This volume is dedicated to the memory and the achievements of Professor Sir Clive Granger, economics Nobel laureate and one of the great econometricians and applied economists of the twentieth and early twenty-first centuries. It comprises contributions from leading econometricians and applied economists who knew Sir Clive and interacted with him over the years, and who wished to pay tribute to him as both a great economist and econometrician, and as a great man. This book was originally published as a special issue of Applied Financial Economics.I. Introduction In assessing the usefulness of macroeconomic models, two criteria are often used. ... financial time series, using the diffusion index methodology of Stock and Watson (SW, 2002a, b) and the factor proxy methodology of Bai ... Ancillary questions that we attempt to provide answers for include: Does the relevantanbsp;...
|Title||:||Perspectives on Econometrics and Applied Economics|
|Author||:||Mark P. Taylor|
|Publisher||:||Routledge - 2014-06-11|