Name: International Finance Discussion Papers: Exogeneity, Cointegration, and Economic Policy Analysis (en Inglés)
Price: 87.11 PEN
Availability: InStock
Author: Ericsson, Neil R. ; United States Federal Reserve Board ; Et Al
ISBN: 9781288733705

portada International Finance Discussion Papers: Exogeneity, Cointegration, and Economic Policy Analysis (en Inglés)

International Finance Discussion Papers: Exogeneity, Cointegration, and Economic Policy Analysis (en Inglés)

Formato

Libro Físico

Autor

United States Federal Reserve Board

Neil R. Ericsson

Editorial

Bibliogov

Idioma

Inglés

N° páginas

Encuadernación

Tapa Blanda

Dimensiones

24.6 x 18.9 x 0.2 cm

Peso

0.10 kg.

ISBN13

9781288733705

Categorías

Política y gobierno

International Finance Discussion Papers: Exogeneity, Cointegration, and Economic Policy Analysis (en Inglés)

United States Federal Reserve Board (Autor) · Neil R. Ericsson (Autor) · Bibliogov · Tapa Blanda

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Reseña del libro "International Finance Discussion Papers: Exogeneity, Cointegration, and Economic Policy Analysis (en Inglés)"

This overview examines conditions for reliable economic policy analysis based on econometric models, focusing on the econometric concepts of exogeneity, cointegration, causality, and invariance. Weak, strong, and super exogeneity are discussed in general; and these concepts are then applied to the use of econometric models in policy analysis when the variables are cointegrated. Implications follow for model constancy, the Lucas critique, equation inversion, and impulse response analysis. A small money-demand model for the United Kingdom illustrates the main analytical points. This paper then summarizes the other articles in this special section of the Journal of Business and Economic Statistics on "Exogeneity, Cointegration, and Economic Policy Analysis."