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Right Relationship: Building a Whole Earth Economy
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Peter G Brown, Geoffrey Garver, Keith Helmuth
Most citizens have been conditioned to accept the operation of the current economic system as an article of faith. Unlimited growth and wealth accumulation are seen as the "natural law" of the economy and nothing can be done to alter this fact even if it means the integrity of Earth's ecological and social systems are weakened and severely damaged ...
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Microeconometrics: Methods and Applications
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Adrian Colin Cameron, Pravin K Trivedi
This book provides the most comprehensive treatment to date of microeconometrics, the analysis of individual-level data on the economic behavior of individuals or firms using regression methods for cross section and panel data. The book is oriented to the practitioner. A basic understanding of the linear regression model with matrix algebra is ...
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Econometric Models and Economic Forecasts
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Robert S Pindyck
This text aims to help students understand the art of model building, what type of model to build, building the appropriate model, testing it statistically and applying the model to practical problems in forecasting and analysis. Although statistics is a prerequisite to use the text effectively, calculus is not required. This edition includes new ...
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Econometric Modelling of Financial Time Series
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Terence C Mills
This volume provides a detailed coverage of the variety of models that are currently in use for empirical analysis of financial markets. Covering bond equity and foreign exchange markets, it is aimed at scholars and practitioners wishing to acquire an understanding of the latest research techniques in the field.
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The Econometrics of Financial Markets
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John W Campbell, Archie C Mackinlay, Andrew W Lo
The past twenty years have seen an extraordinary growth in the use of quantitative methods in financial markets. Finance professionals now routinely use sophisticated statistical techniques in portfolio management, proprietary trading, risk management, financial consulting, and securities regulation. This graduate-level textbook is intended for ...
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Econometric models, techniques and applications
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Michael David Intriligator
For advanced undergraduate/graduate- level courses in Econometrics.This text surveys the theories, techniques (model-building and data collection), and applications of econometrics. It focuses on those aspects of econometrics that are of major importance to students and researchers interested in performing, evaluating, or understanding econometric ...
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The Theory of Linear Economic Models
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David Gale
In the past few decades, methods of linear algebra have become central to economic analysis, replacing older tools such as the calculus. David Gale has provided the first complete and lucid treatment of important topics in mathematical economics which can be analyzed by linear models. This self-contained work requires few mathematical ...
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Econometric Analysis of Count Data
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Rainer Winkelmann
The book provides graduate students and researchers with an up-to-date survey of statistical and econometric techniques for the analysis of count data, with a focus on conditional distribution models. Proper count data probability models allow for rich inferences, both with respect to the stochastic count process that generated the data, and with ...
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Time on the Cross: The Economics of American Negro Slavery,
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Professor Robert William Fogel
This controversial treatise challenges traditional American views of slavery and the antibellum South and provides a detailed re-examination of the economic basis of black slavery in the USA.
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The Cointegrated Var Model: Methodology and Applications
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by
Katarina Juselius
This valuable text provides a comprehensive introduction to VAR modelling and how it can be applied. In particular, the author focuses on the properties of the Cointegrated VAR model and its implications for macroeconomic inference when data are non-stationary. The text provides a number of insights into the links between statistical econometric ...
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Economic and Financial Modeling with Mathematica
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by
Hal R Varian
Mathematica is a computer program (software) for doing symbolic, numeric and graphical analysis of mathematical problems. In the hands of economists, financial analysts and other professionals in econometrics and the quantitative sector of economic and financial modeling, it can be an invaluable tool for modeling and simulation on a large number ...
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The Development and Testing of Heckscher-Ohlin Trade Models: A Review
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by
Robert E Baldwin
No names are more closely associated with modern trade theory than Eli Heckscher and Bertil Ohlin. The basic Heckscher-Ohlin proposition, according to which a country exports factors in abundant supply and imports factors in scarce supply, is a key component of modern trade theory. In this book, Robert Baldwin traces the development of the HO ...
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Central Bank Strategy, Credibility, and Independence: Theory and Evidence
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Alex Cukierman
Alex Cukierman is known for his work on central bank behaviour. This book brings together a large body of Cukierman's research and integrates it with developments in the political economy of monetary policy. Filled with applications, it provides an analysis of central bank decisions, of the various effects of policy on inflation, and of the ...
