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TIME SERIES ANALYSIS AND MACROECONOMETRIC MODELLING
The Collected Papers of Kenneth F. Wallis
Seiten
1995
Edward Elgar Publishing Ltd (Verlag)
978-1-85278-821-6 (ISBN)
Edward Elgar Publishing Ltd (Verlag)
978-1-85278-821-6 (ISBN)
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.
Professor Wallis has written a detailed introduction to the papers in this volume in which he explains the background to these papers and comments on subsequent developments.
Professor Wallis has written a detailed introduction to the papers in this volume in which he explains the background to these papers and comments on subsequent developments.
Kenneth F. Wallis, Professor of Econometrics, University of Warwick, UK and Director of the ESRC Macroeconomic Modelling Bureau
Contents: Introduction Part I: Time-series Econometrics Part II: Modelling Seasonality Part III: Forecasting in Theory and Practice Part IV: Macroeconometric Modelling
Reihe/Serie | Economists of the Twentieth Century series |
---|---|
Verlagsort | Cheltenham |
Sprache | englisch |
Maße | 156 x 234 mm |
Themenwelt | Wirtschaft ► Volkswirtschaftslehre ► Makroökonomie |
Wirtschaft ► Volkswirtschaftslehre ► Ökonometrie | |
ISBN-10 | 1-85278-821-6 / 1852788216 |
ISBN-13 | 978-1-85278-821-6 / 9781852788216 |
Zustand | Neuware |
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