Time series analysis and macroeconometric modelling
Subtitle: the collected papers of Kenneth F. Wallis
By: Kenneth F. Wallis.
Series: Economists of the twentieth century
Publisher: E. Elgar
Published: 1995
Place of publication: Aldershot, UK; Brookfield, Vt., US
Language: eng
Number of pages: 426
Subjects: Wallis, Kenneth Frank.; Economists -- Great Britain.; Time-series analysis.; Macroeconomics -- Econometric models.
Description: This major volume of essays by Kenneth F. Wallis features 28 articles published over a quarter of a century on the statistical analysis of economic time series, large-scale macroeconometric modelling, and the interface between them.

The first part deals with time-series econometrics and includes significant early contributions to the development of the LSE tradition in time-series econometrics, which is the dominant British tradition and has considerable influence worldwide. Later sections discuss theoretical and practical issues in modelling seasonality and forecasting, with applications in both large-scale and small-scale models.

The final section summarizes the research programme of the ESRC Macroeconomic Modelling Bureau, a unique comparison project among economy-wide macroeconometric models. Professor Wallis has written a detailed introduction to the papers in this volume in which he explains the background to these papers and comments on subsequent developments.
Notes: Includes bibliographical references and index.