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Econometric Modelling Techniques and Applications

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ISBN-10: 0521650690

ISBN-13: 9780521650694

Edition: 2000

Authors: Sean Holly, Martin Weale, Brian Corby

List price: $114.95
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Description:

Macroeconomic modelling has been one of the most important and influential areas of economic research. This book presents contributions from the leading researchers working in this area as part of the ongoing research project sponsored by the Economic and Social Research Council, Bank of England and UK Treasury. The papers combine a description of the latest techniques used in modelling the economy with an account of the way that models can be used for purposes of policy analysis. Designed for use by advanced students and professional economists, the book considers issues including: why bad forecasters, i.e. those with no coherent and properly articulated view of the functioning of the…    
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Book details

List price: $114.95
Copyright year: 2000
Publisher: Cambridge University Press
Publication date: 9/14/2000
Binding: Hardcover
Pages: 308
Size: 6.25" wide x 9.00" long x 0.75" tall
Weight: 1.386
Language: English

Sean Holly is Professional Fellow at Fitzwilliam College and Director of Research at the Faculty of Economics, University of Cambridge.

List of contributors
Introduction
Economic forecasting in the face of structural breaks
The Treasury's forecasts of GDP and the RPI: how have they changed and what are the uncertainties?
General equilibrium modelling of UK tax policy
A structural cointegrating VAR approach to macroeconometric modelling
Unemployment, the natural rate and structural change
Macroeconomic models at the Bank of England
Estimated stabilisation costs of the EMU
Optimal monetary policy
How tough should monetary policy be if inflation is forward looking?
Technical progress and the natural rate in models of the UK economy
The conduct of monetary policy when the business cycle is non-linear