The GVAR handbook structure and applications of a macro model of the global economy for policy analysis

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Datensatz im Suchindex

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spelling The GVAR handbook structure and applications of a macro model of the global economy for policy analysis edited by Filippo di Mauro & M. Hashem Pesaran
Oxford Oxford University Press c2013
1 Online-Ressource (xi, 286 p.)
txt rdacontent
c rdamedia
cr rdacarrier
Includes bibliographical references and index
"The GVAR is a global Vector autoregression model of the global economy. The model was initially developed in the early 2000 by Professor Pesaran and co-authors, for the main purpose of analysing credit risk in a globalised economy. Starting from mid-2000 the model was substantially enlarged in the context of a project financed by the ECB, to comprise all major economies and the Euro area as a whole. The purpose of this version was to exploit the rich modelisation of international linkages in order to simulate and analyse global macro scenarios of high policy interest. The rich, yet manageable, specification of international linkages has stimulated a vast literature on the GVAR. Since early 2011, the basic model - and its data base - has also available on a dedicated GVAR-Toolbox website with an easy-to-use interface allowing practical applications by an extended audience, as well as more complex analysis by the expert public. The book provides an overview of the extensions and applications of the GVAR which have been developed in recent years. Such applications are grouped in three main categories: 1) International transmission and forecasting; 2) Finance applications; and 3) Regional applications. By using a language which is accessible to not econometricians, the book reaches out to the extended audience of practitioners and policy makers interested in understanding channels and impacts of international linkages."--Provided by publisher
Pt. I. International transmission and forcasting -- pt. II. Finance applications -- pt. III. Regional applications
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BUSINESS & ECONOMICS / Development / Economic Development bisacsh
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BUSINESS & ECONOMICS / Government & Business bisacsh
BUSINESS & ECONOMICS / Structural Adjustment bisacsh
POLITICAL SCIENCE / Public Policy / Economic Policy bisacsh
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Economic policy fast
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Regression analysis fast
Mathematisches Modell
Wirtschaft
Wirtschaftspolitik
Economic policy
Regression analysis
Macroeconomics Mathematical models
Economic forecasting
Makroökonomisches Modell (DE-588)4074486-3 gnd rswk-swf
Vektor-autoregressives Modell (DE-588)4288533-4 gnd rswk-swf
Prognoseverfahren (DE-588)4358095-6 gnd rswk-swf
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Makroökonomisches Modell (DE-588)4074486-3 s
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2\p DE-604
Di Mauro, Filippo Sonstige oth
Pesaran, M. Hashem Sonstige oth
Erscheint auch als Druck-Ausgabe, Hardcover 978-0-19-967008-6
Erscheint auch als Druck-Ausgabe, Hardcover 0-19-967008-0
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spellingShingle The GVAR handbook structure and applications of a macro model of the global economy for policy analysis
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BUSINESS & ECONOMICS / Development / Economic Development bisacsh
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Economic policy fast
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Regression analysis
Macroeconomics Mathematical models
Economic forecasting
Makroökonomisches Modell (DE-588)4074486-3 gnd
Vektor-autoregressives Modell (DE-588)4288533-4 gnd
Prognoseverfahren (DE-588)4358095-6 gnd
subject_GND (DE-588)4074486-3
(DE-588)4288533-4
(DE-588)4358095-6
(DE-588)4143413-4
title The GVAR handbook structure and applications of a macro model of the global economy for policy analysis
title_auth The GVAR handbook structure and applications of a macro model of the global economy for policy analysis
title_exact_search The GVAR handbook structure and applications of a macro model of the global economy for policy analysis
title_full The GVAR handbook structure and applications of a macro model of the global economy for policy analysis edited by Filippo di Mauro & M. Hashem Pesaran
title_fullStr The GVAR handbook structure and applications of a macro model of the global economy for policy analysis edited by Filippo di Mauro & M. Hashem Pesaran
title_full_unstemmed The GVAR handbook structure and applications of a macro model of the global economy for policy analysis edited by Filippo di Mauro & M. Hashem Pesaran
title_short The GVAR handbook
title_sort the gvar handbook structure and applications of a macro model of the global economy for policy analysis
title_sub structure and applications of a macro model of the global economy for policy analysis
topic BUSINESS & ECONOMICS / Development / Business Development bisacsh
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BUSINESS & ECONOMICS / Government & Business bisacsh
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Wirtschaft
Wirtschaftspolitik
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Regression analysis
Macroeconomics Mathematical models
Economic forecasting
Makroökonomisches Modell (DE-588)4074486-3 gnd
Vektor-autoregressives Modell (DE-588)4288533-4 gnd
Prognoseverfahren (DE-588)4358095-6 gnd
topic_facet BUSINESS & ECONOMICS / Development / Business Development
BUSINESS & ECONOMICS / Development / Economic Development
BUSINESS & ECONOMICS / Development / General
BUSINESS & ECONOMICS / Government & Business
BUSINESS & ECONOMICS / Structural Adjustment
POLITICAL SCIENCE / Public Policy / Economic Policy
Economic forecasting
Economic policy
Macroeconomics / Mathematical models
Regression analysis
Mathematisches Modell
Wirtschaft
Wirtschaftspolitik
Macroeconomics Mathematical models
Makroökonomisches Modell
Vektor-autoregressives Modell
Prognoseverfahren
Aufsatzsammlung
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