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United States Federa - International Finance Discussion Papers Exogen - J555z
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- Buy It NowUnited States Federa - International Finance Discussion Papers Exogen - J555z
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Item specifics
- Condition
- Fiction/Non-Fiction
- Non-Fiction
- Brand
- NA
- Weight
- 0.1
- Style
- NA
- Title
- International Finance Discussion Papers Exogeneity Cointegratio
- Release Title
- International Finance Discussion Papers Exogeneity Cointegratio
- Record Grading
- New
- Sleeve Grading
- New
- Platform
- NA
- Size
- NA
- Film/TV Title
- International Finance Discussion Papers Exogeneity Cointegrati
- Colour
- NA
- Material
- NA
- Department
- NA
- Movie/TV Title
- International Finance Discussion Papers Exogeneity Cointegrati
- UPC
- 9781288733705
- EAN
- 9781288733705
- ISBN
- 9781288733705
- Item Length
- 246.13
- Main Stone
- NA
- Connectivity
- NA
- Model
- NA
- Publication Year
- 2013
- Type
- Textbook
- Format
- Paperback
- Language
- English
- Publication Name
- International Finance Discussion Papers: Exogeneity, Cointegration, and Economic Policy Analysis
- Item Height
- 246mm
- Publisher
- Bibliogov
- Item Width
- 189mm
- Subject
- Government
- Item Weight
- 95g
About this product
Product Information
This overview examines conditions for reliable economic policy analysis based on econometric models, focusing on the econometric concepts of exogeneity, cointegration, causality, and invariance. Weak, strong, and super exogeneity are discussed in general; and these concepts are then applied to the use of econometric models in policy analysis when the variables are cointegrated. Implications follow for model constancy, the Lucas critique, equation inversion, and impulse response analysis. A small money-demand model for the United Kingdom illustrates the main analytical points. This paper then summarizes the other articles in this special section of the Journal of Business and Economic Statistics on Exogeneity, Cointegration, and Economic Policy Analysis.
Product Identifiers
Publisher
Bibliogov
ISBN-13
9781288733705
eBay Product ID (ePID)
152603314
Product Key Features
Publication Name
International Finance Discussion Papers: Exogeneity, Cointegration, and Economic Policy Analysis
Format
Paperback
Language
English
Subject
Government
Publication Year
2013
Type
Textbook
Dimensions
Item Height
246mm
Item Width
189mm
Item Weight
95g
Additional Product Features
Country/Region of Manufacture
United States
Item description from the seller
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eBay item number:386965543394
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