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Global and National Macroeconometric ModellingA Long-Run Structural Approach$
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Anthony Garratt, Kevin Lee, M. Hashem Pesaran, and Yongcheol Shin

Print publication date: 2006

Print ISBN-13: 9780199296859

Published to Oxford Scholarship Online: September 2006

DOI: 10.1093/0199296855.001.0001

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Macroeconometric modelling: Alternative approaches

Macroeconometric modelling: Alternative approaches

Chapter:
(p.13) 2 Macroeconometric modelling: Alternative approaches
Source:
Global and National Macroeconometric Modelling
Author(s):

Anthony Garratt (Contributor Webpage)

Kevin Lee (Contributor Webpage)

M. Hashem Pesaran (Contributor Webpage)

Yongcheol Shin (Contributor Webpage)

Publisher:
Oxford University Press
DOI:10.1093/0199296855.003.0002

This chapter describes some alternative approaches to macroeconometric modelling, focusing on the long-run characteristics of macroeconomic models and the consensus that has developed surrounding desirable long-run properties. It also considers the effectiveness of the different approaches in their attempts to test and incorporate the long-run properties into models in practice.

Keywords:   macroeconomic model, long-run properties, structural cointegrating VAR

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