欢迎来到天天文库
浏览记录
ID:7901848
大小:2.19 MB
页数:376页
时间:2018-03-02
《blackwell international macroeconomics and finance theory and empirical methods 2000 (by(1)外语英文电子书》由会员上传分享,免费在线阅读,更多相关内容在教育资源-天天文库。
1、InternationalMacroeconomicsandFinance:TheoryandEmpiricalMethodsNelsonC.MarkDecember12,2000forthcoming,BlackwellPublishersiToShirley,Laurie,andLesliiiPrefaceThisbookgrewoutofmylecturenotesforagraduatecourseinin-ternationalmacroeconomicsandÞnancethatIteachattheOhioSt
2、ateUniversity.Thebookistargetedtowardssecondyeargraduatestu-dentsinaPh.D.program.Thematerialisaccessibletothosewhohavecompletedcorecoursesinstatistics,econometrics,andmacroeconomictheorytypicallytakenintheÞrstyearofgraduatestudy.Thesedays,thereisahighlevelofinterac
3、tionbetweenempiricalandtheoreticalresearch.Thisbookreßectsthishealthydevelopmentbyintegratingboththeoreticalandempiricalissues.Thetheoryisin-troducedbydevelopingthecanonicalmodelinatopicareaandthenitspredictionsareevaluatedquantitatively.Boththecalibrationmethodand
4、standardeconometricmethodsarecovered.Inmanyoftheempir-icalapplications,Ihaveupdatedthedatasetsfromtheoriginalstudiesandhavere-donethecalculationsusingtheGaussprogramminglan-guage.ThedataandGaussprogramswillbeavailablefordownloadingfrommywebsite:www.econ.ohio-state.
5、edu/Mark.Thereareseveraldifferent‘camps’ininternationalmacroeconomicsandÞnance.Oneofthemajordivisionsisbetweentheuseofadhocandoptimizingmodels.Theacademicresearchfrontierstressesthetheoreticalrigorandinternalconsistencyoffullyarticulatedgeneralequilibriummodelswitho
6、ptimizingagents.However,theadhocmod-elsthatpredateoptimizingmodelsarestillusedinpolicyanalysisandevidentlystillhavesomethingusefultosay.Thebookstrikesamiddlegroundbyprovidingcoverageofbothtypesofmodels.SomeoftheotherdivisionsintheÞeldareßexiblepriceversusstickypric
7、emodels,rationalityversusirrationality,andcalibrationversussta-tisticalinference.Thebookgivesconsiderationtoeachofthese‘minidebates.’Eachapproachhasitsgoodpointsanditsbadpoints.Al-thoughmanypeoplefeelÞrmlyabouttheparticularwaythatresearchintheÞeldshouldbedone,Ibeli
8、evethatbeginningstudentsshouldseeabalancedtreatmentofthedifferentviews.Here’sabriefoutlineofwhatistocome.Chapter1derivessomebasicrelationsandgives
此文档下载收益归作者所有