Statistical Analysis and Forecasting of Economic Structural Change

  • Peter Hackl

Table of contents

  1. Front Matter
    Pages i-xix
  2. Introduction

    1. Front Matter
      Pages 1-1
  3. Identification of Structural Change

  4. Model Building in the Presence of Structural Change

    1. Front Matter
      Pages 189-189
    2. Yuri P. Lukashin
      Pages 209-216
    3. Józef Dziechciarz
      Pages 217-251
    4. Peter M. Robinson
      Pages 253-264
    5. Valeri V. Fedorov
      Pages 265-272
    6. Lyle D. Broemeling
      Pages 273-278
    7. Francis X. Diebold, Peter Pauly
      Pages 297-318
  5. Data Analysis and Modeling

  6. Back Matter
    Pages 475-490

About this book


In 1984, the University of Bonn (FRG) and the International Institute for Applied System Analysis (IIASA) in Laxenburg (Austria), created a joint research group to analyze the relationship between economic growth and structural change. The research team was to examine the commodity composition as well as the size and direction of commodity and credit flows among countries and regions. Krelle (1988) reports on the results of this "Bonn-IIASA" research project. At the same time, an informal IIASA Working Group was initiated to deal with prob­ lems of the statistical analysis of economic data in the context of structural change: What tools do we have to identify nonconstancy of model parameters? What type of models are particularly applicable to nonconstant structure? How is forecasting affected by the presence of nonconstant structure? What problems should be anticipated in applying these tools and models? Some 50 experts, mainly statisticians or econometricians from about 15 countries, came together in Lodz, Poland (May 1985); Berlin, GDR (June 1986); and Sulejov, Poland (September 1986) to present and discuss their findings. This volume contains a selected set of those conference contributions as well as several specially invited chapters.


data analysis econometrics economics efficiency forecasting latent variables macroeconomics modeling nonlinear dynamics poverty regression regression analysis statistics taxation time series analysis

Editors and affiliations

  • Peter Hackl
    • 1
    • 2
  1. 1.Institut für StatistikWirtschaftsuniversitätWienAustria
  2. 2.Department of Statistics and Actuarial ScienceThe University of IowaIowa CityUSA

Bibliographic information

  • DOI
  • Copyright Information Springer-Verlag Berlin Heidelberg 1989
  • Publisher Name Springer, Berlin, Heidelberg
  • eBook Packages Springer Book Archive
  • Print ISBN 978-3-662-02573-4
  • Online ISBN 978-3-662-02571-0
  • Buy this book on publisher's site