Time Series Analysis and Macroeconometric Modelling: The Collected Papers of Kenneth F. Wallis
- ISBN-10
- 1782541624
- ISBN-13
- 9781782541622
- Category
- Business & Economics
- Pages
- 426
- Language
- English
- Published
- 1995-01-01
- Publisher
- Edward Elgar Publishing
- Author
- Kenneth Frank Wallis
Description
'An excellent reference volume of this author's work, bringing together articles published over a 25 year span on the statistical analysis of economic time series, large scale macroeconomic modelling and the interface between them.' - Aslib Book Guide 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.
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