The Manchester College

DSGE models in macroeconomics : (Record no. 53810)

MARC details
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001 - CONTROL NUMBER
control field 337830
005 - DATE AND TIME OF LATEST TRANSACTION
control field 20211207110247.0
006 - FIXED-LENGTH DATA ELEMENTS--ADDITIONAL MATERIAL CHARACTERISTICS
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007 - PHYSICAL DESCRIPTION FIXED FIELD--GENERAL INFORMATION
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007 - PHYSICAL DESCRIPTION FIXED FIELD--GENERAL INFORMATION
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008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION
fixed length control field 180928s2012 enka o 000 0 ENG d
020 ## - INTERNATIONAL STANDARD BOOK NUMBER
International Standard Book Number 9781781903063
Qualifying information (electronic bk.)
035 ## - SYSTEM CONTROL NUMBER
System control number 337830
035 ## - SYSTEM CONTROL NUMBER
System control number (OCoLC)822967874
245 00 - TITLE STATEMENT
Title DSGE models in macroeconomics :
Remainder of title estimation, evaluation, and new developments /
Statement of responsibility, etc. edited by Nathan Balke [and others].
260 ## - PUBLICATION, DISTRIBUTION, ETC.
Place of publication, distribution, etc. Bingley, West Yorkshire, England :
Name of publisher, distributor, etc. Emerald,
Date of publication, distribution, etc. 2012 ;
Place of publication, distribution, etc. Bingley, West Yorkshire, England :
Name of publisher, distributor, etc. Emerald.
300 ## - PHYSICAL DESCRIPTION
Extent 1 online resource (xii, 467 pages) :
Other physical details illustrations. $a<length> : $b<enrich>.
490 1# - SERIES STATEMENT
Series statement Advances in econometrics ;
Volume/sequential designation v. 28,
International Standard Serial Number 0731-9053
490 1# - SERIES STATEMENT
Series statement Advances in econometrics,
International Standard Serial Number 0731-9053
505 0# - FORMATTED CONTENTS NOTE
Formatted contents note Introduction / Juan Carlos Escanciano [and others] -- The modeling of expectations in empirical DSGE models : a survey / Fabio Milani -- Optimal monetary policy in an estimated local currency pricing model / Eiji Okano [and others] -- News, non-invertibility, and structural VARs / Eric R. Sims -- Bayesian estimation of NOEM models : identification and inference in small samples / Enrique Martínez-García, Diego Vilán, Mark A. Wynne -- Fitting U.S. trend inflation : a rolling-window approach / Efrem Castelnuovo -- Expectation formation and monetary DSGE models : beyond the rational expectations paradigm / Fabio Milani, Ashish Rajbhandari -- Approximation properties of Laplace-type estimators / Anna Kormilitsina, Denis Nekipelov -- Frequency domain analysis of medium scale DSGE models with application to Smets and Wouters (2007) / Denis Tkachenko, Zhongjun Qu -- On the estimation of dynamic stochastic general equilibrium models : an empirical likelihood approach / Sara Riscado -- Structural estimation of the new-Keynesian model : a formal test of backward- and forward-looking behavior / Tae-Seok Jang.
520 3# - SUMMARY, ETC.
Summary, etc. Introduction / Juan Carlos Escanciano [and others] -- The modeling of expectations in empirical DSGE models : a survey / Fabio Milani -- Optimal monetary policy in an estimated local currency pricing model / Eiji Okano [and others] -- News, non-invertibility, and structural VARs / Eric R. Sims -- Bayesian estimation of NOEM models : identification and inference in small samples / Enrique Martínez-García, Diego Vilán, Mark A. Wynne -- Fitting U.S. trend inflation : a rolling-window approach / Efrem Castelnuovo -- Expectation formation and monetary DSGE models : beyond the rational expectations paradigm / Fabio Milani, Ashish Rajbhandari -- Approximation properties of Laplace-type estimators / Anna Kormilitsina, Denis Nekipelov -- Frequency domain analysis of medium scale DSGE models with application to Smets and Wouters (2007) / Denis Tkachenko, Zhongjun Qu -- On the estimation of dynamic stochastic general equilibrium models : an empirical likelihood approach / Sara Riscado -- Structur ...
520 ## - SUMMARY, ETC.
Summary, etc. This volume of Advances in Econometrics contains articles that examine key topics in the modeling and estimation of dynamic stochastic general equilibrium (DSGE) models. Because DSGE models combine micro- and macroeconomic theory with formal econometric modeling and inference, over the past decade they have become an established framework for analyzing a variety of issues in empirical macroeconomics. The research articles make contributions in several key areas in DSGE modeling and estimation. In particular, papers cover the modeling and role of expectations, the study of optimal monetary policy in two-country models, and the problem of non-invertibility. Other interesting areas of inquiry include the analysis of parameter identification in new open economy macroeconomic models and the modeling of trend inflation shocks. The second part of the volume is devoted to articles that offer innovations in econometric methodology. These papers advance new techniques for addressing major inferential problems and include discussion and applications of Laplace-type, frequency domain, empirical likelihood and method of moments estimators.
700 10 - ADDED ENTRY--PERSONAL NAME
Personal name Balke, Nathan S
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700 10 - ADDED ENTRY--PERSONAL NAME
Personal name Canova, Fabio
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700 10 - ADDED ENTRY--PERSONAL NAME
Personal name Milani, Fabio
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700 10 - ADDED ENTRY--PERSONAL NAME
Personal name Wynne, Mark A
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700 10 - ADDED ENTRY--PERSONAL NAME
Personal name Balke, Nathan S
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700 10 - ADDED ENTRY--PERSONAL NAME
Personal name Canova, Fabio
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700 10 - ADDED ENTRY--PERSONAL NAME
Personal name Milani, Fabio
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700 10 - ADDED ENTRY--PERSONAL NAME
Personal name Wynne, Mark A
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830 #0 - SERIES ADDED ENTRY--UNIFORM TITLE
Uniform title Advances in econometrics ;
Volume/sequential designation v. 28
830 #0 - SERIES ADDED ENTRY--UNIFORM TITLE
Uniform title Advances in econometrics
856 4# - ELECTRONIC LOCATION AND ACCESS
Uniform Resource Identifier <a href="http://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&AN=526503">http://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&AN=526503</a>
942 ## - ADDED ENTRY ELEMENTS (KOHA)
Koha item type EBOOK
Suppress in OPAC No

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