The Structural Econometric Time Series Analysis Approach

doi:10.1017/CBO9780511493171

Bringing together a collection of previously published work, this book provides a discussion of major considerations relating to the construction of econometric models that work well to explain economic phenomena, predict future outcomes and be useful for policy-making. Analytical relations between dynamic econometric structural models and empirical time series MVARMA, VAR, transfer function, and univariate ARIMA models are established with important application for model-checking and model construction. The theory and applications of these procedures to a variety of econometric modeling and forecasting problems as well as Bayesian and non-Bayesian testing, shrinkage estimation and forecasting procedures are also presented and applied. Finally, attention is focused on the effects of disaggregation on forecasting precision and the Marshallian Macroeconomic Model that features demand, supply and entry equations for major sectors of economies is analysed and described. This volume will prove invaluable to professionals, academics and students alike.

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Contents

22 - A note on aggregation, disaggregation, and forecasting performance (2000)
pp 656-666
- By Arnold Zellner, Professor, Emeritus of Economics and Statistics, Graduate School of Business, University of Chicago, Chicago, IL, Justin Tobias, Department of Economics, University of California, Irvine, CA
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23 - The Marshallian macroeconomic model (2000)
pp 667-676
- By Arnold Zellner, Professor, Emeritus of Economics and Statistics, Graduate School of Business, University of Chicago, Chicago, IL
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24 - Bayesian modeling of economies and data requirements (2000)
pp 677-706
- By Arnold Zellner, Professor, Emeritus of Economics and Statistics, Graduate School of Business, University of Chicago, Chicago, IL, Bin Chen, Chicago Partners, LLC, Chicago, IL
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Subject index
pp 707-711
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Author index
pp 712-718
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The Structural Econometric Time Series Analysis Approach

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Contents

22 - A note on aggregation, disaggregation, and forecasting performance (2000)
pp 656-666

23 - The Marshallian macroeconomic model (2000)
pp 667-676

24 - Bayesian modeling of economies and data requirements (2000)
pp 677-706

Subject index
pp 707-711

Author index
pp 712-718

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The Structural Econometric Time Series Analysis Approach

Book description

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Contents

22 - A note on aggregation, disaggregation, and forecasting performance (2000) pp 656-666

23 - The Marshallian macroeconomic model (2000) pp 667-676

24 - Bayesian modeling of economies and data requirements (2000) pp 677-706

Subject index pp 707-711

Author index pp 712-718

Metrics

Full text views

Book summary page views

Accessibility standard: Unknown

Why this information is here

Accessibility Information

22 - A note on aggregation, disaggregation, and forecasting performance (2000)
pp 656-666

23 - The Marshallian macroeconomic model (2000)
pp 667-676

24 - Bayesian modeling of economies and data requirements (2000)
pp 677-706

Subject index
pp 707-711

Author index
pp 712-718