Macroeconomic Modeling to Analyze the Development of Investments in Romania in the Transition
Author
Abstract
Suggested Citation
Download full text from publisher
References listed on IDEAS
- Bergstrom, A.R., 1997. "Gaussian Estimation of Mixed-Order Continuous-Time Dynamic Models with Unobservable Stochastic Trends from Mixed Stock and Flow Data," Econometric Theory, Cambridge University Press, vol. 13(4), pages 467-505, February.
- Capros, P. & Karadeloglou, P. & Mentzas, G., 1990. "An empirical assessment of macroeconometric and CGE approaches in policy modeling," Journal of Policy Modeling, Elsevier, vol. 12(3), pages 557-585.
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- Thornton, Michael A. & Chambers, Marcus J., 2017.
"Continuous time ARMA processes: Discrete time representation and likelihood evaluation,"
Journal of Economic Dynamics and Control, Elsevier, vol. 79(C), pages 48-65.
- Michael Thornton & Marcus Chambers, 2016. "Continuous Time ARMA Processes: Discrete Time Representation and Likelihood Evaluation," Discussion Papers 16/10, Department of Economics, University of York.
- Michael A. Thornton & Marcus J. Chambers, 2013. "Continuous-time autoregressive moving average processes in discrete time: representation and embeddability," Journal of Time Series Analysis, Wiley Blackwell, vol. 34(5), pages 552-561, September.
- Meyer, Bernd & Ahlert, Gerd, 2019.
"Imperfect Markets and the Properties of Macro-economic-environmental Models as Tools for Policy Evaluation,"
Ecological Economics, Elsevier, vol. 155(C), pages 80-87.
- Bernd Meyer & Gerd Ahlert, 2016. "Imperfect Markets and the Properties of Macro-Economic-Environmental Models as Tools for Policy Evaluation," GWS Discussion Paper Series 16-9, GWS - Institute of Economic Structures Research.
- Zalai, Ernő, 1998. "Általános egyensúlyi modellek alkalmazása gazdaságpolitikai elemzésekre [Application of general equilibrium models to economic policy analyses]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(12), pages 1065-1081.
- Valadkhani, A., 2005. "Macroeconomic Modelling: Approaches and Experiences in Development Countries," Applied Econometrics and International Development, Euro-American Association of Economic Development, vol. 5(1).
- McCrorie, J. Roderick & Chambers, Marcus J., 2006.
"Granger causality and the sampling of economic processes,"
Journal of Econometrics, Elsevier, vol. 132(2), pages 311-336, June.
- McCrorie, J.R. & Chambers, M.J., 2004. "Granger Causality and the Sampling of Economic Processes," Other publications TiSEM 02e79e30-1761-4800-8824-7, Tilburg University, School of Economics and Management.
- McCrorie, J.R. & Chambers, M.J., 2004. "Granger Causality and the Sampling of Economic Processes," Discussion Paper 2004-39, Tilburg University, Center for Economic Research.
- J. Roderick McCrorie, 2000. "The Likelihood of a Continuous-time Vector Autoregressive Model," Working Papers 419, Queen Mary University of London, School of Economics and Finance.
- Theodore Simos, 2008. "The exact discrete model of a system of linear stochastic differential equations driven by fractional noise," Journal of Time Series Analysis, Wiley Blackwell, vol. 29(6), pages 1019-1031, November.
- Chambers, MJ & McCrorie, JR & Thornton, MA, 2017. "Continuous Time Modelling Based on an Exact Discrete Time Representation," Economics Discussion Papers 20497, University of Essex, Department of Economics.
- Valadkhani, Abbas, 2004. "History of macroeconometric modelling: lessons from past experience," Journal of Policy Modeling, Elsevier, vol. 26(2), pages 265-281, February.
- Russel J. Cooper & Kieran P. Donaghy, 2007.
"Risk and Growth: Theoretical Relationships and Preliminary Estimates for South Africa,"
Advances in Spatial Science, in: Russel Cooper & Kieran Donaghy & Geoffrey Hewings (ed.), Globalization and Regional Economic Modeling, chapter 17, pages 417-464,
Springer.
- Russel Cooper & Kieran P. Donaghy, 2000. "Risk and Growth: Theoretical Relationships and Preliminary Estimates for South Africa," Econometric Society World Congress 2000 Contributed Papers 0527, Econometric Society.
- Byers, S. L. & Nowman, K. B., 1998. "Forecasting U.K. and U.S. interest rates using continuous time term structure models," International Review of Financial Analysis, Elsevier, vol. 7(3), pages 191-206.
- Lorenzo Boldrini, 2015. "Forecasting the Global Mean Sea Level, a Continuous-Time State-Space Approach," CREATES Research Papers 2015-40, Department of Economics and Business Economics, Aarhus University.
- Chambers, M.J. & McCrorie, J.R., 2004.
"Frequency Domain Gaussian Estimation of Temporally Aggregated Cointegrated Systems,"
Other publications TiSEM
0d3ed468-36ef-4baf-8339-8, Tilburg University, School of Economics and Management.
- Chambers, M.J. & McCrorie, J.R., 2004. "Frequency Domain Gaussian Estimation of Temporally Aggregated Cointegrated Systems," Discussion Paper 2004-40, Tilburg University, Center for Economic Research.
- Buscher, Herbert S. & Buslei, Hermann & Goggelmann, Klaus & Koschel, Henrike & Schmidt, Tobias F. N. & Steiner, Viktor & Winker, Peter, 2001.
"Empirical macro models under test. A comparative simulation study of the employment effects of a revenue neutral cut in social security contributions,"
Economic Modelling, Elsevier, vol. 18(3), pages 455-474, August.
- Buscher, Herbert S. & Buslei, Hermann & Göggelmann, Klaus & Koschel, Henrike & Ramb, Fred & Schmidt, Tobias F. N. & Steiner, Viktor & Winker, Peter, 1998. "Empirical macromodels under test: a comparative simulation study of the employment effects of a revenue neutral cut in social security contributions," ZEW Discussion Papers 98-40, ZEW - Leibniz Centre for European Economic Research.
- Michael A. Thornton & Marcus J. Chambers, 2013. "Temporal aggregation in macroeconomics," Chapters, in: Nigar Hashimzade & Michael A. Thornton (ed.), Handbook of Research Methods and Applications in Empirical Macroeconomics, chapter 13, pages 289-310, Edward Elgar Publishing.
- Adams, F. Gerard & Park, I., 1995. "Measuring the impact of AFTA: An application of a linked CGE system," Journal of Policy Modeling, Elsevier, vol. 17(4), pages 325-365, August.
- J. Roderick McCrorie, 2000. "The Likelihood of a Continuous-time Vector Autoregressive Model," Working Papers 419, Queen Mary University of London, School of Economics and Finance.
- Valadkhani, Abbas, 2005. "Macroeconometric Modelling: Approaches and Experiences in Developing Countries," Economics Working Papers wp05-10, School of Economics, University of Wollongong, NSW, Australia.
- Roderick McCrorie, J., 2001. "Interpolating exogenous variables in continuous time dynamic models," Journal of Economic Dynamics and Control, Elsevier, vol. 25(9), pages 1399-1427, September.
More about this item
Keywords
Macroeconomic modelling; output; endogenous variables; exogenous variables; regressions; capital stock;All these keywords.
Statistics
Access and download statisticsCorrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:pet:annals:v:9:i:3:y:2009:p:269-276. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Imola Driga (email available below). General contact details of provider: http://www.upet.ro/ .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.