Mario Forni – författare

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2 produkter

1. 

   Aggregation and the Microfoundations of Dynamic Macroeconomics

   Av Mario Forni, Marco Lippi

   Inbunden, 1997

   2483 kr

   Lägg i varukorg

   This book argues that modern macroeconomics has completely overlooked the aggregate nature of the data. Standard models start with intertemporally maximizing agents and obtain dynamic equations linking economic variables like consumption, income, investment interest rate and employment. Such …

2. 

   TIME SERIES IN HIGH DIMENSIONS: THE GENERAL DYNAMIC FACTOR MODEL

   Av Hallin Marc, Marc Hallin m. fl.

   Inbunden, 2020

   3337 kr

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   Factor models have become the most successful tool in the analysis and forecasting of high-dimensional time series. This monograph provides an extensive account of the so-called General Dynamic Factor Model methods. The topics covered include: asymptotic representation problems, estimation, …