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Macroeconometrics

Developments, Tensions, and Prospects

  • Kevin D. Hoover

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

Table of contents

  1. Front Matter
    Pages i-xi
  2. The Problem of Macroeconometrics

    1. Kevin D. Hoover
      Pages 1-12
  3. Alternative Econometric Methodologies

  4. The Lucas Critique Reconsidered

    1. Front Matter
      Pages 209-209
    2. Stephen F. LeRoy
      Pages 211-233
    3. Stephen F. LeRoy
      Pages 235-261
    4. Neil R. Ericsson, John S. Irons
      Pages 263-324
    5. Charles W. Calomiris, Christopher Hanes
      Pages 351-424
  5. Frontiers of Macroeconometrics

    1. Front Matter
      Pages 425-425
    2. Francis X. Diebold, Jose A. Lopez
      Pages 427-472
    3. Simon M. Potter
      Pages 517-567
  6. Back Matter
    Pages 569-577

About this book

Introduction

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.

Keywords

dynamics econometrics economic history economics equilibrium general equilibrium integration macroeconomics modeling time series value at risk value-at-risk volatility

Editors and affiliations

  • Kevin D. Hoover
    • 1
  1. 1.University of CaliforniaDavisUSA

Bibliographic information

  • DOI https://doi.org/10.1007/978-94-011-0669-6
  • Copyright Information Kluwer Academic Publishers 1995
  • Publisher Name Springer, Dordrecht
  • eBook Packages Springer Book Archive
  • Print ISBN 978-94-010-4293-2
  • Online ISBN 978-94-011-0669-6
  • Series Print ISSN 0924-199X
  • Buy this book on publisher's site
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