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This major volume of essays by Kenneth F. Wallis features 28 articles published over a quarter of a century on the statistical analysis of economic time series, large-scale macroeconometric modelling, and the interface between them.
The first part deals with time-series econometrics and includes significant early contributions to the development of the LSE tradition in time-series econometrics, which is the dominant British tradition and has considerable influence worldwide. Later sections discuss theoretical and practical issues in modelling seasonality and forecasting, with applications in both large-scale and small-scale models.
The final section summarizes the research programme of the ESRC Macroeconomic Modelling Bureau, a unique comparison project among economy-wide macroeconometric models. Professor Wallis has written a detailed introduction to the papers in this volume in which he explains the background to these papers and comments on subsequent developments.
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Subjects
Macroeconomics, Econometric models, Time-series analysis, Economists, Economists, great britainPeople
Kenneth Frank WallisPlaces
Great BritainShowing 1 featured edition. View all 1 editions?
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Time series analysis and macroeconometric modelling: the collected papers of Kenneth F. Wallis
1995, E. Elgar
in English
1852788216 9781852788216
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Includes bibliographical references and index.
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- Created April 1, 2008
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