The Estimation of Macroeconomic Disequilibrium Models with Regime Classification Information

  • Glenn D. Rudebusch

Part of the Lecture Notes in Economics and Mathematical Systems book series (LNE, volume 288)

Table of contents

  1. Front Matter
    Pages i-vii
  2. Introduction

    1. Front Matter
      Pages 1-1
    2. Glenn D. Rudebusch
      Pages 2-4
  3. Econometric Specifications of the Disequilibrium Model

    1. Front Matter
      Pages 5-5
    2. Glenn D. Rudebusch
      Pages 6-17
    3. Glenn D. Rudebusch
      Pages 18-30
    4. Glenn D. Rudebusch
      Pages 31-40
  4. Estimation of a Single Market Disequilibrium Model

    1. Front Matter
      Pages 43-43
    2. Glenn D. Rudebusch
      Pages 44-47
    3. Glenn D. Rudebusch
      Pages 48-55
    4. Glenn D. Rudebusch
      Pages 56-70
  5. Estimation of a Multimarket Disequilibrium Model

    1. Front Matter
      Pages 73-73
    2. Glenn D. Rudebusch
      Pages 74-85
    3. Glenn D. Rudebusch
      Pages 86-91
    4. Glenn D. Rudebusch
      Pages 92-100
    5. Glenn D. Rudebusch
      Pages 101-109
  6. Conclusion

    1. Front Matter
      Pages 115-115
    2. Glenn D. Rudebusch
      Pages 116-119
  7. Back Matter
    Pages 120-132

About this book

Keywords

econometrics international trade labor market macroeconomics

Authors and affiliations

  • Glenn D. Rudebusch
    • 1
  1. 1.Division of Research and StatisticsBoard of Governors of the Federal Reserve SystemUSA

Bibliographic information

  • DOI https://doi.org/10.1007/978-3-642-45625-1
  • Copyright Information Springer-Verlag Berlin Heidelberg 1987
  • Publisher Name Springer, Berlin, Heidelberg
  • eBook Packages Springer Book Archive
  • Print ISBN 978-3-540-17757-9
  • Online ISBN 978-3-642-45625-1
  • Series Print ISSN 0075-8442
  • About this book