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Macroeconometrics

Developments, Tensions, and Prospects

  • Book
  • © 1995

Overview

Editors:
  1. Kevin D. Hoover

    1. University of California, Davis, USA

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Part of the book series: Recent Economic Thought (RETH, volume 46)

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Table of contents (13 chapters)

  1. Front Matter

    Pages i-xi
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  2. The Problem of Macroeconometrics

    1. The Problem of Macroeconometrics

      • Kevin D. Hoover
      Pages 1-12

  3. Alternative Econometric Methodologies

    1. Front Matter

      Pages 13-13
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    2. Recent Advances in Solving and Estimating Dynamic, Stochastic Macroeconomic Models

      • Beth F. Ingram
      Pages 15-55

    3. The Economics of Var Models

      • Fabio Canova
      Pages 57-106

    4. Progressive Modeling of Macroeconomic Time Series The LSE Methodology

      • Grayham E. Mizon
      Pages 107-180

    5. The Econometrics of the General Equilibrium Approach to Business Cycles

      • Finn E. Kydland, Edward C. Prescott
      Pages 181-207

  4. The Lucas Critique Reconsidered

    1. Front Matter

      Pages 209-209
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    2. Causal Orderings

      • Stephen F. LeRoy
      Pages 211-233

    3. On Policy Regimes

      • Stephen F. LeRoy
      Pages 235-261

    4. The Lucas Critique in Practice

      • Neil R. Ericsson, John S. Irons
      Pages 263-324

    5. Rational Expectations and the Economic Consequences of Changes in Regime

      • James D. Hamilton
      Pages 325-349

    6. Historical Macroeconomics and American Macroeconomic History

      • Charles W. Calomiris, Christopher Hanes
      Pages 351-424

  5. Frontiers of Macroeconometrics

    1. Front Matter

      Pages 425-425
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    2. Modeling Volatility Dynamics

      • Francis X. Diebold, Jose A. Lopez
      Pages 427-472

    3. Dynamic Specification and Testing for Unit Roots and Cointegration

      • Anindya Banerjee
      Pages 473-516

    4. Nonlinear Models of Economic Fluctuations

      • Simon M. Potter
      Pages 517-567

  6. Back Matter

    Pages 569-577
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Keywords

About this book

Each chapter of Macroeconometrics is written by respected econometricians in order to provide useful information and perspectives for those who wish to apply econometrics in macroeconomics. The chapters are all written with clear methodological perspectives, making the virtues and limitations of particular econometric approaches accessible to a general readership familiar with applied macroeconomics. The real tensions in macroeconometrics are revealed by the critical comments from different econometricians, having an alternative perspective, which follow each chapter.

Editors and Affiliations

  • University of California, Davis, USA

    Kevin D. Hoover

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