The Gvar Handbook
Structure and Applications of a Macro Model of the Global Economy for Policy Analysis
Herausgeber: Di Mauro, Filippo; Pesaran, M Hashem
The Gvar Handbook
Structure and Applications of a Macro Model of the Global Economy for Policy Analysis
Herausgeber: Di Mauro, Filippo; Pesaran, M Hashem
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The GVAR is a Global Vector Auto-Regression model of the global economy. Its main feature is to take into account the financial and real linkages connecting the major world economies. This book provides an overview of the GVAR and its applications: forecasting, finance issues, and regional studies.
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The GVAR is a Global Vector Auto-Regression model of the global economy. Its main feature is to take into account the financial and real linkages connecting the major world economies. This book provides an overview of the GVAR and its applications: forecasting, finance issues, and regional studies.
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Hinweis: Dieser Artikel kann nur an eine deutsche Lieferadresse ausgeliefert werden.
Produktdetails
- Produktdetails
- Verlag: Oxford University Press, USA
- Seitenzahl: 300
- Erscheinungstermin: 5. Mai 2013
- Englisch
- Abmessung: 241mm x 163mm x 22mm
- Gewicht: 594g
- ISBN-13: 9780199670086
- ISBN-10: 0199670080
- Artikelnr.: 36964471
- Herstellerkennzeichnung
- Libri GmbH
- Europaallee 1
- 36244 Bad Hersfeld
- 06621 890
- Verlag: Oxford University Press, USA
- Seitenzahl: 300
- Erscheinungstermin: 5. Mai 2013
- Englisch
- Abmessung: 241mm x 163mm x 22mm
- Gewicht: 594g
- ISBN-13: 9780199670086
- ISBN-10: 0199670080
- Artikelnr.: 36964471
- Herstellerkennzeichnung
- Libri GmbH
- Europaallee 1
- 36244 Bad Hersfeld
- 06621 890
Filippo di Mauro is Senior Adviser in the Research Department of the European Central Bank (ECB). He has published in academic journals such as the Journal of Applied Econometrics and Economic Policy. His work focuses on two main areas: Competitiveness assessment via firm level data; and Global linkages and business cycle forecast, including firm level information extraction. He is chairman of CompNet, a competitiveness research network among EU central banks. He has almost 30 years of applied economic experience as economist in Central Banks (ECB, 1998-present, Bank of Italy, 1984-1990, 1996-98) and International Development organizations (Asian Development Bank, 1990-94, IMF, 1986-88, 1994-96). Over the period 1998-2010 he directed international economic analysis in the Department of Economics at the ECB. An economics graduate of University of Rome, he holds an MA and a PhD in Economics, from the University of Chicago and the American University, respectively. M. Hashem Pesaran is Professor of Economics at the University of Cambridge, John Elliott Chair at the University of Southern California, and a Professorial Fellow of Trinity College. Previously he has been the head of the Economic Research Department of the Central Bank of Iran, the Under-Secretary of the Ministry of Education, Iran, Professor of Economics at the University of California at Los Angeles, and a Vice President at the Tudor Investment Corporation. Professor Pesaran is the founding editor of the Journal of Applied Econometrics and has held visiting positions at Harvard University, UCLA, University of Pennsylvania, and the University of Southern California. He has over 189 publications in refereed journals and chapters in books in the various areas of econometrics, empirical finance and macroeconomics, and the Iranian economy. He is a Fellow of the Econometric Society, a Fellow of the British Academy, and the recipient of a number of prizes for best articles.
