Nonlinear Dynamics Chaos And Econometrics

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Nonlinear Dynamics Chaos And Econometrics

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Author : M. Hashem Pesaran
language : en
Publisher:
Release Date : 1993

Nonlinear Dynamics Chaos And Econometrics written by M. Hashem Pesaran and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1993 with Chaotic behavior in systems categories.

Nonlinear Dynamics Chaos And Instability

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Author : William A. Brock
language : en
Publisher: MIT Press
Release Date : 1991

Nonlinear Dynamics Chaos And Instability written by William A. Brock and has been published by MIT Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 1991 with Business & Economics categories.

Brock, Hsieh, and LeBaron show how the principles of chaos theory can be applied to such areas of economics and finance as the changing structure of stock returns and nonlinearity in foreign exchange.

Nonlinear Dynamics And Economics

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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.

Nonlinear Dynamics And Statistics

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Author : Alistair I. Mees
language : en
Publisher: Springer Science & Business Media
Release Date : 2012-12-06

Nonlinear Dynamics And Statistics written by Alistair I. Mees 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 2012-12-06 with Business & Economics categories.

All models are lies. "The Earth orbits the sun in an ellipse with the sun at one focus" is false, but accurate enough for almost all purposes. This book describes the current state of the art of telling useful lies about time-varying systems in the real world. Specifically, it is about trying to "understand" (that is, tell useful lies about) dynamical systems directly from observa tions, either because they are too complex to model in the conventional way or because they are simply ill-understood. B(:cause it overlaps with conventional time-series analysis, building mod els of nonlinear dynamical systems directly from data has been seen by some observers as a somewhat ill-informed attempt to reinvent time-series analysis. The truth is distinctly less trivial. It is surely impossible, except in a few special cases, to re-create Newton's astonishing feat of writing a short equation that is an excellent description of real-world phenomena. Real systems are connected to the rest of the world; they are noisy, non stationary, and have high-dimensional dynamics; even when the dynamics contains lower-dimensional attractors there is almost never a coordinate system available in which these at tractors have a conventionally simple description.

Nonlinear Econometric Modeling In Time Series

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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.

Growth Theory Nonlinear Dynamics And Economic Modelling

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Author : William A. Brock
language : en
Publisher: Edward Elgar Publishing
Release Date : 2001-01-01

Growth Theory Nonlinear Dynamics And Economic Modelling written by William A. Brock and has been published by Edward Elgar Publishing this book supported file pdf, txt, epub, kindle and other format this book has been release on 2001-01-01 with Business & Economics categories.

'Buz Brock's contribution to economic theory in general and economic dynamics in particular are characterized by an unmatched richness of ideas and by deep theoretical, empirical as well as computational analysis. Brock's contribution to economic dynamics range from one extreme of the field, global stability of stochastic optimal growth models, to another extreme, market instability and nonlinearity in economic and financial modelling and data analysis. But his work also includes environmental and economic policy issues and, more recently, the modelling of markets as complex adaptive systems. This collection of essays reflects Brock's richness of ideas that have motivated economists for more than three decades already and will continue to influence many economists for the next decades to come.' - Cars H. Hommes, University of Amsterdam, The Netherlands 'Buz Brock has been, from the beginning of his career, one of the most original thinkers in dynamic economics. His early work showed that growth with random elements could be studied effectively and above all posed exactly the right questions. His more recent work has brought complexity theory to the fore and shown its implications for financial and other markets. In the process, he has both introduced and used econometric tools to show the relevance of his work to empirically observed phenomena. It is very useful to have his work in collected form.' - Kenneth J. Arrow, Stanford University, US This outstanding collection of William Brock's essays illustrates the power of dynamic modelling to shed light on the forces for stability and instability in economic systems. The articles selected reflect his best work and are indicative both of the type of policy problem that he finds challenging and the complex methodology that he uses to solve them. Also included is an introduction by Brock to his own work, which helps tie together the main aspects of his research to date.

Nonlinear Dynamical Economics And Chaotic Motion

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Author : Hans-Walter Lorenz
language : en
Publisher: Springer Science & Business Media
Release Date : 2012-12-06

Nonlinear Dynamical Economics And Chaotic Motion written by Hans-Walter Lorenz 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 2012-12-06 with Business & Economics categories.

