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Computational tools in econometric modeling for macroeconomics and finance

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  • Dufrénot, Gilles
  • Jawadi, Fredj

Abstract

This paper presents the evolution of structural and non-structural macroeconomic models and discusses the progress of quantitative macroeconomics. We also present and discuss several empirical studies that model the statistical properties of the macroeconomic and financial series under consideration in different ways, using diverse econometric and computational tools. We examine the challenges of quantitative macroeconomics. These elements are illustrated by the different contributions of this special issue.

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  • Dufrénot, Gilles & Jawadi, Fredj, 2013. "Computational tools in econometric modeling for macroeconomics and finance," Economic Modelling, Elsevier, vol. 34(C), pages 1-4.
    • Handle: RePEc:eee:ecmode:v:34:y:2013:i:c:p:1-4
    DOI: 10.1016/j.econmod.2013.05.008
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    Cited by:

    1. Icaro Romolo Sousa Agostino & Wesley Vieira da Silva & Claudimar Pereira da Veiga & Adriano Mendonça Souza, 2020. "Forecasting models in the manufacturing processes and operations management: Systematic literature review," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 39(7), pages 1043-1056, November.

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