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International Finance Discussion Papers - Exogeneity, Cointegration, and Economic Policy Analysis (Paperback) Loot Price: R410
Discovery Miles 4 100
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International Finance Discussion Papers - Exogeneity, Cointegration, and Economic Policy Analysis (Paperback): Neil R. Ericsson

International Finance Discussion Papers - Exogeneity, Cointegration, and Economic Policy Analysis (Paperback)

Neil R. Ericsson

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Loot Price R410 Discovery Miles 4 100

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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."

General

Imprint: Bibliogov
Country of origin: United States
Release date: February 2013
First published: February 2013
Authors: Neil R. Ericsson
Dimensions: 246 x 189 x 2mm (L x W x T)
Format: Paperback - Trade
Pages: 44
ISBN-13: 978-1-288-73370-5
Categories: Books > Social sciences > Politics & government > General
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LSN: 1-288-73370-4
Barcode: 9781288733705

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