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1921 2
2009-10-22
The Structural Econometric Time Series Analysis Approach.pdf
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2010-6-7 10:22:38
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2010-6-7 10:52:55
不错,这是一本论文集,还有不少评论。下面是目录。
Part I The SEMTSA approach
1 Time series analysis and simultaneous equation econometric models (1974) 3 2 Statistical analysis of econometric models (1979) 44
Comment (1979) 79
Comment (1979) 82
Comment (1979) 84
Comment (1979) 87
Rejoinder (1979) 91
3 Structural econometric modeling and time series analysis: an integrated approach (1983) 96
Comment (1983) 165
Comment (1983) 169
Response to the discussants (1983) 172
4 Time series analysis, forecasting, and econometric modeling: the structural econometric modeling, time series analysis (SEMTSA) approach (1994) 175
5 Large-sample estimation and testing procedures for
dynamic equation systems (1980) 201
Rejoinder (1981) 233
Part II  Selected applications
6 Time series and structural analysis of monetary models of the US economy (1975) 243
7 Time series versus structural models: a case study of Canadian manufacturing inventory behavior (1975) 288
8 Time series analysis of the German hyperinflation
(1978) 315
9 Atime series analysis of seasonality in econometric
models (1978) 332
Comment (1978) 382
Comment and implications for policy-makers and model builders (1978) 388
Response to discussants (1978) 394
10 The behavior of speculative prices and the consistency of economic models (1985) 397
11 A comparison of the stochastic processes of structural and time series exchange rate models (1987) 405
12 Encompassing univariate models in multivariate time series: a case study (1994) 418
Part III Macroeconomic forecasting and modeling
13 Macroeconomic forecasting using pooled international data (1987) 457
14 Forecasting international growth rates using Bayesian shrinkage and other procedures (1989) 485
15 Turning points in economic time series, loss structures,and Bayesian forecasting (1990) 506
16 Forecasting turning points in international output growth rates using Bayesian exponentially weighted
autoregression, time-varying parameter, and pooling techniques (1991) 528
17 Bayesian and non-Bayesian methods for combining models and forecasts with applications to orecasting international growth rates (1993) 559
18 forecasting GDP growth rates (2000) 590
19 Forecasting turning points in countries’ output growth rates: a response to Milton Friedman (1999) 612
Part IV Disaggregation, forecasting, and modeling
20 Using Bayesian techniques for data pooling in regional payroll forecasting (1990) 619
Part IV Disaggregation, forecasting, and modeling
20 Using Bayesian techniques for data pooling in regional payroll forecasting (1990) 619
21 Forecasting turning points in metropolitan employment growth rates using Bayesian techniques (1990) 637
22 A note on aggregation, disaggregation, and forecasting performance (2000) 656
23 The Marshallian macroeconomic model (2000) 667
24 Bayesian modeling of economies and data requirements (2000) 677
    
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