Estimation of Disequilibrium Models

  • Hans-Jürg Büttler
  • Gertrud Frei
  • Bernd Schips

Part of the Lecture Notes in Economics and Mathematical Systems book series (LNE, volume 279)

Table of contents

  1. Front Matter
    Pages N2-VI
  2. Hans-Jürg Büttler, Gertrud Frei, Bernd Schips
    Pages 1-3
  3. Hans-Jürg Büttler, Gertrud Frei, Bernd Schips
    Pages 4-10
  4. Hans-Jürg Büttler, Gertrud Frei, Bernd Schips
    Pages 11-18
  5. Hans-Jürg Büttler, Gertrud Frei, Bernd Schips
    Pages 19-39
  6. Hans-Jürg Büttler, Gertrud Frei, Bernd Schips
    Pages 40-82
  7. Hans-Jürg Büttler, Gertrud Frei, Bernd Schips
    Pages 83-114
  8. Back Matter
    Pages 115-117

About this book

Introduction

This monograph grew out of a project which was sponsored by the Swiss National Foundation ("Schweizerischer Nationalfonds") under grant no. 4. 636-0. 83. 09. Yithin this project, prediction-oriented estimation methods for the canonical econometric disequilibrium model were developed. The present monograph deals with the application of these estimation techniques to three aggregative markets of the Swiss economy. Parts of the monograph have been presented at various places: the estimation techniques described in chapter 3 at the European Meeting of the Econometric Society, Madrid 1984; the application to residential investment described in chapter 4 at a symposium on housing policy at the University of Mannheim, 1984; the empirical study on the money stock described in chapter 5 at the Symposium on Money, Banking and Insurance held at the University of Karlsruhe, 1984, as well as at a joint seminar of the University of Basle and the Bank for International Settlements (BIS), 1985; and, finally, the empirical study on the aggregate labor market described in chapter 6 at a seminar of the University of ZUrich, 1985. Comments from toe seminar participants, in particular from Palle S. Andersen (BIS) who served as a discussant, Pascal Bridel (Swiss National Bank, SNB), Franz Ettlin (SNB), and Kurt Schiltknecht (Nordfinanz-Bank, Zurich) are gratefully acknowledged, without implying any responsibility on their part. The methodological part described in chapters 2 and 3 is contributed by G. Frei and B.

Keywords

banking econometrics economy equilibrium foundation insurance investment labor market meeting university value-at-risk

Authors and affiliations

  • Hans-Jürg Büttler
    • 1
  • Gertrud Frei
    • 2
  • Bernd Schips
    • 2
  1. 1.Swiss National BankZurichSwitzerland
  2. 2.Hochschule St. GallenSt. GallenSwitzerland

Bibliographic information

  • DOI https://doi.org/10.1007/978-3-642-48340-0
  • Copyright Information Springer-Verlag Berlin Heidelberg 1986
  • Publisher Name Springer, Berlin, Heidelberg
  • eBook Packages Springer Book Archive
  • Print ISBN 978-3-540-16817-1
  • Online ISBN 978-3-642-48340-0
  • Series Print ISSN 0075-8442
  • About this book