内容

目次

List of Figures. List of Tables. List of Contributors. Preface.Introduction: M. Hashem Pesaran (University of Cambridge) and Michael Wickens(University of York). 1. Unobserved Components in Economic Time Series:Augustin Maravall (European University Institute). 2. Vector AutoregressiveModels: Specification, Estimation, Inference, and Forecasting: Fabio Canova(Universitat Pompeu Fabra, Barcelona). 3. Multivariate Rational ExpectationsModels and Macroeconomic Modelling: Michael Binder (University of Maryland)and Hashem Pesaran (University of Cambridge). 4. Inventory Models: Kenneth D.West (University of Wisconsin). 5. The Consumption Function: John Muellbauer(Nuffield College) and Ralph Lattimore (Department of Industry, Canberra). 6.Large Scale Macroeconomic Modelling: Kenneth Wallis (University of Warwick).7. The Econometric Analysis of Calibrated Macroeconomic Models: K. Kim(Victoria University of Wellington)and Adrian Pagan (Australian NationalUniversity, Canberra). 8. Macroeconomic Disequilibrium Models: Guy Laroque(INSEE, Paris) and Bernard Salanie (ENSAE, Paris). 9. Financial MarketEfficiency Tests: Tim Bollerslev and Robert Hodrick (Northwestern University,Evanston, IL).