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THE ECONOMETRIC ANALYSIS OF ECONOMIC POLICY [PDF]
Oxford Bulletin of Economics and Statistics, 1996 The application of econometric analysis to the process of economic policy formulation is considered. A framework is provided by the theory of reduction, specifically reductions where key information losses would invalidate policy. Consequently, model evaluation; the role of econometric models; forecasting; exogeneity; causality; constancy and ...
Banerjee, A., Hendry, D.F., Mizon, G.E.
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WHERE IS THE ECONOMICS IN SPATIAL ECONOMETRICS?* [PDF]
Journal of Regional Science, 2011 ABSTRACT Spatial econometrics has been criticized by some economists because some model specifications have been driven by data‐analytic considerations rather than having a firm foundation in economic theory. In particular, this applies to the so‐called W matrix, which is integral to the structure of endogenous and exogenous spatial lags, and to ...
CORRADO, LUISA, Fingleton, B.
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causality in economics and econometrics [PDF]
SSRN Electronic Journal, 2006 An entry for the New Palgrave Dictionary of Economics. Traces the history of causality in economics and econometrics since David Hume. Examines the main modern approaches to causal inference.
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Models and relations in economics and econometrics [PDF]
Journal of Economic Methodology, 1999 Abstract Chapter 1 discussed the difficult link between a theory model and an empirical model based on data collected by passive observation. This chapter discusses the VAR approach as a general framework within which statistical inference on macroeconomic hypotheses can be given a valid formulation.
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Econometrics and the Design of Economic Reform [PDF]
Econometrica, 1989 The concept of Economic Reform is described as a planned shift from one, Pareto inefficient, but quasi-stable, equilibrium (or 'trap') to a new Pareto superior equilibrium which is, or is designed to become, stable too. The concept is applied to recent 'shock' stabilization programs, with special reference to Israel, where the economy was credibly ...
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The Econometric Analysis of Economic Time Series
International Statistical Review / Revue Internationale de Statistique, 1983 AbstractThis overview proposes a general framework linking economic analysis to a reduction‐based statistical methodology based on parameter change, expectations and contingent plans, conditioning and weak exogeneity. Both long‐run economic theory and dynamic adjustment are discussed and general‐to‐specific modelling is linked to the theory of ...
Hendry, D, Richard, J
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Mathematica as an Environment for Doing Economics and Econometrics [PDF]
SSRN Electronic Journal, 1997 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
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Current Debates In Economics & Econometrics
, 2017 Econometrics is a field of study that uses economics, mathematics and statistics to study economics. Econometrics is born as a scientific field after the great economic crisis of 1929. On this date, recession became depression and the classical economists of the day were inadequate for the solutions.
Şiriner, İsmail +2 more
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VALUE RELEVANCE OF COMPANIES’ FINANCIAL STATEMENTS IN POLAND
Quantitative Methods in Economics, 2016 Paper presents three attempts to model the relationship between financial reports of the companies listed on the Warsaw Stock Exchange and their market valuation.
Marek Gruszczyński +3 more
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MONETARY ECONOMIC MYTH AND ECONOMETRIC REALITY
Oxford Review of Economic Policy, 1985 AbstractEvaluates and replicates an improved specification of the transactions’ demand for money model, and shows that some empirical econometric equations which appear to ‘break down’ out of sample, had already ‘broken down’ but had not been rigorously tested for constancy.
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