Global and National Macroeconometric Modelling: A Long-Run Structural Approach
Global and National Macroeconometric Modelling: A Long-Run Structural Approach
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全球和国家宏观计量经济模型：长期结构性方法
DOI：
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发表时间：
2006
期刊：
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通讯作者：
Y. Shin
中科院分区：
文献类型：
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作者：
Anthony Garratt;Kevin Lee;M. Pesaran;Y. Shin
这本书提供了一个国家的最先进的建模全球和国家经济的全面描述。它介绍了长期的结构性建模方法，可以很容易地用于了解经济如何运作，并为决策者和政策制定者提供预测。这本书包含了宏观经济学和计量经济学的最新发展的全面描述，这应该是先进的学生和研究人员感兴趣的，但也是写在政府和私营部门的从业人员访问和帮助。长期的结构性方法是说明与各种全球和国家的例子，包括一步一步的描述的发展和使用的模型，英国经济。在整个过程中，这本书强调在真实的世界中使用宏观经济计量模型，并以确保所说明的技术可以在新的环境中复制或应用的方式编写。本书中使用的建模方法的透明度和实用性将吸引那些需要可管理和可解释的模型来回答特定问题的从业者。
This book provides a comprehensive description of the state-of-the-art in modelling global and national economies. It introduces the long-run structural approach to modelling that can be readily adopted for use in understanding how economies work, and in generating forecasts for decision- and policy-makers. The book contains a thorough description of recent developments in macroeconomics and econometrics, which should be of interest to advanced students and researchers, but is also written to be accessible and helpful to practitioners in government and the private sector. The long-run structural approach is illustrated with various global and national examples, including a step-by-step description of the development and use of a model of the UK economy. Throughout, the book emphasises the use of macroeconometric modelling in the real world and is written in a way that ensures the techniques illustrated can be replicated or applied in new contexts. The transparency and pragmatism of the modelling approach used within this book will be attractive to practitioners who need manageable and interpretable models to answer specific questions.