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Empirical Macroeconomics and Statistical Uncertainty : Spatial and Temporal Disaggregation of Regional Economic Indicators. 実証的マクロ経済学と統計の不確実性 －地域経済指標の空間的・時間的分割－
・ISBN 978-0-367-45671-9 2020 hard GB£ 171.99
￥54,486.- (税込) ※（※）価格はご注文時の参考価格となります。
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・ISBN 978-0-367-54078-4 2022 paper GB£ 46.99
￥14,886.- (税込) ※（※）価格はご注文時の参考価格となります。
納品価格につきましては書籍の入荷時点で確定となります。
版元の原価改定、外国為替の変動等により異なる場合がございますので、予めご了承下さい。
電子版あり 大学・学術機関向け電子ブック（eBook）ISBN 978-1-003-02471-2
| 著者・編者 | Pipien, Mateusz / Roszkowska, Sylwia, |
|---|---|
| シリーズ | Routledge Studies in the European Economy |
| 出版社 | (Routledge, UK) |
| ページ数 | 112 pp. |
| 言語 | ENG |
| ニュース番号 | ＜658-486 658-L606＞ |
解説
This book addresses one of the most important research activities in empirical macroeconomics. It provides a course of advanced but intuitive methods and tools enabling the spatial and temporal disaggregation of basic macroeconomic variables and the assessment of the statistical uncertainty of the outcomes of disaggregation.
The empirical analysis focuses mainly on GDP and its growth in the context of Poland. However, all of the methods discussed can be easily applied to other countries. The approach used in the book views spatial and temporal disaggregation as a special case of the estimation of missing observations (a topic on missing data analysis). The book presents an econometric course of models of Seemingly Unrelated Regression Equations (SURE). The main advantage of using the SURE specification is to tackle the presented research problem so that it allows for the heterogeneity of the parameters describing relations between macroeconomic indicators. The book contains model specification, as well as descriptions of stochastic assumptions and resulting procedures of estimation and testing. The method also addresses uncertainty in the estimates produced. All of the necessary tests and assumptions are presented in detail. The results are designed to serve as a source of invaluable information making regional analyses more convenient and - more importantly - comparable. It will create a solid basis for making conclusions and recommendations concerning regional economic policy in Poland, particularly regarding the assessment of the economic situation.
This is essential reading for academics, researchers, and economists with regional analysis as their field of expertise, as well as central bankers and policymakers.