Dynamic Modeling Empirical Macroeconomics And Finance
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Dynamic Modeling Empirical Macroeconomics And Finance
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Author : Lucas Bernard
language : en
Publisher: Springer
Release Date : 2016-10-03
Dynamic Modeling Empirical Macroeconomics And Finance written by Lucas Bernard and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2016-10-03 with Business & Economics categories.
This edited volume, with contributions by area experts, offers discussions on a range of evolving topics in economics and social development. At center are important issues central to sustainable development, economic growth, technological change, the economics of climate change, commodity markets, long wave theory, non-linear dynamic models, and boom-bust cycles. This is an excellent reference for academic and professional economists interested in emerging areas of empirical macroeconomics and finance. For policy makers and curious readers alike, it is also an outstanding introduction to the economic thinking of those who seek a holistic and all-compassing approach in economic theory and policy. Looking into new data and methodology, this book offers fresh approaches in a post-crisis environment. Set in a profound understanding of the diverse currents within the many traditions of economic thought, this book pushes the established frontiers of economic thinking. It is dedicated to a leading scholar in the areas covered in this book, Willi Semmler.
Dynamic Macroeconomic Models In Emerging Market Economies
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Author : Daniel Lukui Jia
language : en
Publisher: Springer Nature
Release Date : 2020-08-26
Dynamic Macroeconomic Models In Emerging Market Economies written by Daniel Lukui Jia and has been published by Springer Nature this book supported file pdf, txt, epub, kindle and other format this book has been release on 2020-08-26 with Business & Economics categories.
This book summarizes the evolution of modern macroeconomics (New Consensus Macroeconomics, NCM) and proposes a new approach to theoretical and empirical analysis, which is based on a recently developed dynamic stochastic general equilibrium (DSGE) model. Dynamic macroeconomic analysis in emerging market economies is challenging, and of growing importance in the global economy, where emerging markets are becoming more and more influential. Clearly, a deeper understanding of the inner workings of emerging economies, particularly with respect to their socioeconomic structure and the urbanization process, is needed. The book’s extends the NCM/DSGE model to better account for significant economic and social features in emerging market economies. In particular, household heterogeneities and social stratification are explicitly incorporated into the framework proposed here, substantially enhancing the comprehensiveness of the model economy, and allowing it to better account for underlying social structure in emerging economies. Furthermore, financial and housing markets have not been considered sufficiently in either the advanced or emerging economy literature, an oversight this book remedies. As such, it makes an original and valuable contribution to the field, and a direction for future research.
System Dynamics In Economic And Financial Models
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Author : Christiaan Heij
language : en
Publisher: Wiley
Release Date : 1997-12-05
System Dynamics In Economic And Financial Models written by Christiaan Heij and has been published by Wiley this book supported file pdf, txt, epub, kindle and other format this book has been release on 1997-12-05 with Business & Economics categories.
System Dynamics in Economic and Financial Models Edited by Christiaan Heij, Hans Schumacher, Bernard Hanzon and Kees Praagman System Dynamics in Economic and Financial Models discusses different approaches for dynamic modelling of economic and financial data, and includes empirical applications, particularly in finance and macroeconomics, to illustrate the methods discussed. Written by leading experts from a wide range of backgrounds, varying from econometries and finance to systems and control, each chapter is followed by a comments section that presents alternative and sometimes contrasting points of view. The authors look at the interface between economics and finance, and examine topics including non-linear dynamics chaos structural change trends and cointegration general methodologies in empirical modelling
Dynamic Econometrics For Empirical Macroeconomic Modelling
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Author : Ragnar Nymoen
language : en
Publisher: World Scientific
Release Date : 2019-07-09
Dynamic Econometrics For Empirical Macroeconomic Modelling written by Ragnar Nymoen and has been published by World Scientific this book supported file pdf, txt, epub, kindle and other format this book has been release on 2019-07-09 with Business & Economics categories.
For Masters and PhD students in EconomicsIn this textbook, the duality between the equilibrium concept used in dynamic economic theory and the stationarity of economic variables is explained and used in the presentation of single equations models and system of equations such as VARs, recursive models and simultaneous equations models.The book also contains chapters on: exogeneity, in the context of estimation, policy analysis and forecasting; automatic (computer based) variable selection, and how it can aid in the specification of an empirical macroeconomic model; and finally, on a common framework for model-based economic forecasting.Supplementary materials and notes are available on the publisher's website.
Recent Econometric Techniques For Macroeconomic And Financial Data
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Author : Gilles Dufrénot
language : en
Publisher: Springer Nature
Release Date : 2020-11-21
Recent Econometric Techniques For Macroeconomic And Financial Data written by Gilles Dufrénot and has been published by Springer Nature this book supported file pdf, txt, epub, kindle and other format this book has been release on 2020-11-21 with Business & Economics categories.
