‘Macroeconometric Models for Portfolio Management’ begins by outlining a portfolio management framework into which macroeconometric models and backtesting i

The main purpose of this monograph is to give a detailed account of a contemporary, state-of-the art, macroeconometric model that is regularly used for policy a

This book looks at the distribution of income and wealth and the effects that this has on the macroeconomy, and vice versa. Is a more equal distribution of inco

The recent financial crisis and the difficulty of using mainstream macroeconomic models to accurately monitor and assess systemic risk have stimulated new analy

This work describes how the discipline has adapted to changing demands by adopting new insights from economic theory and by taking advantage of the methodologic