Dynamic Disequilibrium Modeling Theory And Applications
DOWNLOAD
Download Dynamic Disequilibrium Modeling Theory And Applications PDF/ePub or read online books in Mobi eBooks. Click Download or Read Online button to get Dynamic Disequilibrium Modeling Theory And Applications book now. This website allows unlimited access to, at the time of writing, more than 1.5 million titles, including hundreds of thousands of titles in various foreign languages. If the content not found or just blank you must refresh this page
Dynamic Disequilibrium Modeling Theory And Applications
DOWNLOAD
Author : William A. Barnett
language : en
Publisher: Cambridge University Press
Release Date : 1996-06-13
Dynamic Disequilibrium Modeling Theory And Applications written by William A. Barnett and has been published by Cambridge University Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 1996-06-13 with Business & Economics categories.
. The organizers of the ninth symposium, which produced the current proceedings volume, were Claude Hillinger at the University of Munich, Giancarlo Gandolfo at the University of Rome "La Sapienza," A. R. Bergstrom at the University of Essex, and P. C. B. Phillips at Yale University.
Dynamic General Equilibrium Modeling
DOWNLOAD
Author : Burkhard Heer
language : en
Publisher: Springer Science & Business Media
Release Date : 2009-08-12
Dynamic General Equilibrium Modeling written by Burkhard Heer and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2009-08-12 with Business & Economics categories.
Modern business cycle theory and growth theory uses stochastic dynamic general equilibrium models. In order to solve these models, economists need to use many mathematical tools. This book presents various methods in order to compute the dynamics of general equilibrium models. In part I, the representative-agent stochastic growth model is solved with the help of value function iteration, linear and linear quadratic approximation methods, parameterised expectations and projection methods. In order to apply these methods, fundamentals from numerical analysis are reviewed in detail. In particular, the book discusses issues that are often neglected in existing work on computational methods, e.g. how to find a good initial value. In part II, the authors discuss methods in order to solve heterogeneous-agent economies. In such economies, the distribution of the individual state variables is endogenous. This part of the book also serves as an introduction to the modern theory of distribution economics. Applications include the dynamics of the income distribution over the business cycle or the overlapping-generations model. In an accompanying home page to this book, computer codes to all applications can be downloaded.
Nonlinear Econometric Modeling In Time Series
DOWNLOAD
Author : William A. Barnett
language : en
Publisher: Cambridge University Press
Release Date : 2000-05-22
Nonlinear Econometric Modeling In Time Series written by William A. Barnett and has been published by Cambridge University Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2000-05-22 with Business & Economics categories.
Nonlinear Econometric Modeling in Time Series presents the more recent literature on nonlinear time series. Specific topics covered with respect to nonlinearity include cointegration tests, risk-related asymmetries, structural breaks and outliers, Bayesian analysis with a threshold, consistency and asymptotic normality, asymptotic inference and error-correction models. With a world-class panel of contributors, this volume addresses topics with major applications for fields such as foreign-exchange markets and interest rate analysis. Eleventh in this series of international symposia, this volume is also part of the European Conference Series in Quantitative Economics and Econometrics (EC)2.
Business Fluctuations And Cycles
DOWNLOAD
Author : T. Nagakawa
language : en
Publisher: Nova Publishers
Release Date : 2008
Business Fluctuations And Cycles written by T. Nagakawa and has been published by Nova Publishers this book supported file pdf, txt, epub, kindle and other format this book has been release on 2008 with Business & Economics categories.
The business cycle or economic cycle refers to the periodic fluctuations of economic activity about its long term growth trend. The cycle involves shifts over time between periods of relatively rapid growth of output (recovery and prosperity), alternating with periods of relative stagnation or decline (contraction or recession). These fluctuations are often measured using the real gross domestic product. One of the government's main roles is to smooth out the business cycle and reduce its fluctuations. To call those alternances 'cycles' is rather misleading as they don't tend to repeat at fairly regular time intervals. Most observers find that their lengths (from peak to peak, or from trough to trough) vary, so that cycles are not mechanical in their regularity. Since no two cycles are alike in their details, some economists dispute the existence of cycles and use the word 'fluctuations' (or the like) instead. Others see enough similarities between cycles that the cycle is a valid basis of studying the state of the economy. A key question is whether or not there are similar mechanisms that generate recessions and/or booms that exist in capitalist economies so that the dynamics that appear as a cycle will be seen again and again. This new book presents leading-edge research in this field.
Commerce Complexity And Evolution
DOWNLOAD
Author : William A. Barnett
language : en
Publisher: Cambridge University Press
Release Date : 2000-06-05
Commerce Complexity And Evolution written by William A. Barnett and has been published by Cambridge University Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2000-06-05 with Business & Economics categories.
Evolutionary approach to systems from the entire economy to the behaviour of single markets.
