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portada Macroeconometrics
Type
Physical Book
Publisher
Author
Year
2026
Language
English
Pages
625
Format
Paperback
Dimensions
24x17 cm
ISBN13
9783111572772
Categories

Macroeconometrics

Alessia Paccagnini (Author) · De Gruyter · Paperback

Macroeconometrics - Alessia Paccagnini

New Book Imported to Taiwan
Delivery: 01 Dec - 14 Dec Shipping: 12 to 16 business days.
NT$ 1,975
NT$ 1,975

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Synopsis "Macroeconometrics"

How can economists make sense of complex and noisy macroeconomic data and turn it into credible evidence for research, forecasting, and policy?

Macroeconometrics provides a rigorous yet accessible guide to the tools used to analyse dynamic economic systems in a rapidly evolving empirical environment.

The book takes readers from the foundations of univariate time series analysis to the multivariate and structural methods that define modern macroeconometrics. It covers core topics such as stationarity, unit roots, cointegration, ARIMA and GARCH models, VARs, local projections, shock identification, Bayesian methods, and DSGE models, while also introducing recent advances in high-dimensional data, machine learning, nonlinearities, mixed-frequency analysis, quantile methods, Growth-at-Risk, and multi-country policy modelling. Structured as a progressive learning journey, it combines theoretical explanation with practical guidance, empirical applications, summary sections, key equations, exercises, and companion code.

Merging analytical rigor with real-world relevance, Macroeconometrics is an essential resource for advanced students, PhD researchers, and policy economists seeking a clear, modern, and comprehensive guide to macroeconomic data analysis.

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