Advanced Lectures in Quantitative Economics

Advanced Lectures in Quantitative Economics

1st Edition - January 28, 1990

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  • Editor: Frederick van Der Ploeg
  • eBook ISBN: 9781483270364

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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.

Table of Contents

  • Foreword


    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


Product details

  • No. of pages: 648
  • Language: English
  • Copyright: © Academic Press 1990
  • Published: January 28, 1990
  • Imprint: Academic Press
  • eBook ISBN: 9781483270364

About the Editor

Frederick van Der Ploeg

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