The Estimation of Macroeconomic Disequilibrium Models with Regime Classification Information
Glenn D. Rudebusch
Broschiertes Buch

The Estimation of Macroeconomic Disequilibrium Models with Regime Classification Information

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I: Introduction.- 1: Overview and Summary.- II: Econometric Specifications of the Disequilibrium Model.- 2: Previous Specifications.- 3: The Exact Excess Demand Specification.- 4: Evaluating the Exact Excess Demand Specification.- Appendix A: Linear Spillovers.- III: Estimation of a Single Market Disequilibrium Model.- 5: Model Structure - Labor Demand and Labor Supply.- 6: Excess Labor Demand Indicators.- 7: Estimation and Results.- Appendix B: Definition of Variables in Part III.- IV: Estimation of a Multimarret Disequilibrium Model.- 8: Model Structure I - Behavior of Agents.- 9: Model Stru...