Inside a Modern Macroeconometric Model : A Guide to the Murphy Model /

This book presents a detailed account of how a state-of-the-art macro model is built, and how it works. Throughout the emphasis is on providing the reader with a hands-on appreciation of the underlying economics, and its practical implementation. The model described, MM, is a leading example of the...

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Bibliographic Details
Main Author: Powell, Alan A.
Corporate Author: SpringerLink (Online service)
Other Authors: Murphy, Christopher W.
Format: eBook
Language:English
Published: Berlin, Heidelberg : Springer Berlin Heidelberg, 1995.
Series:Lecture notes in economics and mathematical systems ; 428.
Subjects:
Online Access:Connect to the full text of this electronic book
Description
Summary:This book presents a detailed account of how a state-of-the-art macro model is built, and how it works. Throughout the emphasis is on providing the reader with a hands-on appreciation of the underlying economics, and its practical implementation. The model described, MM, is a leading example of the newer breed of macro models that: (a) have strong micro foundations; (b) incorporate rational expectations in financial markets; (c) converge over simulated time to an interpretable balanced growth path; and (d) draw on the strenghts of many different traditions in economics. This account will be particularly useful to practitioners of policy economics and forecasting, as well as to upper-level undergraduate and graduate students in economics and econometrics.
Item Description:Electronic resource.
Physical Description:1 online resource (xviii, 424 pages)
ISBN:9783662007716 (electronic bk.)
3662007711 (electronic bk.)
ISSN:0075-8442 ;