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The Estimation of Macroeconomic Disequilibrium Models with Regime Classification Information

  • Book
  • © 1987

Overview

Authors:
  1. Glenn D. Rudebusch

    1. Division of Research and Statistics, Board of Governors of the Federal Reserve System, USA

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Part of the book series: Lecture Notes in Economics and Mathematical Systems (LNE, volume 288)

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Table of contents (12 chapters)

  1. Front Matter

    Pages i-vii
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  2. Introduction

    1. Front Matter

      Pages 1-1
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    2. Overview and Summary

      • Glenn D. Rudebusch
      Pages 2-4

  3. Econometric Specifications of the Disequilibrium Model

    1. Front Matter

      Pages 5-5
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    2. Previous Specifications

      • Glenn D. Rudebusch
      Pages 6-17

    3. The Exact Excess Demand Specification

      • Glenn D. Rudebusch
      Pages 18-30

    4. Evaluating the Exact Excess Demand Specification

      • Glenn D. Rudebusch
      Pages 31-40

  4. Estimation of a Single Market Disequilibrium Model

    1. Front Matter

      Pages 43-43
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    2. Model Structure — Labor Demand and Labor Supply

      • Glenn D. Rudebusch
      Pages 44-47

    3. Excess Labor Demand Indicators

      • Glenn D. Rudebusch
      Pages 48-55

    4. Estimation and Results

      • Glenn D. Rudebusch
      Pages 56-70

  5. Estimation of a Multimarket Disequilibrium Model

    1. Front Matter

      Pages 73-73
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    2. Model Structure I — Behavior of Agents

      • Glenn D. Rudebusch
      Pages 74-85

    3. Model Structure II — Market Interaction

      • Glenn D. Rudebusch
      Pages 86-91

    4. Excess Demand Indicators

      • Glenn D. Rudebusch
      Pages 92-100

    5. Estimation and Results

      • Glenn D. Rudebusch
      Pages 101-109

  6. Conclusion

    1. Front Matter

      Pages 115-115
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    2. Whither Disequilibrium?

      • Glenn D. Rudebusch
      Pages 116-119

  7. Back Matter

    Pages 120-132
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Keywords

Authors and Affiliations

  • Division of Research and Statistics, Board of Governors of the Federal Reserve System, USA

    Glenn D. Rudebusch

Bibliographic Information

  • Book Title: The Estimation of Macroeconomic Disequilibrium Models with Regime Classification Information

  • Authors: Glenn D. Rudebusch

  • Series Title: Lecture Notes in Economics and Mathematical Systems

  • DOI: https://doi.org/10.1007/978-3-642-45625-1

  • Publisher: Springer Berlin, Heidelberg

  • eBook Packages: Springer Book Archive

  • Copyright Information: Springer-Verlag Berlin Heidelberg 1987

  • Softcover ISBN: 978-3-540-17757-9Published: 08 April 1987

  • eBook ISBN: 978-3-642-45625-1Published: 06 December 2012

  • Series ISSN: 0075-8442

  • Series E-ISSN: 2196-9957

  • Edition Number: 1

  • Number of Pages: VII, 128

  • Topics: Economics, general

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