The Estimation of Macroeconomic Disequilibrium Models with Regime Classification Information von Glenn D. Rudebusch | ISBN 9783642456251

The Estimation of Macroeconomic Disequilibrium Models with Regime Classification Information

von Glenn D. Rudebusch
Buchcover The Estimation of Macroeconomic Disequilibrium Models with Regime Classification Information | Glenn D. Rudebusch | EAN 9783642456251 | ISBN 3-642-45625-1 | ISBN 978-3-642-45625-1

The Estimation of Macroeconomic Disequilibrium Models with Regime Classification Information

von Glenn D. Rudebusch

Inhaltsverzeichnis

  • I: Introduction.
  • 1: Overview and Summary.
  • II: Econometric Specifications of the Disequilibrium Model.
  • 2: Previous Specifications.
  • 3: The Exact Excess Demand Specification.
  • 4: Evaluating the Exact Excess Demand Specification.
  • Appendix A: Linear Spillovers.
  • III: Estimation of a Single Market Disequilibrium Model.
  • 5: Model Structure — Labor Demand and Labor Supply.
  • 6: Excess Labor Demand Indicators.
  • 7: Estimation and Results.
  • Appendix B: Definition of Variables in Part III.
  • IV: Estimation of a Multimarret Disequilibrium Model.
  • 8: Model Structure I — Behavior of Agents.
  • 9: Model Structure II — Market Interaction.
  • 10: Excess Demand Indicators.
  • 11: Estimation and Results.
  • Appendix C: International Trade.
  • Appendix D: Definition of Variables in Part IV.
  • V: Conclusion.
  • 12: Whither Disequilibrium?.
  • References.