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Computational tools in econometric modeling for macroeconomics and finance

Gilles Dufrénot 1, 2, 3 Fredj Jawadi 4, 5, 6, 7
1 GREQAM - Groupement de Recherche en Économie Quantitative d'Aix-Marseille
2 Centre de recherche de la Banque de France
3 CEPII - Centre d'Etudes Prospectives et d'Informations Internationales
4 Amiens School of Management
5 EconomiX
6 UEVE - Université d'Évry-Val-d'Essonne
7 LITEM - Laboratoire en Innovation, Technologies, Economie et Management (EA 7363)
Abstract : This paper presents the evolution of structural and non-structural macroeconomic models and discusses the progress of quantitative macroeconomics. We also present and discuss several empirical studies that model the statistical properties of the macroeconomic and financial series under consideration in different ways, using diverse econometric and computational tools. We examine the challenges of quantitative macroeconomics. These elements are illustrated by the different contributions of this special issue.
Keywords : Computational economics Non-structural econometrics
Document type :
Journal articles
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https://hal-amu.archives-ouvertes.fr/hal-01499642
Contributor : Elisabeth Lhuillier <>
Submitted on : Friday, March 31, 2017 - 5:06:36 PM
Last modification on : Wednesday, August 5, 2020 - 3:17:57 AM

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UNIV-AMU | GREQAM | CNRS | UNIV-PARIS10 | EHESS | EC-MARSEILLE | ECONOMIX | AMSE | UNIV-PARIS-LUMIERES | LITEM | UNIV-EVRY | PSL

Citation

Gilles Dufrénot, Fredj Jawadi. Computational tools in econometric modeling for macroeconomics and finance. Economic Modelling, Elsevier, 2013, Recent Developments in Computational Economics and Finance: 2nd ISECF Conference (Tunis, 2012), 34, pp.1-4. ⟨10.1016/j.econmod.2013.05.008⟩. ⟨hal-01499642⟩

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