Title: Time series analysis and macroeconometric modelling
First published: 1995
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.
Subjects: Macroeconomics, Econometric models, Time-series analysis, Economists, Economists, great britain
Places: Great Britain
People: Kenneth Frank Wallis
LC classification: HB103.W35 W35 1995