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