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Time Series Analysis and Macroeconometric Modelling. The Collected Papers of Kenneth F. Wallis.

Time Series Analysis and Macroeconometric Modelling. The Collected Papers of Kenneth F. Wallis. Ｋ．Ｆ．ウォリス著　時系列分析とマクロ計量経済学モデリング

・ISBN 978-1-85278-821-6 hard GB£ 149.00

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著者・編者Wallis, K. F.,
シリーズEconomists of the Twentieth Century Series
出版社(E. Elgar, UK)
出版年月1995
ページ数426 pp.
言語ENG
ニュース番号＜412-192 414-125＞

解説

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.

Professor Wallis has written a detailed introduction to the papers in this volume in which he explains the background to these papers and comments on subsequent developments.