计量经济学的进展 卷2 Advances in Econometrics Volume 2

基本信息

Edited by:Christopher A. Sims

Series:Econometric Society Monographs

Format:Paperback / softback 432 pages, 29 Line drawings, unspecified

Publisher:Cambridge University Press

Imprint:Cambridge University Press

ISBN:9780521566094

Published:7 Mar 1996

Weight:621g

Dimensions:228 x 152 (mm)

页面参数仅供参考，具体以实物为准

书籍简介

本书是1994年两卷本文章中的第二卷，反映了理论和应用计量经济学的研究状况。涉及的主题包括时间序列方法、半参数方法、季节性、金融经济学、模型求解技术、经济发展和劳动经济学。所有的文章都是委托在巴塞罗那举行的计量经济学会第六届世界大会的全体会议上发表的。

This is the second of a 1994 two-volume set of articles reflecting the state of research in theoretical and applied econometrics. The topics covered include time series methods, semiparametric methods, seasonality, financial economics, model solution techniques, economic development and labour economics. All the contributions were commissioned to be presented at the plenary sessions of the Sixth World Congress of the Econometric Society in Barcelona.

作者简介

克里斯托弗·阿尔伯特·西姆斯，是一位美国计量经济学家和宏观经济学家。他现在是普林斯顿大学Harold B. Helms经济和金融学教授。2011年，西姆斯与托玛斯·萨金特同获诺贝尔经济学奖，以表扬“他们对宏观经济学成因与效果所投入的实证研究”。

Christopher Albert Sims (born October 21, 1942) is an American econometrician and macroeconomist. He is currently the John J.F. Sherrerd '52 University Professor of Economics at Princeton University. Together with Thomas Sargent, he won the Nobel Memorial Prize in Economic Sciences in 2011. The award cited their "empirical research on cause and effect in the macroeconomy".

目录

Part I. Labour Supply: 1. Evaluating structural microeconometric models of labour supply Richard Blundell; 2. Intertemporal labour supply: an assessment David Card; Part II. Competition for Stochastic Equilibrium: 3. Simulation analysis of dynamic stochastic models: applications to theory and estimation Albert Marcet; 4. Estimation of dynamic structural models: problems and prospects John Rust; 5. Dynamic structural models: problems and prospects Ariel Pakes; Comment on papers by Marcet, Rust and Pakes Kenneth Judd; Part III. Econometrics of Finance: 6. Econometric analysis of representative agent intertemporal asset pricing models Kenneth Singleton; 7. Estimation of continuous-time models in finance Angelo Melino; Part IV. Development Economics: 8. Political instability, political weakness, and inflation: an empirical analysis Sebastian Edwards; 9. Credibility and the dynamics of stabilization policy: a basic framework Guillermo A. Calvo and Carlos A. Vegh.