Compilation of "Core" Subject Books Recommended by TM Users

[airjesse123]

Editing this post to make it more accessible. This will now serve as a reference for books:

Micro Theory
Varian: "Microeconomic Analysis" (Thanks Walt526)
M-W-D: "Microeconomic Theory"
Kreps: "A Course in Microeconomic Theory"
J-R: "Advanced Microeconomic Theory" (Thanks ZurichEcon)

Macro Theory
Blanchard: "Macroeconomics" (Thanks Casual Effect)

Econometrics
General
Greene: "Econometric Analysis"
Kennedy: "A Guide to Econometrics" (Thanks Walt526)
Amemiya: "Advanced Econometrics"
Time Series
Hamilton: "Time Series Analysis" (Thanks MoustaBill)
Micro
C-T: "Microeconometrics: Methods and Apps" (Thanks Casual Effect)
Arellano: "Panel Data Econometrics" (Thanks Casual Effect)


Want to add prices etc. when I have free time.

[walt526]

Micro: Varian, "Microeconomic Analysis"
Macro: King James, "The Bible"
Metrics: Kennedy, "A Guide to Econometrics"


Seriously, Macro depends on how/where it is being taught. There is no single volume that is adequate for all approaches.

[airjesse123]

Micro: Varian, "Microeconomic Analysis"
Macro: King James, "The Bible"
Metrics: Kennedy, "A Guide to Econometrics"

Seriously, Macro depends on how/where it is being taught. There is no single volume that is adequate for all approaches.

I LOLed. Thanks (again) Walt.

[ilikefreefood]

So you're telling me that if I eat shellfish, the unemployment rate will go up?

[walt526]

So you're telling me that if I eat shellfish, the unemployment rate will go up?

Sure, why not?

[corolla09]

Micro: Varian > Mas-Collel for actually understanding Micro., But MWG has everything.
Macro: depends maybe Romer
Metrics: Green

[airjesse123]

Micro: Varian, "Microeconomic Analysis"
Macro: King James, "The Bible"
Metrics: Kennedy, "A Guide to Econometrics"

Seriously, Macro depends on how/where it is being taught. There is no single volume that is adequate for all approaches.

So I asked for one book. Looking at Amazon reviews, looks like they expect these volumes to be followed up with others. So would you say it is fair that for them to be followed up with:

Micro: Varian, "Microeconomic Analysis"
-->Amazon.com: Microeconomic Theory (9780195073409): Andreu Mas-Colell, Michael D. Whinston, Jerry R. Green: Books, Amazon.com: A Course in Microeconomic Theory (9780691042640): David M. Kreps: Books
Metrics: Kennedy, "A Guide to Econometrics"
-->Amazon.com: Advanced Econometrics (9780674005600): Takeshi Amemiya: Books, Amazon.com: Econometric Analysis (9780135132456): William H. Greene: Books

This is good info for me because I am looking for soft intros into the advanced topics before reading those full books (the followup) in my coursework.

[MoustaBill]

Hamilton for time-series.

[airjesse123]

Is there a compilation of this in an old thread? Should I start one in the OP? Too bad TM doesn't have a thread "wiki"

[Casual Effect]

Micro --> MGW
Macro-- > My vote is going to Blanchard
Econometrics --> Time Series --> Time Series Analysis, Hamilton
Microeconometrics --> Cameron & Trivedi
General --> Green
Introductory --> Amemiya