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020 _a9783662068243
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024 7 _a10.1007/978-3-662-06824-3
_2doi
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072 7 _aKCA
_2bicssc
072 7 _aBUS069030
_2bisacsh
072 7 _aKCA
_2thema
082 0 4 _a330.1
245 1 0 _aEconomic Structural Change
_h[electronic resource] :
_bAnalysis and Forecasting /
_cedited by Peter Hackl, Anders H. Westlund.
250 _a1st ed. 1991.
264 1 _aBerlin, Heidelberg :
_bSpringer Berlin Heidelberg :
_bImprint: Springer,
_c1991.
300 _aX, 385 p. 30 illus.
_bonline resource.
336 _atext
_btxt
_2rdacontent
337 _acomputer
_bc
_2rdamedia
338 _aonline resource
_bcr
_2rdacarrier
347 _atext file
_bPDF
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505 0 _a1 Introduction -- I Identification of Structural Change -- 2 Recursive M-Tests for the Change-Point Problem -- 3 Recursive vs. OLS Residuals in the CUSUM Test -- 4 Kimball's Inequality and Bounds Tests for Comparing Several Regressions under Heteroscedasticity -- 5 A Further Look at Model Evaluation -- 6 Bayesian Inferences about the Intersection of Two Regressions -- 7 Nonparametric Sequential Surveillance of Intervention Effects in Time Series -- 8 A Monte Carlo Study of the Effects of Structural Breaks on Tests for Unit Roots -- II Model Building in the Presence of Structural Change -- 9 Forecast Encompassing and Model Evaluation -- 10 An Introduction to Time-Varying Parameter Cointegration -- 11 Disequilibrium Modeling, Switching Regressions, and Their Relationship to Structural Change -- 12 Stochastic Trends in Simultaneous Equation Systems -- 13 Time-Varying Nonlinear Regression -- 14 Stability Analysis Using Kaiman Filtering, Scoring, EM, and an Adaptive EM method -- III Forecasting in the Presence of Structural Change -- 15 A Note on Bayesian Forecast Combination Procedures -- 16 A New Approach to Statistical Forecasting -- IV Economic Modeling and the Use of Empirical Data -- 17 The Relation between Economic Growth and Structural Change -- 18 Structural Change in Swedish and Finnish Monthly Industrial Output Series -- 19 On the Estimation of Time-varying Parameters in Transfer Function Models -- 20 Abrupt and Gradual Structural Shifts in State-Space Models -- 21 Structural Changes in the Real GNP Interdependence of the USA, West Germany, and Japan: 1970-1986 -- 22 Interactive Poverty and Affluence of a Society: Change-Point Models for Structural Changes -- Author Index -- List of Authors.
520 _aStructural change is a fundamental concept in economic model building. Statistics and econometrics provide the tools for identification of change, for estimating the onset of a change, for assessing its extent and relevance. Statistics and econometrics also have de­ veloped models that are suitable for picturing the data-generating process in the presence of structural change by assimilating the changes or due to the robustness to its presence. Important subjects in this context are forecasting methods. The need for such methods became obvious when, as a consequence of the oil price shock, the results of empirical analyses suddenly seemed to be much less reliable than before. Nowadays, economists agree that models with fixed structure that picture reality over longer periods are illusions. An example for less dramatic causes than the oil price shock with similarly profound effects is economic growth and its impacts on the economic system. Indeed, economic growth was a motivating concept for this volume. In 1983, the International Institute for Applied Systems Analysis (IIASA) in Laxen­ burg/ Austria initiated an ambitious project on "Economic Growth and Structural Change".
650 0 _aEconomic theory.
650 0 _aStatistics .
650 0 _aEconomic policy.
650 1 4 _aEconomic Theory/Quantitative Economics/Mathematical Methods.
_0https://scigraph.springernature.com/ontologies/product-market-codes/W29000
650 2 4 _aStatistics for Business, Management, Economics, Finance, Insurance.
_0https://scigraph.springernature.com/ontologies/product-market-codes/S17010
650 2 4 _aR & D/Technology Policy.
_0https://scigraph.springernature.com/ontologies/product-market-codes/W43000
700 1 _aHackl, Peter.
_eeditor.
_4edt
_4http://id.loc.gov/vocabulary/relators/edt
700 1 _aWestlund, Anders H.
_eeditor.
_4edt
_4http://id.loc.gov/vocabulary/relators/edt
710 2 _aSpringerLink (Online service)
773 0 _tSpringer Nature eBook
776 0 8 _iPrinted edition:
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776 0 8 _iPrinted edition:
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776 0 8 _iPrinted edition:
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