Structural Macroeconometrics

February 28, 2008

The central theme of this advanced textbook on macroeconomic time series analysis is that "DSGE (dynamic stochastic general equilibrium) models ... serve directly as the foundations upon which empirical work may be conducted". The book fulfils this aim admirably and covers standard statistical methods neatly; it is certainly worth the attention of econometricians who are not wedded to the authors' stance.

Who is it for? Graduate economics, students, macroeconomic researchers.

Presentation: Mostly good, but chapter two is unnecessarily hard relative to the next six chapters.

Would you recommend it? Yes, but many readers will need help with pathways through the book.

Structural Macroeconometrics

Authors: David Dejong with Chetan Dave
Edition: First
Publisher: Princeton University Press
Pages: 352
Price: £29.95
ISBN 9780691126487

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