http://www.loc.gov/mods/v3 http://www.loc.gov/standards/mods/v3/mods-3-2.xsd
stylized facts, economic theory, econometric methodology and applications
1 online resource (215 pages) : illustrations.
The book uses the methods of spectral analysis to establish a set of stylized facts concerning the cyclical properties of the most important economic aggregates of Germany and the US. To explain these stylized facts, a series of investment cycle models is developed and evaluated. Thereby, the book provides a complete methodology for estimating and evaluating continuous time dynamic models.
pt. I. Methodology. 1. Importance of Stylized Facts. 2. Further Methodological Issues -- pt. II. Business Cycle Stylized Facts. 3. Stylized Facts: Method. 4. Stylized Facts: Results -- pt. III. Business Cycle Models. 5. SOA Models. 6. Consumption. 7. Prices and Wages -- pt. IV. Cyclical Growth. 8. Determinants of Growth. 9. A Real Model of Cyclical Growth -- pt. V. Continuous Time Econometrics. 10. Estimating Continuous Time Models. 11. The Discrete Kalman Filter. 12. An Exact Gaussian Estimator for General Linear Continuous Time Models. 13. Further Topics.
Master and use copy. Digital master created according to Benchmark for Faithful Digital Reproductions of Monographs and Serials, Version 1. Digital Library Federation, December 2002. http://purl.oclc.org/DLF/benchrepro0212 MiAaHDL
digitized 2010 HathiTrust Digital Library committed to preserve pda MiAaHDL
Includes bibliographical references (pages [207]-212) and index.