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Advanced Lectures in Quantitative Economics summarizes some of the efforts of a second-phase program for first-rate candidates with a Master's degree in economics who wish to continue with a doctoral degree in quantitative economics.
This book is organized into three main topics—macroeconomics, microeconomics, and econometrics. This text specifically discusses the Neo-Keynesian macroeconomics in an open economy, international coordination of monetary policies under alternative exchange-rate regimes, and prospects for global trade imbalances. The post-war developments in labor economics, introduction to overlapping generation models, and measurement of expectations and direct tests of the REH are also elaborated. This monograph likewise covers the dynamic econometric modeling of decisions under uncertainty and fundamental bordered matrix of linear estimation.
This publication is a good reference for students and specialists interested in quantitative economics.
List of Contributors
Part I: Macroeconomics
1. Neo-Keynesian Macroeconomics in an Open Economy
2. Prospects for Global Trade Imbalances: A Simulation Approach
3. International Coordination of Monetary Policies Under Alternative Exchange-Rate Regimes
4. Price Rigidities and Rationing
5. Decision-Making On Old-age Transfers
Part II: Microeconomics
6. Incentives and Allocation Mechanisms
7. Overlapping Generations Models, an Introduction
8. Post-War Developments in Labor Economics
9. International Trade and the Arbitrage Principle
10. Topics in Resource Economics
11. Option Pricing and Stochastic Processes
Part III: Econometrics
12. Measurement of Expectations and Direct Tests of the REH
13. Estimation of Models Containing Unobserved Rational Expectations
14. Dynamic Econometric Modeling of Decisions under Uncertainty
15. Dynamic Models for Panel Data
16. On the Fundamental Bordered Matrix of Linear Estimation
17. Coherence and Maximum Likelihood Estimation in Demand Systems with Binding Inequality Constraints
- No. of pages:
- © Academic Press 1990
- 28th January 1990
- Academic Press
- eBook ISBN: