by Fabio Canova (Author)
Brings together dynamic equilibrium theory, data analysis, and advanced econometric and computational methods to provide a comprehensive set of techniques for use by academic economists as well as professional macroeconomists in various fields. This book starts from a class of DSGE models and describes methods needed to estimate their parameters.
Format: Hardcover
Pages: 512
Edition: illustrated edition
Publisher: Princeton University Press
Published: 22 Jan 2007
ISBN 10: 0691115044
ISBN 13: 9780691115047