Time Series Analysis And Macroeconometric Modelling: The Collected Papers Of Kenneth F. Wallis (Economists Of The Twentieth Century Series) [hardcover] Wallis, Kenneth F.

$ 201.69

Publisher : Edward Elgar Publishing (March 1, 1995)
Language : English
Hardcover : 456 pages
ISBN-10 : 1852788216
ISBN-13 : 978-1852788216
Item Weight : 1.75 pounds
Dimensions : 6.5 x 1.25 x 9.75 inches

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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.

9781852788216

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