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Time Series Analysis And Macroeconometric Modelling

Author

Listed:
  • Kenneth F. Wallis
Abstract
This major volume of essays by Kenneth F. Wallis features 28 articles published over a quarter of a century on the statistical analysis of economic time series, large-scale macroeconometric modelling, and the interface between them. The first part deals with time-series econometrics and includes significant early contributions to the development of the LSE tradition in time-series econometrics, which is the dominant British tradition and has considerable influence worldwide. Later sections discuss theoretical and practical issues in modelling seasonality and forecasting with applications in both large-scale and small-scale models. The final section summarizes the research programme of the ESRC Macroeconomic Modelling Bureau, a unique comparison project among economy-wide macroeconometric models.

Suggested Citation

  • Kenneth F. Wallis, 1995. "Time Series Analysis And Macroeconometric Modelling," Books, Edward Elgar Publishing, number 463.
    • Handle: RePEc:elg:eebook:463
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    File URL: http://www.e-elgar.com/shop/isbn/9781852788216
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    More about this item

    Keywords

    Economics and Finance;

    JEL classification:

    • C1 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General

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