Time Series Analysis and Macroeconometric Modelling
Author | : Kenneth Frank Wallis |
Publisher | : Edward Elgar Publishing |
Total Pages | : 462 |
Release | : 1995-01-01 |
ISBN-10 | : 1782541624 |
ISBN-13 | : 9781782541622 |
Rating | : 4/5 (24 Downloads) |
Book excerpt: 'An excellent reference volume of this author's work, bringing together articles published over a 25 year span on the statistical analysis of economic time series, large scale macroeconomic modelling and the interface between them.' - Aslib Book Guide This major volume of essays by Kenneth F. Wallis features 28 articles published over a quarter of a century on the statistical analysis of economic time series, large-scale macroeconometric modelling, and the interface between them. The first part deals with time-series econometrics and includes significant early contributions to the development of the LSE tradition in time-series econometrics, which is the dominant British tradition and has considerable influence worldwide. Later sections discuss theoretical and practical issues in modelling seasonality and forecasting with applications in both large-scale and small-scale models. The final section summarizes the research programme of the ESRC Macroeconomic Modelling Bureau, a unique comparison project among economy-wide macroeconometric models.