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Structural Macroeconometrics: Second Edition by David N. Dejong

Structural Macroeconometrics: Second Edition

by David N. Dejong
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Book cover type: Hardcover
  • ISBN13: 9780691152875
  • Binding: Hardcover
  • Subject: N/A
  • Publisher: Princeton University Press
  • Publisher Imprint: Princeton University Press
  • Publication Date:
  • Pages: 418
  • Original Price: USD 99.95
  • Language: English
  • Edition: N/A
  • Item Weight: 748 grams
  • BISAC Subject(s): Economics / Macroeconomics

From the Back Cover

"Structural Macroeconometrics is one of those essential books that every economist should read. It gives comprehensive yet detailed knowledge of the empirical arsenal now in use in cutting-edge macroeconomics. And its exercises prepare users to employ that arsenal to attack new real-world challenges. This edition expands on recent developments in nonlinear techniques and revamps the exposition on linear tools. The result is a beautiful, lively, and extremely useful work."--Roberto Chang, Rutgers University

"The first edition of this book was a gold mine of tools for formulating and estimating modern dynamic stochastic economic models suitable to macroeconomics, finance, and applied microeconomics. This edition is even better and describes how to use exciting new developments in dynamic estimation."--Thomas J. Sargent, New York University

"In the second edition of Structural Macroeconometrics, DeJong and Dave expand their excellent coverage of the tools macroeconomists use to solve, evaluate, and estimate models. Linear and nonlinear solution methods are carefully described and help the reader easily understand alternative approaches, and advanced empirical tools are clearly presented. The coverage of econometric techniques is up to date, extensive, and designed to lead seamlessly from the specification of structural models to their empirical evaluation."--Carl Walsh, University of California, Santa Cruz

David N. DeJong is professor of economics and Vice Provost for Academic Planning and Resources Management at the University of Pittsburgh. Chetan Dave is assistant professor of economics at New York University, Abu Dhabi.

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