simulation : Some Issues

Building a Small Macro-model for Simulation : Some Issues PDF Author: Bank of Canada
Publisher:
ISBN:
Category : Canada
Languages : en
Pages : 115

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Building a Small Macro-model for Simulation

Building a Small Macro-model for Simulation PDF Author: Paul R. Masson
Publisher: [Ottawa, Ont.] : Bank of Canada
ISBN:
Category : Canada
Languages : en
Pages : 132

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Book Description


Building a Small Macro-model for Simulation : Some Issues

Building a Small Macro-model for Simulation : Some Issues PDF Author: Bank of Canada
Publisher:
ISBN:
Category : Canada
Languages : en
Pages : 115

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Book Description


Macroeconometric Models

Macroeconometric Models PDF Author: Władysław Welfe
Publisher: Springer Science & Business Media
ISBN: 3642344682
Category : Business & Economics
Languages : en
Pages : 435

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Book Description
This book gives a comprehensive description of macroeconometric modeling and its development over time. The first part depicts the history of macroeconometric model building, starting with Jan Tinbergen's and Lawrence R. Klein's contributions. It is unique in summarizing the development and specific structure of macroeconometric models built in North America, Europe, and various other parts of the world. The work thus offers an extensive source for researchers in the field. The second part of the book covers the systematic characteristics of macroeconometric models. It includes the household and enterprise sectors, disequilibria, financial flows, and money market sectors.

A History of Macroeconometric Model-building

A History of Macroeconometric Model-building PDF Author: Ronald G. Bodkin
Publisher: Aldershot, Hants, England : E. Elgar
ISBN:
Category : Business & Economics
Languages : en
Pages : 600

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Book Description
This major book presents, for the first time, an authoritative history of developments in macroeconometric modelling since the 1930s. It focuses in particular on the construction of mathematico-statistical models of entire economies, estimated from national accounts and other macroeconomic data. International and comparative in scope, the book contains chapters prepared by specialists from the different countries concerned. This landmark book is indispensable to an understanding of the history and development of large scale econometric models of modern economies.

The Specification, Estimation, and Simulation of a Small Global Macroeconomic Model

The Specification, Estimation, and Simulation of a Small Global Macroeconomic Model PDF Author: James R. Malley
Publisher:
ISBN:
Category : Economic forecasting
Languages : en
Pages : 28

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Challenges for Macroeconomic Modelling

Challenges for Macroeconomic Modelling PDF Author: W. Driehuis
Publisher: Elsevier
ISBN: 148329451X
Category : Business & Economics
Languages : en
Pages : 500

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Book Description
This book collects the revised and edited proceedings of the conference held in honour of the 50th anniversary of Professor Tinbergen's first macroeconomic policy model. Written by experts both in the field of model building and policy analysis, the contributions provide an invaluable overview of the state of the art and the use of macroeconomic models in our time.

A Macro Model for a Small Economy

A Macro Model for a Small Economy PDF Author: Marein van Schaaijk
Publisher:
ISBN: 9789073732032
Category :
Languages : en
Pages : 88

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Book Description


Macroeconomic Modelling

Macroeconomic Modelling PDF Author: S.G. Hall
Publisher: Elsevier
ISBN: 1483295478
Category : Business & Economics
Languages : en
Pages : 432

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Book Description
This book arose out of research carried out by the authors in the period 1983-1987 whilst at the National Institute of Economic and Social Research. A number of things combined to impart the basic thrust of the research: partly the developments in formulating and estimating rational expectations models, and partly actual developments in the UK economy itself.An application of recent developments in dynamic modelling to a complete macroeconometric model of the UK is presented. Rational expectations modelling, co-integration and disequilibrium modelling are covered. The book also develops computational procedures for obtaining efficient solutions to large-scale models, and illustrates model solutions assuming rational expectations and stochastic simulations. Finally, sections on the analysis of models using optimal control methods illustrate applications of a large-scale econometric model. This section also discusses policy applications, including the derivation of time-consistent policies in the presence of rational expectations, giving quantified illustrations.

Simulating Distributional Impacts of Macro-dynamics

Simulating Distributional Impacts of Macro-dynamics PDF Author: Sergio Olivieri
Publisher: World Bank Publications
ISBN: 1464803846
Category : Business & Economics
Languages : en
Pages : 145

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Book Description
Simulating Distributional Impacts of Macro-dynamics: Theory and Practical Applications is a comprehensive guide for analyzing and understanding the effects of macroeconomic shocks on income and consumption distribution, as well as using the ADePT Simulation Module. Since real-time micro data is rarely available, the Simulation Module (part of the ADePT economic analysis software) takes advantage of historical household surveys to estimate how current or proposed macro changes might impact household and individuals welfare. Using examples from different economic and social contexts, the book explains macro-micro linkages in an easy and intuitive way. After developing a sound theoretical foundation, readers are then shown how to explore their own scenarios using the Simulation Module. Step-by-step instructions illustrate data entry and show how to make adjustments using the Module’s options. Exercises present how different sections of the simulation process operate independently. This book will be a valuable reference for analysts needing to evaluate the potential impact of structural reforms and to generate projections for hypothetical scenarios. Results created by the Simulation Module will be helpful in informing governmental policymaking.

A Disequilibrium Model of Real and Financial Accumulation in an Open Economy

A Disequilibrium Model of Real and Financial Accumulation in an Open Economy PDF Author: Giancarlo Gandolfo
Publisher: Springer Science & Business Media
ISBN: 3642954596
Category : Business & Economics
Languages : en
Pages : 182

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Book Description
This is the fourth version of a model that five years ago we set out to build and estimate along the lines of the continuous time approach clarified In chapter 1. Previous versions appeared in journal articles and conference proceedings, where the space is notoriously limited. Therefore we welcome the possibility of publishing a book-length treatment of this fourth version, so that we can describe its theoretical and empirical aspects in some detail. Although we have worked closely together and accept joint responsibility for the whole book, chs. 1 and 2 and appendix I have been written by G. Gandolfo, whilst chs. ] and 4 and appendix II have been written by P.c. Padoan. Different parts of this version of the model have been discussed In various lectures at the European University Institute (Florence) in 1984, In a seminar organized by the Bank of Italy (Sadiba, Perugia, Italy, February 16-18, 1984), in the second Viennese Workshop on Economic Applications of Control Theory (Vienna, May 16-18, 1984), and in the sixth annual Conference of the Society for Economic Dynamics and Control (Nice, France, June 13-15, 1984). In all of these we received helpful comments; similarly helpful were the comments of Clifford R .. Wymer, who, however, is absolved of any responsibility.