The book provides a comprehensive overview of the latest econometric methods for studying the dynamics of macroeconomic and financial time series. It examines alternative methodological approaches and concepts, including quantile spectra and co-spectra, and explores topics such as non-linear and non-stationary behavior, stochastic volatility models, and the econometrics of commodity markets and globalization. Furthermore, it demonstrates the application of recent techniques in various fields: in the frequency domain, in the analysis of persistent dynamics, in the estimation of state space models and new classes of volatility models. The book is divided into two parts: The first part applies econometrics to the field of macroeconomics, discussing trend/cycle decomposition, growth analysis, monetary policy and international trade. The second part applies econometrics to a wide range of topics in financial economics, including price dynamics in equity, commodity and foreign exchange markets and portfolio analysis. The book is essential reading for scholars, students, and practitioners in government and financial institutions interested in applying recent econometric time series methods to financial and economic data.
Advances In Non Linear Economic Modeling
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Author : Frauke Schleer-van Gellecom
language : en
Publisher: Springer Science & Business Media
Release Date : 2013-12-11
Advances In Non Linear Economic Modeling written by Frauke Schleer-van Gellecom 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 2013-12-11 with Business & Economics categories.
In recent years nonlinearities have gained increasing importance in economic and econometric research, particularly after the financial crisis and the economic downturn after 2007. This book contains theoretical, computational and empirical papers that incorporate nonlinearities in econometric models and apply them to real economic problems. It intends to serve as an inspiration for researchers to take potential nonlinearities in account. Researchers should be aware of applying linear model-types spuriously to problems which include non-linear features. It is indispensable to use the correct model type in order to avoid biased recommendations for economic policy.
Inequality And Finance In Macrodynamics
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Author : Bettina Bökemeier
language : en
Publisher: Springer
Release Date : 2017-04-26
Inequality And Finance In Macrodynamics written by Bettina Bökemeier and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2017-04-26 with Business & Economics categories.
This contributed volume combines approaches of the current inequality debate with aspects of finance based on profound macroeconomic model analyses. Research on inequality has had a long tradition in economics. With the financial crisis from 2007, not only output decreased tremendously, but also inequality has risen since then. The book presents selected contributions of a workshop held at Bielefeld University in 2016 and features additional papers written by experts in the field. A mixture of established researchers and young scholars presents both theoretical and empirical frameworks to analyze the subject.
Handbook Of Empirical Economics And Finance
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Author : Aman Ullah
language : en
Publisher: CRC Press
Release Date : 2016-04-19
Handbook Of Empirical Economics And Finance written by Aman Ullah and has been published by CRC Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2016-04-19 with Mathematics categories.
Handbook of Empirical Economics and Finance explores the latest developments in the analysis and modeling of economic and financial data. Well-recognized econometric experts discuss the rapidly growing research in economics and finance and offer insight on the future direction of these fields. Focusing on micro models, the first group of chapters describes the statistical issues involved in the analysis of econometric models with cross-sectional data often arising in microeconomics. The book then illustrates time series models that are extensively used in empirical macroeconomics and finance. The last set of chapters explores the types of panel data and spatial models that are becoming increasingly significant in analyzing complex economic behavior and policy evaluations. This handbook brings together both background material and new methodological and applied results that are extremely important to the current and future frontiers in empirical economics and finance. It emphasizes inferential issues that transpire in the analysis of cross-sectional, time series, and panel data-based empirical models in economics, finance, and related disciplines.
Stochastic Dynamic Macroeconomics
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Author : Gang Gong
language : en
Publisher: Oxford University Press
Release Date : 2006-01-19
Stochastic Dynamic Macroeconomics written by Gang Gong and has been published by Oxford University Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2006-01-19 with Business & Economics categories.
This is a book on stochastic dynamic macroeconomics from a Keynesian perspective. It shows that including Keynesian features in intertemporal models considerably contributes to resolve major puzzles arising in the context of the Dynamic General Equilibrium (DGE) model. It also demonstrates that including microeconomic intertemporal behavior of economic agents in macroeconomics is not inconsistent with Keynesian economics.
Dynamic Modeling Of Monetary And Fiscal Cooperation Among Nations
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Author : Joseph E.J.K Plasmans
language : en
Publisher: Springer Science & Business Media
Release Date : 2006-04-25
Dynamic Modeling Of Monetary And Fiscal Cooperation Among Nations written by Joseph E.J.K Plasmans 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 2006-04-25 with Business & Economics categories.
Dynamic Modeling of Monetary and Fiscal Cooperation Among Nations analyzes coordination of monetary and fiscal stabilization policies between countries and currency areas using a dynamic game approach. The first four chapters introduce the reader to the dynamics of fiscal and monetary policy cooperation. Issues covered include: fiscal coordination, fiscal stringency requirements, structural and bargaining power asymmetries and the design of monetary and fiscal policymaking in a monetary union. In the four last chapters multiple-player settings with aspects of fiscal and/or monetary coordination are analyzed using the endogenous coalition formation approach. The analysis is focused on shock and model asymmetries and issues of multi-country coordination in the presence of (possibly many) monetary unions.