The Estimation of Macroeconomic Disequilibrium Models with Regime Classification Information

von Glenn D. Rudebusch

144 Seiten, Taschenbuch

Kurzbeschreibung des Verlags

I: Introduction.- 1: Overview and Summary.- II: Econometric Specifications of the Disequilibrium Model.- 2: Previous Specifications.- 3: The Exact Excess Demand Specification.- 4: Evaluating the Exact Excess Demand Specification.- Appendix A: Linear Spillovers.- III: Estimation of a Single Market Disequilibrium Model.- 5: Model Structure - Labor Demand and Labor Supply.- 6: Excess Labor Demand Indicators.- 7: Estimation and Results.- Appendix B: Definition of Variables in Part III.- IV: Estimation of a Multimarret Disequilibrium Model.- 8: Model Structure I - Behavior of Agents.- 9: Model Structure II - Market Interaction.- 10: Excess Demand Indicators.- 11: Estimation and Results.- Appendix C: International Trade.- Appendix D: Definition of Variables in Part IV.- V: Conclusion.- 12: Whither Disequilibrium?.- References.

• Reihe: Lecture Notes in Economics and Mathematical Systems
• Themen: Wirtschaftswissenschaft, Finanzen, Betriebswirtschaft und Management Wirtschaftswissenschaft
• ISBN: 9783540177579
• Sprache: Englisch
• Erscheinungsdatum: 08.04.1987
• Größe: 244 x 170 mm
• Verlag: Springer