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Methods for applied macroeconomic research

The last twenty years have witnessed tremendous advances in the mathematical, statistical, and computational tools available to applied macroeconomists. This rapidly evolving field has redefined how researchers test models and validate theories. Yet until now there has been no textbook that unites the latest methods and bridges the divide between theoretical and applied work. Fabio Canova brings together dynamic equilibrium theory, data analysis, and advanced econometric and computational methods to provide the first comprehensive set of techniques for use by academic economists as well as pro.

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  • "This book attempts to bring together dynamic theoretical equilibrium theory, data, analysis, and advanced econometeric and computational methods to provide a comprehensive set of techniques that can be used to address questions of interest to academics, business and central bank economists in the fields of macroeconomics, business cycle analysis, growth, monetary, financial, and international economics. The point of view taken is one of an applied economist facing time-series data (at times a panel of them, coming from different countries), who is interested in verifying the prediction of dynamic theories, in advising model builders and theorists on how to respecify existing constructions to obtain a better match between the model and the data and in drawing policy conclusions from exercises. The book illustrates a number of techniques which can be used to address the questions of interest, agnostically evaluates their usefulness in bringing out information relevant to the users, provides examples where the methods work and others where they do not, and points out problems when approaches developed for microeconomic data are used in time series frameworks."
  • "The last twenty years have witnessed tremendous advances in the mathematical, statistical, and computational tools available to applied macroeconomists. This rapidly evolving field has redefined how researchers test models and validate theories. Yet until now there has been no textbook that unites the latest methods and bridges the divide between theoretical and applied work. Fabio Canova brings together dynamic equilibrium theory, data analysis, and advanced econometric and computational methods to provide the first comprehensive set of techniques for use by academic economists as well as professional macroeconomists in banking and finance, industry, and government. This graduate-level textbook is for readers knowledgeable in modern macroeconomic theory, econometrics, and computational programming using RATS, MATLAB, or Gauss. Inevitably a modern treatment of such a complex topic requires a quantitative perspective, a solid dynamic theory background, and the development of empirical and numerical methods - which is where Canova's book differs from typical graduate textbooks in macroeconomics and econometrics. Rather than list a series of estimators and their properties, Canova starts from a class of DSGE models, finds an approximate linear representation for the decision rules, and describes methods needed to estimate their parameters, examining their fit to the data. The book is complete with numerous examples and exercises. Today's economic analysts need a strong foundation in both theory and application. "Methods for Applied Macroeconomic Research" offers the essential tools for the next generation of macroeconomists."
  • "The last twenty years have witnessed tremendous advances in the mathematical, statistical, and computational tools available to applied macroeconomists. This rapidly evolving field has redefined how researchers test models and validate theories. Yet until now there has been no textbook that unites the latest methods and bridges the divide between theoretical and applied work. Fabio Canova brings together dynamic equilibrium theory, data analysis, and advanced econometric and computational methods to provide the first comprehensive set of techniques for use by academic economists as well as pro."@en

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  • "Textbooks"

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  • "Methods for applied macroeconomic research"
  • "Methods for applied macroeconomic research"@en
  • "Methods for Applied Macroeconomic Research"@en
  • "Methods for Applied Macroeconomic Research"

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