Book Search:  

 

 
Google full text of our books:

bookjacket

Methods for Applied Macroeconomic Research
Fabio Canova

Hardcover | 2007 | $95.00 / £65.00 | ISBN: 9780691115047
512 pp. | 6 x 9 | 50 line illus. | SHOPPING CART

eBook | ISBN: 9781400841028 |
Our eBook editions are available from these online vendors

graduation-capTextbooks & e-Inspections for Professors

Endorsements | Table of Contents
Chapter 2 [PDF] pdf-icon | Chapter 11 [PDF] pdf-icon

Google full text of this book:
 

The last twenty years have witnessed tremendous advances in the mathematical, statistical, and computational tools available to applied macroeconomists. This rapidly evolving field has redefined how researchers test models and validate theories. Yet until now there has been no textbook that unites the latest methods and bridges the divide between theoretical and applied work.

Fabio Canova brings together dynamic equilibrium theory, data analysis, and advanced econometric and computational methods to provide the first comprehensive set of techniques for use by academic economists as well as professional macroeconomists in banking and finance, industry, and government. This graduate-level textbook is for readers knowledgeable in modern macroeconomic theory, econometrics, and computational programming using RATS, MATLAB, or Gauss. Inevitably a modern treatment of such a complex topic requires a quantitative perspective, a solid dynamic theory background, and the development of empirical and numerical methods--which is where Canova's book differs from typical graduate textbooks in macroeconomics and econometrics. Rather than list a series of estimators and their properties, Canova starts from a class of DSGE models, finds an approximate linear representation for the decision rules, and describes methods needed to estimate their parameters, examining their fit to the data. The book is complete with numerous examples and exercises.

Today's economic analysts need a strong foundation in both theory and application. Methods for Applied Macroeconomic Research offers the essential tools for the next generation of macroeconomists.

Endorsement:

"The last twenty years have witnessed a revolution in macroeconomic modeling. Yet an integrated and accessible treatment of the new methods has been notably lacking. Fabio Canova's book fills that gap magnificently. It is surely destined to be an indispensable reference for both students and researchers for years to come."--Charles Bean, Bank of England

"This book will become an invaluable reference for applied macroeconomists as well as a much-needed teaching tool for graduate macroeconomic courses. Anybody who has an interest in quantitative macroeconomics, either as an academic or as a practitioner, should buy it."--Lucrezia Reichlin, European Central Bank

"Dynamic general equilibrium models have become regular tools for policy analysis in central banks and other policy institutions. This book is a wonderful source for those who want to bring those models to the data. It is thorough and comprehensive, it has a great set of examples and exercises, and, above all, it provides many practical tips. A must-read for any applied macroeconomist."--Frank Smets, European Central Bank

"To be able to describe and interpret business-cycle fluctuations using modern methods developed by researchers is crucial to economists who want to make and evaluate forecasts and policy advice. Fabio Canova has a long experience from research at the frontier, but also from teaching and from applied work at policy institutions such as central banks. His book provides an indispensable toolbox for any researcher that wants to have an influence on practical policy work."--Anders Vredin, Sveriges Riksbank

More Endorsements

Table of Contents

This book has been translated into:

  • Chinese (Simplified)

Subject Areas:

VISIT OUR MATH WEBSITE

Shopping Cart:

  • For ebooks:

Our eBook editions are available
from these online vendors:

  • Amazon Kindle Store
  • Apple iBooks
  • Barnes & Noble Nook Store
  • Google Play eBook Store
  • Kno eBook Store
  • Kobo eBook Store
  • Many of our ebooks are available through
    library electronic resources including these platforms:

  • Books at JSTOR
  • Ebrary
  • Ebook Library
  • EBSCO Ebooks
  • MyiLibrary
  • Dawsonera (UK)

  • Shopping Cart:

    • For hardcover/paperback orders:

      For hardcover/paperback orders in the United States, Canada, Latin America, Asia, and Australia

      Hardcover: $95.00 ISBN: 9780691115047

      For hardcover/paperback orders in Europe, Africa, the Middle East, India, and Pakistan

      Hardcover: £65.00 ISBN: 9780691115047

      Add to shopping cart

      graduation-cap

      Textbooks: Need textbooks? View our textbook site.

      Teaching Professors: To request an electronic inspection copy for course use consideration,
      please click on: magnifyingProfessors free on-line inspection access (All requests will be validated before access is granted).

      Online exam copies are also available through these e-vendors:

    • CourseSmart®
    • Kno™
    • Prices subject to change without notice

      File created: 9/23/2014

    Questions and comments to: webmaster@press.princeton.edu
    Princeton University Press

    New Book E-mails
    New In Print
    PUP Blog
    Videos/Audios
    Princeton APPS
    Sample Chapters
    Subjects
    Series
    Catalogs
    Princeton Legacy Library
    Textbooks
    Media/Reviewers
    Class Use
    Rights/Permissions
    Ordering
    Recent Awards
    Princeton Shorts
    Freshman Reading
    PUP Europe
    About Us
    Contact Us
    Links
    F.A.Q.
    MATH SITE
    PUP Home


    Bookmark and Share
    Send me emails
    about new books in:
    Economics
    Mathematics
    More Choices
    Email:
    Country:
    Name: