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Structural Macroeconometrics - 2nd Edition by David N Dejong & Chetan Dave (Hardcover)

Structural Macroeconometrics - 2nd Edition by  David N Dejong & Chetan Dave (Hardcover)
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Last Price: 72.50 USD

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<p/><br></br><p><b> Book Synopsis </b></p></br></br><p><b>The revised edition of the essential resource on macroeconometrics</b> <p/><i>Structural Macroeconometrics</i> provides a thorough overview and in-depth exploration of methodologies, models, and techniques used to analyze forces shaping national economies. In this thoroughly revised second edition, David DeJong and Chetan Dave emphasize time series econometrics and unite theoretical and empirical research, while taking into account important new advances in the field. <p/>The authors detail strategies for solving dynamic structural models and present the full range of methods for characterizing and evaluating empirical implications, including calibration exercises, method-of-moment procedures, and likelihood-based procedures, both classical and Bayesian. The authors look at recent strides that have been made to enhance numerical efficiency, consider the expanded applicability of dynamic factor models, and examine the use of alternative assumptions involving learning and rational inattention on the part of decision makers. The treatment of methodologies for obtaining nonlinear model representations has been expanded, and linear and nonlinear model representations are integrated throughout the text. The book offers a rich array of implementation algorithms, sample empirical applications, and supporting computer code. <p/><i>Structural Macroeconometrics</i> is the ideal textbook for graduate students seeking an introduction to macroeconomics and econometrics, and for advanced students pursuing applied research in macroeconomics. The book's historical perspective, along with its broad presentation of alternative methodologies, makes it an indispensable resource for academics and professionals.</p><p/><br></br><p><b> From the Back Cover </b></p></br></br><p>"<i>Structural Macroeconometrics</i> 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."<b>--Roberto Chang, Rutgers University</b></p><p>"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."<b>--Thomas J. Sargent, New York University</b></p><p>"In the second edition of <i>Structural Macroeconometrics</i>, 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."<b>--Carl Walsh, University of California, Santa Cruz</b></p><p/><br></br><p><b> Review Quotes </b></p></br></br><br><i>Structural Macroeconometrics</i> is the ideal textbook for graduate students seeking an introduction to macroeconomics and econometrics, and for advanced students pursuing applied research in macroeconomics. The book's historical perspective, along with its broad presentation of alternative methodologies, makes it an indispensable resource for academics and professionals.-- "World Book Industry"<br><p/><br></br><p><b> About the Author </b></p></br></br><b>David N. DeJong</b> is professor of economics and Vice Provost for Academic Planning and Resources Management at the University of Pittsburgh. <b>Chetan Dave</b> is assistant professor of economics at New York University, Abu Dhabi.

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