Specification, Estimation, and Analysis of Macroeconomic Models

by Ray C. Fair

Book Overview

This book gives a practical, applications-oriented account of the latest techniques for estimating and analyzing large, nonlinear macroeconomic models. Ray Fair demonstrates the application of these techniques in a detailed presentation of several actual models, including his United States model, his multicountry model, Sargent's classical macroeconomic model, autoregressive and vector autoregressive models, and a small (twelve equation) linear...

• Format: Hardcover
• Language: English
• ISBN: 0674831802
• ISBN13: 9780674831803
• Release Date: April 1984
• Publisher: Harvard University Press
• Length: 384 Pages
• Weight: 0.55 lbs.
• Dimensions: 1.7" x 6.5" x 9.5"