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Economic Modeling & Inference
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by
Bent J Christensen, Nicholas M Kiefer
"Economic Modeling and Inference" takes econometrics to a new level by demonstrating how to combine modern economic theory with the latest statistical inference methods to get the most out of economic data. This graduate-level textbook draws applications from both microeconomics and macroeconomics, paying special attention to financial and labor ...
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Econometrics and Economic Theory in the 20th Century: The Ragnar Frisch Centennial Symposium
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Steinar Strom (Editor), Professor Andrew Chesher (Editor), Matthew Jackson (Editor)
Ragnar Frisch (1895-1973) received the first Nobel Memorial Prize in Economic Science together with Jan Tinbergen in 1969 for having played an important role in ensuring that mathematical techniques figure prominently in modern economic analysis. Frisch was also a co-founder of the Econometric Society in 1930, the inaugural editor of its journal ...
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Comparative Performance of U.S. Econometric Models
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Professor Lawrence R Klein (Editor)
This volume compares strategic properties of the leading macroeconometric models of the United States. It summarizes the work of an ongoing seminar supported by the National Science Foundation and chaired by Lawrence R. Klein of the University of Pennsylvania. The Seminar meets three times annually. Comparisons are made across models for such ...
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Time Series Models: In Econometrics, Finance and Other Fields
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O E Barndorff-Nielsen (Editor), D R Cox (Editor), D V Hinkley (Editor)
The analysis prediction and interpolation of economic and other time series has a long history and many applications. Major new developments are taking place, driven partly by the need to analyze financial data. The five papers in this book describe those new developments from various viewpoints and are intended to be an introduction accessible ...
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Democracy, Education, and Equality: Graz-Schumpeter Lectures
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by
John E Roemer
Many believe that equality of opportunity will be achieved when the prospects of children no longer depend upon the wealth and education of their parents. The institution through which the link between child and parental prospects may be weakened is public education. Many also believe that democracy is the political institution that will bring ...
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Increasing Returns and Efficiency
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by
Martine Quinzii
Increasing returns to scale is an area in economics that is becoming more important in the literature. The economic phenomenon of increasing returns presents serious conceptual difficulties for the traditional competitive theory of resource allocation. While most firms exhibit constant or decreasing returns to scale, some firms manufacture ...
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Foundations of Social Evolution
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Steven A Frank
This advanced-level book will appeal to readers interested in the life sciences. By using techniques from the fields of genetics, statistics, and economics, the author covers topics ranging from evolution to game theory.
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Marketization and Democracy: East Asian Experiences
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Samantha Fay Ravich, Jr Wolf (Editor)
As the East Asian financial crisis continues to leave a path of destruction economically and politically in its wake, people all over the world seek to know what went wrong. Many blame the illiberal markets of the countries involved and many blame their political leadership. This book explores how strong, open, liberalized markets create a ...
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Reckoning with slavery : a critical study in the quantitative history of American negro slavery
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Paul Allan David
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Computational Macroeconomics for the Open Economy
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by
G C Lim, Paul D McNelis
Policymakers need quantitative as well as qualitative answers to pressing policy questions. Because of advances in computational methods, quantitative estimates are now derived from coherent nonlinear dynamic macroeconomic models embodying measures of risk and calibrated to capture specific characteristics of real-world situations. This text shows ...
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Migration and Residential Mobility: Macro and Micro Approaches
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by
Martin T Cadwallader
This text studies the movement of people between regions and within cities in such developed countries as the United States, Canada, England and Sweden. The author presents the major theoretical and empirical issues of the field, while describing and explaining various kinds of statistical models for migration. In particular, he uses structural ...
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Econometrics, Volume 3: Economic Growth in the Information Age
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by
Dale Weldeau Jorgenson
The relentless decline in the prices of information technology (IT) has steadily enhanced the role of IT investment as a source of economic growth in the United States. Productivity growth in IT-producing industries has gradually risen in importance, and a productivity revival has taken place in the rest of the economy. In this book Dale Jorgenson ...
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