Macroeconometrics and time series analysis
Blume, Lawrence E. ; Durlauf, Steven N.
Palgrave Macmillan - Basingstoke
2009
406 p.
economic theory ; macroeconomics ; mathematical analysis
Economics
English
Bibliogr.
978-0-230-23885-5
03.01-58413
"Time series methodology represents the language for much of empirical economics. The entries in this volume cover both the mathematical foundations of time series as well as their application in a range of contexts, in particular macroeconomics. The entries reflect both the increasing mathematical sophistication of time series econometrics as well as advances in understanding how these tools can elucidate fundamental economic questions."
Paper
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