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United States Federa - International Finance Discussion Papers Exogen - J555z

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Item specifics

Condition
Brand New: A new, unread, unused book in perfect condition with no missing or damaged pages. See all condition definitionsopens in a new window or tab
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
Metal Purity
NA
Metal
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
Author
Neil R Ericsson
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

Author
Neil R Ericsson
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

Title_Author
Neil R Ericsson
Country/Region of Manufacture
United States

Item description from the seller

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Value Added Tax Number:
  • GB 343612519
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