International macroe.. - Free

Subject IndexAAbsorption, 16, 230AIC, 25Approximate solutionPricing-to-market model, 292—294Redux model, 274—275Real business cycle model,144—148, 154—158Arrow-Debreu model, 105, 137Ask price, 6Asymptotic distribution, 24Augmented Dickey-Fuller regression,46Autocovariance generating function,73—74Autoregressive process, 24BBalance of paymentsAccounts 18—20Subaccounts, 19Capital account, 19Current account, 19Official settlements account,19TransactionsCredit transactions, 18Debit transaction, 18Balanced growth path, 141Balassa-Samuelson model (begin),214—217Bartlett window, 37Bayes’ Rule, 191Beggar-thy-neighbor policy, 234,384, 300, 301Bias of estimator of ρKendall adjustment univariatecase, 57Nickell adjustment for paneldata, 57BIC, 26Bid price, 6Bootstrap, 29, 58—59Nonparametric, 29Panel unit-root test, 59Panel study of monetarymodel, 98Parametric,Impulse response standarderrors, 29Panel unit-root test, 58Residual bootstrap, 58Brownian motion (Wiener process),306360