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Methods for applied macroeconomic research / Fabio Canova

Author
Canova, Fabio
Published
Princeton : Princeton University Press, [2007]
Copyright Date
©2007
Physical Description
xiv, 492 pages : illustrations ; 24 cm

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Contents
1. Preliminaries -- 2. DSGE models, solutions, and approximations -- 3. Extracting and measuring cyclical information -- 4. VAR models -- 5. GMM and simulation estimators -- 6. Likelihood methods -- 7. Calibration -- 8. Dynamic macro panels -- 9. Introduction to Bayesian methods -- 10. Bayesian VARs -- 11. Bayesian time series and DSGE models -- App. A. Statistical distributions.
Subject(s)
ISBN
9780691115047 (alk. paper)
0691115044 (alk. paper)
Bibliography Note
Includes bibliographical references (pages [469]-485) and index.
View MARC record | catkey: 5967826