书目名称 | Econometric Business Cycle Research | 编辑 | Jan Jacobs | 视频video | | 图书封面 |  | 描述 | .Econometric Business Cycle Research. deals witheconometric business cycle research (EBCR), a term introduced by theNobel-laureate Jan Tinbergen for his econometric method of testing(economic) business cycle theories. EBCR combines economic theory andmeasurement in the study of business cycles, i.e., ups and downs inoverall economic activity. We assess four methods of EBCR: businesscycle indicators, simultaneous equations models, vector autoregressivesystems and real business indicators. After a sketch of the history ofthe methods, we investigate whether the methods meet the goals ofEBCR: the three traditional ones, description, forecasting and policyevaluation, and the one Tinbergen introduced, theimplementation|testing of business cycles. The first three EBCRmethods are illustrated for the Netherlands, a typical example of asmall, open economy. .The main conclusion of the book is that simultaneous equation modelsare the best vehicle for EBCR, if all its goals are to be attainedsimultaneously. This conclusion is based on a fairly detailedassessment of the methods and is not over-turned in the empiricalillustrations. The main conclusion does not imply the end of otherEBCR methods. | 出版日期 | Book 1998 | 关键词 | Simulation; assessment; business; business cycle; econometrics; economic theory; economy; forecasting; model | 版次 | 1 | doi | https://doi.org/10.1007/978-1-4615-5591-9 | isbn_softcover | 978-1-4613-7558-6 | isbn_ebook | 978-1-4615-5591-9 | copyright | Springer Science+Business Media Dordrecht 1998 |
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