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[免费]Structural Macroeconometrics (David N. DeJong with Chetan Dave) [分享]

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iasccer 发表于 2011-1-8 11:31:08 |显示全部楼层
看到论坛上很多人求助Structural Macroeconometrics (David N. DeJong with Chetan Dave)一书,刚好自己也需要,就制作了一份,奉献给大家

      Publisher: Princeton University Press (March 12, 2007)
      Language: English
      ISBN-10: 0691126488

ISBN-13: 978-0691126487


Methodologies for analyzing the forces that move and shape national economies have advanced markedly in the last thirty years, enabling economists as never before to unite theoretical and empirical research and align measurement with theory. In Structural Macroeconometrics, David DeJong and Chetan Dave provide the unified overview and in-depth treatment analysts need to apply these latest theoretical models and empirical techniques.
The authors' emphasis throughout is on time series econometrics. DeJong and Dave detail methods available for solving dynamic structural models and casting solutions in the form of statistical models with empirical implications that may be analyzed either analytically or numerically. They present the full range of methodologies for characterizing and evaluating these empirical implications, including calibration exercises, method-of-moment procedures, and likelihood-based procedures, both classical and Bayesian. The book is complete with a rich array of implementation algorithms, sample empirical applications, and supporting computer code.
Structural Macroeconometrics is tailored specifically to equip readers with a set of practical tools that can be used to expedite their entry into the field. DeJong and Dave's uniquely accessible, how-to approach makes this the ideal textbook for graduate students seeking an introduction to macroeconomics and econometrics and for advanced students pursuing applied research in macroeconomics. The book's historical perspective, along with its broad presentation of alternative methodologies, makes it an indispensable resource for academics and professionals.


Review:


"The central theme of this advanced textbook on macroeconomic time series analysis is that '[dynamic stochastic general equilibrium] models...serve directly as the foundations upon which empirical work may be conducted'. The book fulfils this aim admirably and covers standard statistical methods neatly; it is certainly worth the attention of econometricians."--Times Higher Education


Endorsements:


"Structural Macroeconometrics is a remarkably useful book for a wide variety of research economists at different stages of their careers. In addition to serving well the students and instructors, it is a convenient resource for researchers who want to refresh their skills or who have been exposed to only a subset of these techniques. The sheer breadth of material that this book covers guarantees that a large segment of its readership will fall into this category. The methods that DeJong and Dave present here will continue to be relevant for many years."--Charles Evans, Federal Reserve Bank of Chicago
"This book provides excellent guidance for bringing theoretical models to the forefront of macroeconometric analysis. It brings together in one place a collection of tools, methods, and procedures that are at the cutting edge of empirical macroeconomic research. It does this in a style that is accessible to first-year graduate students while providing sufficient detail that it will be a valuable reference for macroeconomists actively engaged in research. There is no other comparable existing work."--Charles Whiteman, University of Iowa


Table of Contents:


List of Figures ix
List of Tables xi
Preface xiii

PART I: MODEL AND DATA PREPARATION
Chapter 1: Introduction 3
Chapter 2: Approximating and Solving DSGE Models 11
Chapter 3: Removing Trends and Isolating Cycles 31
Chapter 4: Summarizing Time Series Behavior 55
Chapter 5: DSGE Models: Three Examples 87

PART II: EMPIRICAL METHODS
Chapter 6: Calibration 119
Chapter 7: Matching Moments 151
Chapter 8: Maximum Likelihood 180
Chapter 9: Bayesian Methods 219

PART III: BEYOND LINEARIZATION
Chapter 10: Nonlinear Approximation Methods 267
Chapter 11: Implementing Nonlinear Approximations Empirically 290
Bibliography 315
Index 327


0.pdf (10.44 MB)

关键词:econometrics Econometric Structural MacroEcon macroeco David Structural Dave Chetan DeJong

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fengyg 企业认证  发表于 2011-1-8 12:51:49 |显示全部楼层
kan kan kan kan kan kan
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zerana 发表于 2011-1-8 21:12:27 |显示全部楼层
怎么制作的?
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iasccer 发表于 2011-1-8 21:20:35 |显示全部楼层
3# zerana
制作了几个版本的
第一个版本是从google book上制作的,虽然效果不错,但是不全
上传的这个版本是从Ebrary制作的,结合了在Princeton出版社网页上的免费章节
还有一个版本很清晰,但是太大,将近200M,就没上传
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zerana 发表于 2011-1-8 23:24:52 |显示全部楼层
虽然有点模糊,但还是很不错的。谢谢。
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qw789789 发表于 2011-1-9 08:57:00 |显示全部楼层
Structural Macroeconometrics (David N. DeJong with Chetan Dave)
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冬日的碧雪 发表于 2011-1-9 09:21:28 |显示全部楼层
谢谢楼主,正在找这个书呢
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冬日的碧雪 发表于 2011-1-9 09:23:19 |显示全部楼层
本帖隐藏的内容需要积分高于 100 才可浏览
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nathan9800 发表于 2011-1-9 17:23:03 |显示全部楼层
let us take a look
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starinmind 发表于 2011-1-9 22:02:14 |显示全部楼层
多谢楼住啊
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