[position in research by date]
[position in research by subject]
Specification, Estimation, and Analysis of Macroeconometric
Models, Harvard University Press, 1984.
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pfd files: whole book (21,698KB),
toc,preface,notes,bib,index (1,035KB),
chapter 1 (463KB),
chapter 2 (1,327KB),
chapter 3 (3,277KB),
chapter 4 (4,025KB),
chapter 5 (346KB),
chapter 6 (1,749KB),
chapter 7 (655KB),
chapter 8 (1,957KB),
chapter 9 (2,527KB),
chapter 10 (887KB),
chapter 11 (1,787KB),
chapter 12 (304KB),
appendix A(1,005KB),
appendix B(410KB),
appendix C(268KB).
Abstract
None
Comments
This book brought together my macroeconomic research and related
econometric research through 1984. The book is self-contained in that
it does not require that my earlier papers have been read. I indicated
in the chapter
notes on pages 461-465 the references to my previous papers that
the particular chapter drew upon. I will not repeat these notes here, but
the following gives for each chapter the links to the relevant papers for
that chapter.
- Chapter 3: A Theoretical Model. 1974#5,
1978#6, 1979#1.
- Chapter 4: An Econometric Model. 1976#1,
1978#5, 1981#1.
- Chapter 5: Other Econometric Models. 1979#3.
- Chapter 6: Estimation. 1970#1,
1974#4, 1976#1,
1980#3.
- Chapter 7: Solution. 1986#1.
- Chapter 8: Evaluating Predictive Accuracy.
1979#3, 1980#1,
1981#1, 1982#3.
- Chapter 9: Evaluating Static and Dynamic Properties.
1978#5, 1980#2,
1980#3, 1982#2.
- Chapter 10: Optimal Control Analysis. 1974#1,
1978#3.
- Chapter 11: Models with Rational Expectations.
1979#4, 1983#1.
All the methods used in this book are programmed into the
Fair-Parke program. Appendix C of the book contains a brief
discussion of the FP program.