* 1: Filippo di Mauro and M. Hashem Pesaran: Introduction
* 2: Filippo di Mauro and L. Vanessa Smith: The Basic GVAR DdPS Model
* INTERNATIONAL TRANSMISSION AND FORECASTING
* 3: Anthony Garratt, Kevin Lee, and Kalvinder Shields: Global
Recessions and Output Interdependencies in a GVAR Model of Actual and
Expected Output in the G7
* 4: Ron P. Smith: The GVAR Approach to Structural Modelling
* 5: Alessandro Galesi and Marco J. Lombardi: External Shocks and
International Inflation Linkages
* 6: Sandra Eickmeier and Tim Ng: International Business Cycles and the
Role of Financial Markets
* 7: Matthew Greenwood-Nimmo, Viet Hoang Nguyen, and Yongcheol Shin:
Using Global VAR Models for Scenario-based Forecasting and Policy
Analysis
* 8: L. Vanessa Smith: Short and medium-term forecasting using
'pooling' techniques
* FINANCE APPLICATIONS
* 9: Silvia Lui and James Mitchell: Nowcasting Quarterly Euro Area GDP
Growth using a Global VAR Model
* 10: Alexander Al-Haschimi and Stéphane Dees: Macroprudential
Applications of the GVAR
* 11: Carlo A. Favero: Modelling Sovereign Bond Spreads in the Euro
Area: A Non-linear Global VAR Model
* 12: C. Nickel and I. Vansteenkist: The International Spillover of
Fiscal Spending on Financial Variables
* REGIONAL APPLICATIONS
* 13: Ambrogio Cesa-Bianchi, M. Hashem Pesaran, Alessandro Rebucci, and
TengTeng Xu: China's Emergence in the World Economy and Business
Cycles in Latin America
* 14: David Fielding, Kevin Lee, and Kalvinder Shields: Does One Size
Fit All? Modelling Macroeconomic Linkages in the West African
Economic and Monetary Union
* 15: Stéphane Dees: Competitiveness, External Imbalances, and Economic
Linkages in the Euro Area
* 16: Katrin Assenmacher: Forecasting the Swiss Economy with a Small
GVAR Model
* 17: Alessandro Galesi and Silvia Sgherri: Regional Financial
Spillovers Across Europe
* 18: Filippo di Mauro and M. Hashem Pesaran: Conclusion
* 2: Filippo di Mauro and L. Vanessa Smith: The Basic GVAR DdPS Model
* INTERNATIONAL TRANSMISSION AND FORECASTING
* 3: Anthony Garratt, Kevin Lee, and Kalvinder Shields: Global
Recessions and Output Interdependencies in a GVAR Model of Actual and
Expected Output in the G7
* 4: Ron P. Smith: The GVAR Approach to Structural Modelling
* 5: Alessandro Galesi and Marco J. Lombardi: External Shocks and
International Inflation Linkages
* 6: Sandra Eickmeier and Tim Ng: International Business Cycles and the
Role of Financial Markets
* 7: Matthew Greenwood-Nimmo, Viet Hoang Nguyen, and Yongcheol Shin:
Using Global VAR Models for Scenario-based Forecasting and Policy
Analysis
* 8: L. Vanessa Smith: Short and medium-term forecasting using
'pooling' techniques
* FINANCE APPLICATIONS
* 9: Silvia Lui and James Mitchell: Nowcasting Quarterly Euro Area GDP
Growth using a Global VAR Model
* 10: Alexander Al-Haschimi and Stéphane Dees: Macroprudential
Applications of the GVAR
* 11: Carlo A. Favero: Modelling Sovereign Bond Spreads in the Euro
Area: A Non-linear Global VAR Model
* 12: C. Nickel and I. Vansteenkist: The International Spillover of
Fiscal Spending on Financial Variables
* REGIONAL APPLICATIONS
* 13: Ambrogio Cesa-Bianchi, M. Hashem Pesaran, Alessandro Rebucci, and
TengTeng Xu: China's Emergence in the World Economy and Business
Cycles in Latin America
* 14: David Fielding, Kevin Lee, and Kalvinder Shields: Does One Size
Fit All? Modelling Macroeconomic Linkages in the West African
Economic and Monetary Union
* 15: Stéphane Dees: Competitiveness, External Imbalances, and Economic
Linkages in the Euro Area
* 16: Katrin Assenmacher: Forecasting the Swiss Economy with a Small
GVAR Model
* 17: Alessandro Galesi and Silvia Sgherri: Regional Financial
Spillovers Across Europe
* 18: Filippo di Mauro and M. Hashem Pesaran: Conclusion
