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The last twenty years have witnessed tremendous advances in the mathematical, statistical, and computational tools available to applied macroeconomists. This rapidly evolving field has redefined how researchers test models and validate theories. Yet until now there has been no textbook that unites the latest methods and bridges the divide between theoretical and applied work. Fabio Canova brings together dynamic equilibrium theory, data analysis, and advanced econometric and computational methods to provide the first comprehensive set of techniques for use by academic economists as well as professional macroeconomists in banking and finance, industry, and government. This graduate-level textbook is for readers knowledgeable in modern macroeconomic theory, econometrics, and computational programming using RATS, MATLAB, or Gauss. Inevitably a modern treatment of such a complex topic requires a quantitative perspective, a solid dynamic theory background, and the development of empirical and numerical methods--which is where Canova's book differs from typical graduate textbooks in macroeconomics and econometrics. Rather than list a series of estimators and their properties, Canova starts from a class of DSGE models, finds an approximate linear representation for the decision rules, and describes methods needed to estimate their parameters, examining their fit to the data. The book is complete with numerous examples and exercises. Today's economic analysts need a strong foundation in both theory and application. 'Methods for Applied Macroeconomic Research' offers the essential tools for the next generation of macroeconomists.

Macroeconomics --- Quantitative methods (economics) --- Research --- Methodology --- Mathematical models --- AA / International- internationaal --- 305.0 --- -Macroeconomics --- -339.0724 --- Economics --- Toegepaste econometrie en statistiek (algemene naslagwerken). Statistische onderzoekingen en studiën. --- Econometric models --- Mathematical models. --- Methodology. --- 339.0724 --- Research&delete& --- Toegepaste econometrie en statistiek (algemene naslagwerken). Statistische onderzoekingen en studiën --- Macroeconomics - Research - Methodology --- Macroeconomics - Mathematical models

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This book brings together in a single coherent framework a research programme begun by the author in the forties. The main model around which the analysis is built is Hicksian in character, having been drawn in large part from John Hicks's Value and Capital. The model is extended so as to include money and securities. In respect of the theory of the firm the model focuses on demand and supply plans, on inputs and outputs, on inventories, and on dependencies between them. The stability of temporary equilibrium is discussed for linear and non-linear cases. Because the concept of structural stability is important for understanding non-linear cases, it is defined and applied to the case of economic motion generated from the temporary equilibrium analysis. The addenda focus on developments in economic theory following the publication of the main model.

Quantitative methods (economics) --- Equilibrium (Economics) --- Statics and dynamics (Social sciences) --- 339.0724 --- Disequilibrium (Economics) --- Economic equilibrium --- General equilibrium (Economics) --- Partial equilibrium (Economics) --- Economics --- Stagnation (Economics) --- Dynamics and statics (Social sciences) --- Equilibrium (Social sciences) --- Social evolution --- Social sciences --- Sociology --- Business, Economy and Management --- DGE (Economics) --- DSGE (Economics) --- Dynamic stochastic general equilibrium (Economics) --- SDGE (Economic theory) --- ECONOMICS --- EQUILIBRIUM (PHYSICS) --- STATICS AND DYNAMICS --- EQUILIBRIUM

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A Rational Expectations Approach to Macroeconometrics pursues a rational expectations approach to the estimation of a class of models widely discussed in the macroeconomics and finance literature: those which emphasize the effects from unanticipated, rather than anticipated, movements in variables. In this volume, Fredrick S. Mishkin first theoretically develops and discusses a unified econometric treatment of these models and then shows how to estimate them with an annotated computer program.

Money market. Capital market --- Methodology of economics --- Economic policy and planning (general) --- Quantitative methods (economics) --- Rational expectations (Economic theory) --- Macroeconomics --- Econometrics --- 339.0724 --- Economics, Mathematical --- Statistics --- Economics --- Expectations, Rational (Economic theory) --- Economic forecasting --- Time and economic reactions --- Uncertainty --- 330.115 --- AA / International- internationaal --- 331.062 --- 303.8 --- 330.00 --- 330.3 --- Econometrie --- Anticyclisch beleid. Rational expectations. --- Econometrische behandeling van een onderwerp. --- Economische en sociale theorieën: algemeenheden. --- Methode in staathuishoudkunde. Statische, dynamische economie. Modellen. Experimental economics. --- 330.115 Econometrie --- Macroeconomics. --- Econometrics. --- Econometrische behandeling van een onderwerp --- Economische en sociale theorieën: algemeenheden --- Methode in staathuishoudkunde. Statische, dynamische economie. Modellen. Experimental economics --- Anticyclisch beleid. Rational expectations --- econometrics, macroeconomics, economics, rational expectations, variables, methodology, models, market efficiency, rationality, interest rates, monetary policy, aggregate demand, forecasting equations, inflation, growth, gnp, unemployment, output, nonfiction, business, finance, investment, government, regulation, markets, capital.