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Advanced Lectures in Quantitative Economics - 1st Edition - ISBN: 9780127117034, 9781483270364

Advanced Lectures in Quantitative Economics

1st Edition

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Editor: Frederick van Der Ploeg
eBook ISBN: 9781483270364
Imprint: Academic Press
Published Date: 28th January 1990
Page Count: 648
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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



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



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© Academic Press 1990
28th January 1990
Academic Press
eBook ISBN:

About the Editor

Frederick van Der Ploeg

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