Advanced Lectures in Quantitative Economics

Foreword

Preface

List of Contributors

Introduction

Part I: Macroeconomics


1. Neo-Keynesian Macroeconomics in an Open Economy


2. Prospects for Global Trade Imbalances: A Simulation Approach


3. International Coordination of Monetary Policies Under Alternative Exchange-Rate Regimes


4. Price Rigidities and Rationing


5. Decision-Making On Old-age Transfers

Part II: Microeconomics


6. Incentives and Allocation Mechanisms


7. Overlapping Generations Models, an Introduction


8. Post-War Developments in Labor Economics


9. International Trade and the Arbitrage Principle


10. Topics in Resource Economics


11. Option Pricing and Stochastic Processes

Part III: Econometrics


12. Measurement of Expectations and Direct Tests of the REH


13. Estimation of Models Containing Unobserved Rational Expectations


14. Dynamic Econometric Modeling of Decisions under Uncertainty


15. Dynamic Models for Panel Data


16. On the Fundamental Bordered Matrix of Linear Estimation


17. Coherence and Maximum Likelihood Estimation in Demand Systems with Binding Inequality Constraints

Index