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International Finance Discussion Papers - Exogeneity, Cointegration, and Economic Policy Analysis (Paperback)
Loot Price: R415
Discovery Miles 4 150
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International Finance Discussion Papers - Exogeneity, Cointegration, and Economic Policy Analysis (Paperback)
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Loot Price R415
Discovery Miles 4 150
Expected to ship within 10 - 15 working days
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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
|
LSN: |
1-288-73370-4 |
Barcode: |
9781288733705 |
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