
The Estimation of Macroeconomic Disequilibrium Models with Regime Classification Information
Glenn D. Rudebusch(Author)
Springer (Publisher)
Published on 8. April 1987
Book
Paperback/Softback
VII, 128 pages
978-3-540-17757-9 (ISBN)
Description
I: Introduction.- 1: Overview and Summary.- II: Econometric Specifications of the Disequilibrium Model.- 2: Previous Specifications.- 3: The Exact Excess Demand Specification.- 4: Evaluating the Exact Excess Demand Specification.- Appendix A: Linear Spillovers.- III: Estimation of a Single Market Disequilibrium Model.- 5: Model Structure - Labor Demand and Labor Supply.- 6: Excess Labor Demand Indicators.- 7: Estimation and Results.- Appendix B: Definition of Variables in Part III.- IV: Estimation of a Multimarret Disequilibrium Model.- 8: Model Structure I - Behavior of Agents.- 9: Model Structure II - Market Interaction.- 10: Excess Demand Indicators.- 11: Estimation and Results.- Appendix C: International Trade.- Appendix D: Definition of Variables in Part IV.- V: Conclusion.- 12: Whither Disequilibrium?.- References.
More details
Series
Edition
Softcover reprint of the original 1st ed. 1987
Language
English
Place of publication
Berlin
Germany
Publishing group
Springer Berlin
Target group
Professional and scholarly
Research
Illustrations
VII, 128 p.
Dimensions
Height: 244 mm
Width: 170 mm
Thickness: 9 mm
Weight
262 gr
ISBN-13
978-3-540-17757-9 (9783540177579)
DOI
10.1007/978-3-642-45625-1
Schweitzer Classification
Content
I: Introduction.- 1: Overview and Summary.- II: Econometric Specifications of the Disequilibrium Model.- 2: Previous Specifications.- 3: The Exact Excess Demand Specification.- 4: Evaluating the Exact Excess Demand Specification.- Appendix A: Linear Spillovers.- III: Estimation of a Single Market Disequilibrium Model.- 5: Model Structure - Labor Demand and Labor Supply.- 6: Excess Labor Demand Indicators.- 7: Estimation and Results.- Appendix B: Definition of Variables in Part III.- IV: Estimation of a Multimarret Disequilibrium Model.- 8: Model Structure I - Behavior of Agents.- 9: Model Structure II - Market Interaction.- 10: Excess Demand Indicators.- 11: Estimation and Results.- Appendix C: International Trade.- Appendix D: Definition of Variables in Part IV.- V: Conclusion.- 12: Whither Disequilibrium?.- References.