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Methods For Applied Macroeconomic Research by Fabio Canova; Project Muse is a book available to read on EtoBox.

What is Methods For Applied Macroeconomic Research about?

The last twenty years have witnessed tremendous advances in the mathematical, statistical, and computational tools available to applied macroeconomists. This rapidly evolving field has redefined how researchers test models and validate theories. Yet until now there has been no textbook that unites the latest methods and bridges the divide between theoretical and applied work. Fabio Canova brings together dynamic equilibrium theory, data analysis, and advanced econometric and computational methods to provide the first comprehensive set of techniques for use by academic economists as well as professional macroeconomists in banking and finance, industry, and government. This graduate-level textbook is for readers knowledgeable in modern macroeconomic theory, econometrics, and computational programming using RATS, MATLAB, or Gauss. Inevitably a modern treatment of such a complex topic requires a quantitative perspective, a solid dynamic theory background, and the development of empirical and numerical methods - which is where Canova's book differs from typical graduate textbooks in macroeconomics and econometrics. Rather than list a series of estimators and their properties, Canova sta

Author
Fabio Canova; Project Muse
Publisher
PRINCETON UNIVERSITY PRESS PRINCETON AND OXFORD
Published
2011
Language
EN
ISBN
9781400841028
Subjects
Economics, Business, Finance

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