Cover image for Structural Change in Macroeconomic Models Theory and Estimation
Structural Change in Macroeconomic Models Theory and Estimation
Title:
Structural Change in Macroeconomic Models Theory and Estimation
ISBN:
9789400943704
Personal Author:
Edition:
1st ed. 1986.
Publication Information New:
Dordrecht : Springer Netherlands : Imprint: Springer, 1986.
Physical Description:
274 p. online resource.
Series:
Advanced Studies in Theoretical and Applied Econometrics, 6
Contents:
1. Macroeconometric Models with Quantity Rationing -- 1.1. Non-Walrasian Economic Concepts -- 1.2. A Reference Macroeconomic Model -- 1.3. A Theoretical Framework for the Study of Structural Changes -- 1.4. The Problems in Specifying a Macroeconometric Model with Quantity Rationing -- 1.5. A Survey of the Macroeconometric Models with Quantity Rationing -- Conclusion -- Notes -- 2: The Suggested Model -- 2.1. General Structure and Overview -- 2.2. The Specfication of the Production Function -- 2.3. The Specification of the Complete Model -- 2.4. Structural Change and External Disequilibria -- Conclusion -- Notes -- 3. Econometric Study of Models with Unknown Points of Structural Change -- 3.1. A Survey of the Estimation Techniques in the Case of Two-regime Regression Models -- 3.2. The Estimation Method Suggested -- Conclusion -- Notes -- 4. Empirical Application: A Study of the Economic Consequences of the Portuguese Revolution of 1974 -- 4.1. The Data and the Problem Formulation -- 4.2. The Results -- Conclusion -- Notes -- General Conclusion -- Appendices -- Appendix 1. Glossary of Variables and Main Parameters -- Appendix 2. Computation of Analytical Expressions for the First Partial Derivatives of ? -- Appendix 3. Choice of the Minimum for PS as Optimisation Criterion -- Appendix 4. Results -- Appendix 5. Statistical Data and Their Sources -- Appendix 6. Estimation of the Model using French Data.
Subject Term:
Added Corporate Author:
Language:
English