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Estimation of Disequilibrium Models : Lecture Notes in Economic and Mathematical Systems - Hans-Jurg Buttler

Estimation of Disequilibrium Models

Lecture Notes in Economic and Mathematical Systems

Paperback Published: November 1986
ISBN: 9783540168171
Number Of Pages: 114

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This monograph grew out of a project which was sponsored by the Swiss National Foundation ("Schweizerischer Nationalfonds") under grant no. 4. 636-0. 83. 09. Yithin this project, prediction-oriented estimation methods for the canonical econometric disequilibrium model were developed. The present monograph deals with the application of these estimation techniques to three aggregative markets of the Swiss economy. Parts of the monograph have been presented at various places: the estimation techniques described in chapter 3 at the European Meeting of the Econometric Society, Madrid 1984; the application to residential investment described in chapter 4 at a symposium on housing policy at the University of Mannheim, 1984; the empirical study on the money stock described in chapter 5 at the Symposium on Money, Banking and Insurance held at the University of Karlsruhe, 1984, as well as at a joint seminar of the University of Basle and the Bank for International Settlements (BIS), 1985; and, finally, the empirical study on the aggregate labor market described in chapter 6 at a seminar of the University of ZUrich, 1985. Comments from toe seminar participants, in particular from Palle S. Andersen (BIS) who served as a discussant, Pascal Bridel (Swiss National Bank, SNB), Franz Ettlin (SNB), and Kurt Schiltknecht (Nordfinanz-Bank, Zurich) are gratefully acknowledged, without implying any responsibility on their part. The methodological part described in chapters 2 and 3 is contributed by G. Frei and B.

1. Introduction.- 1.1 References.- 2. Some Remarks on Econometric Model Building.- 2.1 References.- 3. Prediction-Oriented Estimation Methods for the Canonical Disequilibrium Model.- 3.1 References.- 4. Investment in Residential Construction.- 4.1 Introductory Remarks.- 4.2 Demand for Investment in Residential Construction.- 4.3 Supply of Investment in Residential Construction.- 4.4 Data and Empirical Results.- 4.5 Description of Variables.- 4.6 References.- 5. The Money Stock.- 5.1 Introductory Remarks.- 5.2 Demand for Money.- 5.3 Supply of Money.- 5.4 Disequilibrium Estimation.- 5.5 Description of Variable.- 5.6 References.- 6. The Aggregate Labor Market.- 6.1 Introductory Remarks.- 6.2 Supply of Labor.- 6.3 Demand for Labor.- 6.4 Disequilibrium Estimation.- 6.5 Description of Variables.- 6.6 References.

ISBN: 9783540168171
ISBN-10: 3540168176
Series: Lecture Notes in Economic and Mathematical Systems
Audience: General
Format: Paperback
Language: English
Number Of Pages: 114
Published: November 1986
Publisher: Springer-Verlag Berlin and Heidelberg Gmbh & Co. Kg
Country of Publication: DE
Dimensions (cm): 24.41 x 16.99  x 0.69
Weight (kg): 0.22