Usually, the first edition of a book still contains a multiplicity of typographic, con ceptional, and computational errors even if one believes the opposite at the time of publication. As this book did not represent a counterexample to this rule, the current second edition offers a chance to remove at least the known shortcomings. The book has been partly re-organized. The previously rather long Chapter 4 has been split into two separate chapters dealing with discrete-time and continuous time approaches to nonlinear economic dynamics. The short summary of basic properties of linear dynamical systems has been banned to an appendix because the line of thought in the chapter seems to have been unnecessarily interrupted by these technical details and because the book concentrates on nonlinear systems. This appendix, which mainly deals with special formal properties of dynamical sys tems, also contains some new material on invariant subspaces and center-manifold reductions. A brief introduction into the theory of lags and operators is followed by a few remarks on the relation between the 'true' properties of dynamical systems and their behavior observable in numerical experiments. Additional changes in the main part of the book include a re-consideration of Popper's determinism vs. inde terminism discussion in the light of chaotic properties of deterministic, nonlinear systems in Chapter 1. An investigation of a simultaneous price-quantity adjustment process, a more detailed inquiry into the uniqueness property of limit cycles, and a short presentation of relaxation oscillations are included in Chapter 2.

Nonlinear Dynamical Economics And Chaotic Motion

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Author : Hans-Walter Lorenz
language : en
Publisher: Springer Science & Business Media
Release Date : 2013-06-29

Nonlinear Dynamical Economics And Chaotic Motion written by Hans-Walter Lorenz 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 2013-06-29 with Business & Economics categories.

The plan to publish the present book arose while I was preparing a joint work with Gunter Gabisch (Gabisch, G. /Lorenz, H. -W. : Business Cycle Theory. Berlin-Heidel berg-New York: Springer). It turned out that a lot of interesting material could only be sketched in a business cycle text, either because the relevance for business cycle theory was not evident or because the material required an interest in dynamical economics which laid beyond the scope of a survey text for advanced undergraduates. While much of the material enclosed in this book can be found in condensed and sometimes more or less identical form in that business cycle text, the present monograph attempts to present nonlinear dynamical economics in a broader context with economic examples from other fields than business cycle theory. It is a pleasure for me to acknowledge the critical comments, extremely detailed remarks, or suggestions by many friends and colleagues. The responses to earlier versions of the manuscript by W. A. Barnett, M. Boldrin, W. A. Brock, C. Chiarella, C. Dale, G. Feichtinger, P. Flaschel, D. K. Foley, R. M. Goodwin, D. Kelsey, M. Lines, A. Medio, L. Montrucchio, P. Read, C. Sayers, A. Schmutzler, H. Schnabl, G. Silverberg, H. -\'\!. Sinn, J. Sterman, and R. Tscherning not only encouraged me to publish the book in its present form but helped to remove numerous errors (not only typographic ones) and conceptnal misunderstandings and flaws. Particular thanks go to G.

Nonlinearities In Economics

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Author : Giuseppe Orlando
language : en
Publisher: Springer Nature
Release Date : 2021-08-31

Nonlinearities In Economics written by Giuseppe Orlando and has been published by Springer Nature this book supported file pdf, txt, epub, kindle and other format this book has been release on 2021-08-31 with Business & Economics categories.

This interdisciplinary book argues that the economy has an underlying non-linear structure and that business cycles are endogenous, which allows a greater explanatory power with respect to the traditional assumption that dynamics are stochastic and shocks are exogenous. The first part of this work is formal-methodological and provides the mathematical background needed for the remainder, while the second part presents the view that signal processing involves construction and deconstruction of information and that the efficacy of this process can be measured. The third part focuses on economics and provides the related background and literature on economic dynamics and the fourth part is devoted to new perspectives in understanding nonlinearities in economic dynamics: growth and cycles. By pursuing this approach, the book seeks to (1) determine whether, and if so where, common features exist, (2) discover some hidden features of economic dynamics, and (3) highlight specific indicators of structural changes in time series. Accordingly, it is a must read for everyone interested in a better understanding of economic dynamics, business cycles, econometrics and complex systems, as well as non-linear dynamics and chaos theory.