Macroeconometric Methods
宏观计量经济学方法：通过应用于印度经济来解释复杂技术
宏观经济学售 价：
￥
884.00
发货周期：通常付款后3-5周到货！
作 者
出版时间
2022年12月23日
装 帧
精装
页 码
394
语 种
英文
版 次
2023
综合评分
暂无评分
- 图书详情
- 目次
- 买家须知
- 书评（0）
- 权威书评（0）
图书简介
Since the selection of issues is from macroeconomic aspects of the Indian economy, the book has wide applications and is useful for students and researchers of fields such as applied econometrics, time series econometrics, financial econometrics, forecasting methods and macroeconomics.
This book provides empirical applications of macroeconometric methods through discussions on key issues in the Indian economy. It deals with issues of topical relevance in the arena of macroeconomics. The aim is to apply time series and financial econometric methods to macroeconomic issues of an emerging economy such as India. The data sources are given in each chapter, and students and researchers may replicate the analyses.
The book is divided into three parts—Part I: Macroeconomic Modelling and Policy; Part II: Forecasting the Indian Economy and Part III: Business Cycles and Global Crises. It provides a holistic understanding of the techniques with each chapter delving into a relevant issue analysed using appropriate methods—Chapter 1: Macroeconomic Modelling, Bayesian Methods, Time Series; Chapter 2: Schematic Representation of a Monetary Policy Framework; Analysis of MPC Voting Patterns in Various Countries; Synchronization of Interest Rates in India and of Policy Rates across the Globe; Chapter 3: Co-integration; Chapter 4: Structural VAR; Chapter 5: Panel GMM-IV; Chapter 6: GMM; Chapter 7: VAR, BVAR; Chapter 8: ARIMA-GARCH, VECM, FAVAR; Chapter 9: Simultaneous Equations Model, 2SLS, Policy Simulation; Chapter 10: Spectral Methods; Chapter 11: Markov-Switching Models; Multivariate GARCH Models—GARCH-CCC, GARCH-DCC and GARCH-EWMA and Chapter 12: Statistical Measures of Synchronization of Recessions across Countries.
本书暂无推荐
本书暂无推荐