Nonlinear Dynamics And Economics
DOWNLOAD
Author : William A. Barnett
language : en
Publisher: Cambridge University Press
Release Date : 1996-10-28
Nonlinear Dynamics And Economics written by William A. Barnett and has been published by Cambridge University Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 1996-10-28 with Business & Economics categories.
This 1997 book presents developments in nonlinear economic dynamics along with related research from other fields, including mathematics, statistics, biology, and physics.
The Economics Of Rising Inequalities
DOWNLOAD
Author : Daniel Cohen
language : en
Publisher: OUP Oxford
Release Date : 2002
The Economics Of Rising Inequalities written by Daniel Cohen and has been published by OUP Oxford this book supported file pdf, txt, epub, kindle and other format this book has been release on 2002 with Business & Economics categories.
The Economics of Rising Inequalities brings together work by leading economists on the rise of inequality in the United States and some European countries that has been observed in the last two decades. These contributions are both theoretical and empirical, and address topics such as the role of organizational change at the firm level, the political economy of inequality and redistributive institutions, the contribution of search and matching and segregation by skills, and new empirical evidence on the underlying anatomy of inequality.
Frontiers Of Development Economics
DOWNLOAD
Author : Gerald M. Meier
language : en
Publisher: World Bank Publications
Release Date : 2001
Frontiers Of Development Economics written by Gerald M. Meier and has been published by World Bank Publications this book supported file pdf, txt, epub, kindle and other format this book has been release on 2001 with Business & Economics categories.
With contributions from 35 leading economists, this forward-looking book explores the future of development economics against the background of the past half-century of development thought and practice. Outstanding representatives of the past two generations of development economists assess development thinking at the turn of the century and look to the unsettled questions confronting the next generation.The volume offers a thorough analysis of the broad range of issues involved in development economics, and it is especially timely in its critique of what is needed in development theory and policy to reduce poverty. An overriding issue is whether in the future 'development economics' is to be regarded simply as applied economics or whether the nature and scope of development economics will constitute a need for a special development theory to supplement general economic theory.'Frontiers of Development Economics' is an ideal reference for all those working in the international development community.
A Continuous Time Econometric Model Of The United Kingdom With Stochastic Trends
DOWNLOAD
Author : Albert Rex Bergstrom
language : en
Publisher: Cambridge University Press
Release Date : 2007-04-16
A Continuous Time Econometric Model Of The United Kingdom With Stochastic Trends written by Albert Rex Bergstrom and has been published by Cambridge University Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2007-04-16 with Business & Economics categories.
Over the last thirty years there has been extensive use of continuous time econometric methods in macroeconomic modelling. This monograph presents a continuous time macroeconometric model of the United Kingdom incorporating stochastic trends. Its development represents a major step forward in continuous time macroeconomic modelling. The book describes the model in detail and, like earlier models, it is designed in such a way as to permit a rigorous mathematical analysis of its steady-state and stability properties, thus providing a valuable check on the capacity of the model to generate plausible long-run behaviour. The model is estimated using newly developed exact Gaussian estimation methods for continuous time econometric models incorporating unobservable stochastic trends. The book also includes discussion of the application of the model to dynamic analysis and forecasting.
Continuous Time Modeling In The Behavioral And Related Sciences
DOWNLOAD
Author : Kees van Montfort
language : en
Publisher: Springer
Release Date : 2018-10-11
Continuous Time Modeling In The Behavioral And Related Sciences written by Kees van Montfort and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2018-10-11 with Medical categories.
This unique book provides an overview of continuous time modeling in the behavioral and related sciences. It argues that the use of discrete time models for processes that are in fact evolving in continuous time produces problems that make their application in practice highly questionable. One main issue is the dependence of discrete time parameter estimates on the chosen time interval, which leads to incomparability of results across different observation intervals. Continuous time modeling by means of differential equations offers a powerful approach for studying dynamic phenomena, yet the use of this approach in the behavioral and related sciences such as psychology, sociology, economics and medicine, is still rare. This is unfortunate, because in these fields often only a few discrete time (sampled) observations are available for analysis (e.g., daily, weekly, yearly, etc.). However, as emphasized by Rex Bergstrom, the pioneer of continuous-time modeling in econometrics, neitherhuman beings nor the economy cease to exist in between observations. In 16 chapters, the book addresses a vast range of topics in continuous time modeling, from approaches that closely mimic traditional linear discrete time models to highly nonlinear state space modeling techniques. Each chapter describes the type of research questions and data that the approach is most suitable for, provides detailed statistical explanations of the models, and includes one or more applied examples. To allow readers to implement the various techniques directly, accompanying computer code is made available online. The book is intended as a reference work for students and scientists working with longitudinal data who have a Master's- or early PhD-level knowledge of statistics.