* 1: Filippo di Mauro and M. Hashem Pesaran: Introduction
* 2: Filippo di Mauro and L. Vanessa Smith: The Basic GVAR DdPS Model
* INTERNATIONAL TRANSMISSION AND FORECASTING
* 3: Anthony Garratt, Kevin Lee, and Kalvinder Shields: Global
Recessions and Output Interdependencies in a GVAR Model of Actual and
Expected Output in the G7
* 4: Ron P. Smith: The GVAR Approach to Structural Modelling
* 5: Alessandro Galesi and Marco J. Lombardi: External Shocks and
International Inflation Linkages
* 6: Sandra Eickmeier and Tim Ng: International Business Cycles and the
Role of Financial Markets
* 7: Matthew Greenwood-Nimmo, Viet Hoang Nguyen, and Yongcheol Shin:
Using Global VAR Models for Scenario-based Forecasting and Policy
Analysis
* 8: L. Vanessa Smith: Short and medium-term forecasting using
'pooling' techniques
* FINANCE APPLICATIONS
* 9: Silvia Lui and James Mitchell: Nowcasting Quarterly Euro Area GDP
Growth using a Global VAR Model
* 10: Alexander Al-Haschimi and Stéphane Dees: Macroprudential
Applications of the GVAR
* 11: Carlo A. Favero: Modelling Sovereign Bond Spreads in the Euro
Area: A Non-linear Global VAR Model
* 12: C. Nickel and I. Vansteenkist: The International Spillover of
Fiscal Spending on Financial Variables
* REGIONAL APPLICATIONS
* 13: Ambrogio Cesa-Bianchi, M. Hashem Pesaran, Alessandro Rebucci, and
TengTeng Xu: China's Emergence in the World Economy and Business
Cycles in Latin America
* 14: David Fielding, Kevin Lee, and Kalvinder Shields: Does One Size
Fit All? Modelling Macroeconomic Linkages in the West African
Economic and Monetary Union
* 15: Stéphane Dees: Competitiveness, External Imbalances, and Economic
Linkages in the Euro Area
* 16: Katrin Assenmacher: Forecasting the Swiss Economy with a Small
GVAR Model
* 17: Alessandro Galesi and Silvia Sgherri: Regional Financial
Spillovers Across Europe
* 18: Filippo di Mauro and M. Hashem Pesaran: Conclusion
* 2: Filippo di Mauro and L. Vanessa Smith: The Basic GVAR DdPS Model
* INTERNATIONAL TRANSMISSION AND FORECASTING
* 3: Anthony Garratt, Kevin Lee, and Kalvinder Shields: Global
Recessions and Output Interdependencies in a GVAR Model of Actual and
Expected Output in the G7
* 4: Ron P. Smith: The GVAR Approach to Structural Modelling
* 5: Alessandro Galesi and Marco J. Lombardi: External Shocks and
International Inflation Linkages
* 6: Sandra Eickmeier and Tim Ng: International Business Cycles and the
Role of Financial Markets
* 7: Matthew Greenwood-Nimmo, Viet Hoang Nguyen, and Yongcheol Shin:
Using Global VAR Models for Scenario-based Forecasting and Policy
Analysis
* 8: L. Vanessa Smith: Short and medium-term forecasting using
'pooling' techniques
* FINANCE APPLICATIONS
* 9: Silvia Lui and James Mitchell: Nowcasting Quarterly Euro Area GDP
Growth using a Global VAR Model
* 10: Alexander Al-Haschimi and Stéphane Dees: Macroprudential
Applications of the GVAR
* 11: Carlo A. Favero: Modelling Sovereign Bond Spreads in the Euro
Area: A Non-linear Global VAR Model
* 12: C. Nickel and I. Vansteenkist: The International Spillover of
Fiscal Spending on Financial Variables
* REGIONAL APPLICATIONS
* 13: Ambrogio Cesa-Bianchi, M. Hashem Pesaran, Alessandro Rebucci, and
TengTeng Xu: China's Emergence in the World Economy and Business
Cycles in Latin America
* 14: David Fielding, Kevin Lee, and Kalvinder Shields: Does One Size
Fit All? Modelling Macroeconomic Linkages in the West African
Economic and Monetary Union
* 15: Stéphane Dees: Competitiveness, External Imbalances, and Economic
Linkages in the Euro Area
* 16: Katrin Assenmacher: Forecasting the Swiss Economy with a Small
GVAR Model
* 17: Alessandro Galesi and Silvia Sgherri: Regional Financial
Spillovers Across Europe
* 18: Filippo di Mauro and M. Hashem Pesaran: Conclusion