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Searching for a theory that fits the data: a personal research odyssey
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| Veröffentlicht in: | Econometrics 9(2021), 1/5 vom: März, Seite 1-27 |
|---|---|
| Personen und Körperschaften: | |
| Titel: | Searching for a theory that fits the data: a personal research odyssey/ Katarina Juselius |
| Format: | E-Book-Kapitel |
| Sprache: | Englisch |
| veröffentlicht: |
2021
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| Gesamtaufnahme: |
: Econometrics, 9(2021), 1/5 vom: März, Seite 1-27
, volume:9 |
| Schlagwörter: | |
| Quelle: | Verbunddaten SWB Lizenzfreie Online-Ressourcen |
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| contents | This survey paper discusses the Cointegrated Vector AutoRegressive (CVAR) methodology and how it has evolved over the past 30 years. It describes major steps in the econometric development, discusses problems to be solved when confronting theory with the data, and, as a solution, proposes a so-called theory-consistent CVAR scenario. A number of early CVAR applications are motivated by the urge to find out why the empirical results did not support Milton Friedman's concept of monetary inflation. The paper also proposes a method for combining partial CVAR analyses into a large-scale macroeconomic model. It argues that an empirically-based approach to macroeconomics preferably should be based on Keynesian disequilibrium economics, where imperfect knowledge expectations replace so called rational expectations and where the financial sector plays a key role for understanding the long persistent movements in the data. Finally, the paper argues that the CVAR is potentially a candidate for Haavelmo's "design of experiment for passive observations" and provides several illustrations. |
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| spelling | Jusélius, Katarina 1943- VerfasserIn (DE-588)170429717 (DE-627)060518545 (DE-576)131318039 aut, Searching for a theory that fits the data a personal research odyssey Katarina Juselius, 2021, Text txt rdacontent, Computermedien c rdamedia, Online-Ressource cr rdacarrier, DE-206 Open Access Controlled Vocabulary for Access Rights http://purl.org/coar/access_right/c_abf2, This survey paper discusses the Cointegrated Vector AutoRegressive (CVAR) methodology and how it has evolved over the past 30 years. It describes major steps in the econometric development, discusses problems to be solved when confronting theory with the data, and, as a solution, proposes a so-called theory-consistent CVAR scenario. A number of early CVAR applications are motivated by the urge to find out why the empirical results did not support Milton Friedman's concept of monetary inflation. The paper also proposes a method for combining partial CVAR analyses into a large-scale macroeconomic model. It argues that an empirically-based approach to macroeconomics preferably should be based on Keynesian disequilibrium economics, where imperfect knowledge expectations replace so called rational expectations and where the financial sector plays a key role for understanding the long persistent movements in the data. Finally, the paper argues that the CVAR is potentially a candidate for Haavelmo's "design of experiment for passive observations" and provides several illustrations., DE-206 Namensnennung 4.0 International CC BY 4.0 cc http://creativecommons.org/licenses/by/4.0/, 1.1\x VAR-Modell (DE-627)091396956 (DE-2867)19573-0 stw, 1.2\x Kointegration (DE-627)09137104X (DE-2867)19576-1 stw, 1.3\x Theorie (DE-627)091394902 (DE-2867)19073-6 stw, cointegrated VAR, empirically-based macroeconomics, linking theory to evidence, methodology, Aufsatz in Zeitschrift DE-206, Enthalten in Econometrics Basel : MDPI, 2013 9(2021), 1/5 vom: März, Seite 1-27 Online-Ressource (DE-627)74684042X (DE-600)2717594-7 (DE-576)382897196 2225-1146 nnns, volume:9 year:2021 number:1/5 month:03 pages:1-27, https://www.mdpi.com/2225-1146/9/1/5/pdf Verlag kostenfrei, https://doi.org/10.3390/econometrics9010005 Resolving-System kostenfrei, http://hdl.handle.net/10419/247596 Resolving-System kostenfrei, https://doi.org/10.3390/econometrics9010005 LFER, https://www.mdpi.com/2225-1146/9/1/5/pdf LFER, LFER 2021-03-08T21:30:46Z |
| spellingShingle | Jusélius, Katarina, Searching for a theory that fits the data: a personal research odyssey, This survey paper discusses the Cointegrated Vector AutoRegressive (CVAR) methodology and how it has evolved over the past 30 years. It describes major steps in the econometric development, discusses problems to be solved when confronting theory with the data, and, as a solution, proposes a so-called theory-consistent CVAR scenario. A number of early CVAR applications are motivated by the urge to find out why the empirical results did not support Milton Friedman's concept of monetary inflation. The paper also proposes a method for combining partial CVAR analyses into a large-scale macroeconomic model. It argues that an empirically-based approach to macroeconomics preferably should be based on Keynesian disequilibrium economics, where imperfect knowledge expectations replace so called rational expectations and where the financial sector plays a key role for understanding the long persistent movements in the data. Finally, the paper argues that the CVAR is potentially a candidate for Haavelmo's "design of experiment for passive observations" and provides several illustrations., VAR-Modell, Kointegration, Theorie, cointegrated VAR, empirically-based macroeconomics, linking theory to evidence, methodology, Aufsatz in Zeitschrift |
| title | Searching for a theory that fits the data: a personal research odyssey |
| title_auth | Searching for a theory that fits the data a personal research odyssey |
| title_full | Searching for a theory that fits the data a personal research odyssey Katarina Juselius |
| title_fullStr | Searching for a theory that fits the data a personal research odyssey Katarina Juselius |
| title_full_unstemmed | Searching for a theory that fits the data a personal research odyssey Katarina Juselius |
| title_in_hierarchy | Searching for a theory that fits the data: a personal research odyssey / Katarina Juselius, |
| title_short | Searching for a theory that fits the data |
| title_sort | searching for a theory that fits the data a personal research odyssey |
| title_sub | a personal research odyssey |
| topic | VAR-Modell, Kointegration, Theorie, cointegrated VAR, empirically-based macroeconomics, linking theory to evidence, methodology, Aufsatz in Zeitschrift |
| topic_facet | VAR-Modell, Kointegration, Theorie, cointegrated VAR, empirically-based macroeconomics, linking theory to evidence, methodology, Aufsatz in Zeitschrift |
| url | https://www.mdpi.com/2225-1146/9/1/5/pdf, https://doi.org/10.3390/econometrics9010005, http://hdl.handle.net/10419/247596 |