The Econometrics of Macroeconomic Modelling

ISBN-13: 9780199246496 / Angielski / Twarda / 2005 / 360 str.

Gunnar Bardsen; Eilev S. Jansen; Oyvind Eitrheim

Opis

This book describes how and why the discipline of macroeconometric modelling continues to play a role for economic policymaking by adapting to changing demands, in response, for instance, to new policy regimes like inflation targeting. Model builders have adopted new insights from economic theory and taken advantage of the methodological and conceptual advances within time series econometrics over the last twenty years.
About the Series
Advanced Texts in Econometrics is a distinguished and rapidly expanding series in which leading econometricians assess recent developments in such areas as stochastic probability, panel and time series data analysis, modeling, and cointegration. In both hardback and affordable paperback, each volume explains the nature and applicability of a topic in greater depth than possible in introductory textbooks or single journal articles. Each definitive work is formatted to be as accessible and convenient for those who are not familiar with the detailed primary literature.

O autorze

Gunnar Bårdsen is Senior Advisor at Norges Bank (Central Bank of Norway) and Associate Professor at the Norwegian University of Science and Technology in Trondheim. He has published papers in macroeconomics, monetary economics, and theoretical and applied econometrics.; Øyvind Eitrheim, b. 1958, has been Director of Research at Norges Bank since 2001. He has previously been Head of the Model Building Unit (1996-2001) at the central bank. He has been a Visiting Scholar at University of California, San Diego (1990-1991). Eitrheim has been with Norges Bank since January 1984. He has published papers in macroeconomics, monetary economics, and theoretical and applied econometrics. Eilev S. Jansen, b. 1948, is a Director at the Central Bank of Norway and a Professor at Department of Economics, Norwegian University of Science and Technology, Trondheim. He has previously been Head of the Model Building Unit (1983-1988) and Director of Research (1988-2001) at the central bank. He has been a Visiting Scholar at London School of Economics (1975-76), University of California (1993-93,2003-04), and the European Central Bank, Frankfurt (2003). Other affiliations include Department of Economics, University of Oslo (1972-77, 2001-02) and Stastitics Norway (1978-82). He has published papers in international journals and books and he is a co-author of "The econometrics of incomplete time-series/cross-section data" (with Erik Biørn). Ragnar Nymoen, b. 1957, is Professor at the Department of Economics, University of Oslo. He has published papers in macroeconomics and econometrics. In the period 1985-1996, he worked as an economists in the Research Department in Central Bank of Norway.