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The Estimation of Macroeconomic Disequilibrium Models with Regime Classification Information

Authors
(view affiliations)

Glenn D. Rudebusch

Book

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

Table of contents (12 chapters)
About this book

Table of contents

Front Matter
Pages i-vii

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Introduction
1. Front Matter
  Pages 1-1
  
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2. Overview and Summary
  
  Glenn D. Rudebusch
  
  Pages 2-4
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
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
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
Conclusion
1. Front Matter
  Pages 115-115
  
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2. Whither Disequilibrium?
  
  Glenn D. Rudebusch
  
  Pages 116-119
Back Matter
Pages 120-132

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About this book

Keywords

econometrics international trade labor market macroeconomics

Authors and affiliations

Glenn D. Rudebusch
- 1

1.Division of Research and StatisticsBoard of Governors of the Federal Reserve SystemUSA

Bibliographic information

DOI https://doi.org/10.1007/978-3-642-45625-1
Copyright Information Springer-Verlag Berlin Heidelberg 1987
Publisher Name Springer, Berlin, Heidelberg
eBook Packages Springer Book Archive
Print ISBN 978-3-540-17757-9
Online ISBN 978-3-642-45625-1
Series Print ISSN 0075-8442
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