System Dynamics In Economic And Financial Models
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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
Feedback Economics
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Author : Robert Y. Cavana
language : en
Publisher: Springer Nature
Release Date : 2021-06-30
Feedback Economics written by Robert Y. Cavana and has been published by Springer Nature this book supported file pdf, txt, epub, kindle and other format this book has been release on 2021-06-30 with Business & Economics categories.
This book approaches economic problems from a systems thinking and feedback perspective. By introducing system dynamics methods (including qualitative and quantitative techniques) and computer simulation models, the respective contributions apply feedback analysis and dynamic simulation modeling to important local, national, and global economics issues and concerns. Topics covered include: an introduction to macro modeling using a system dynamics framework; a system dynamics translation of the Phillips machine; a re-examination of classical economic theories from a feedback perspective; analyses of important social, ecological, and resource issues; the development of a biophysical economics module for global modelling; contributions to monetary and financial economics; analyses of macroeconomic growth, income distribution and alternative theories of well-being; and a re-examination of scenario macro modeling. The contributions also examine the philosophical differences between the economics and system dynamics communities in an effort to bridge existing gaps and compare methods. Many models and other supporting information are provided as online supplementary files. Consequently, the book appeals to students and scholars in economics, as well as to practitioners and policy analysts interested in using systems thinking and system dynamics modeling to understand and improve economic systems around the world. "Clearly, there is much space for more collaboration between the advocates of post-Keynesian economics and system dynamics! More generally, I would like to recommend this book to all scholars and practitioners interested in exploring the interface and synergies between economics, system dynamics, and feedback thinking." Comments in the Foreword by Marc Lavoie, Emeritus Professor, University of Ottawa and University of Sorbonne Paris Nord
Modeling The Economy Money And Finances
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Author : Juan Martín García
language : en
Publisher:
Release Date : 2019-10-14
Modeling The Economy Money And Finances written by Juan Martín García and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2019-10-14 with categories.
INDEX OF PAPERS Paper 1. Modeling National Economies Paper 2. Modeling Ecological-Economic Systems Paper 3. Teaching Economics with a Simulator Paper 4. Modeling and Simulation the Financial Sector Paper 5. The Neoclassical Growth Modeled Paper 6. Social Security Funds Sustainability Paper 7. A Two-region Model Paper 8. Simulation of S-shaped Growth Paper 9. Public Policies Decision Making Paper 10. Dynamic Balanced Scorecard Paper 11. A Case Study for Business Schools Paper 12. FAO's Model for Policy Guidelines Paper 13. Scenario Planning and Implementation Challenges Paper 14. Sustainable Finance Through Ecotax Paper 15. Economic Valuation of Natural Resources Paper 16. Impact of New Technologies on Employment Paper 17. Bass Diffusion Model INDEX OF MODELS FOR BEGINNERS 1. Population Growth 2. Production and Inventory 3. How to Work More and Better 4. Project Dynamics 5. Innovatory Companies 6. Quality Control 7. Building Games and Learning Labs 8. Input Output Controls COLLECTION OF BOOKS Selected papers on System Dynamics 1.Agriculture and food production ISBN: 9781686984570 2.Business ISBN: 9781686997556 3.Ecology and the environment ISBN: 9781687000323 4.Economy: money and finances ISBN: 9781687003133 5.Energy ISBN: 9781687004932 6.Healthcare ISBN: 9781687006745 7.Housing and urban dynamics ISBN: 9781687008367 8.Supply chain and industrial dynamics ISBN: 9781687009975 9.Labor, human resources and social ISBN: 9781687015389 10.Sustainable development ISBN: 9781700341600 Detailed content in http://atc-innova.com/papers.htm ABOUT THE AUTHOR Juan Martin Garcia, expert in System Dynamics and System Thinking, Ph. D. Industrial Engineer UPC (Spain) and Postgraduate Diploma in Business Dynamics at the Sloan School of Management of the Massachusetts Institute of Technology (USA). He has been teacher of building simulation models during twenty years in several universities and now he teaches the online courses of Vensim in http://vensim.com/vensim-online-courses/
Complex Systems In Finance And Econometrics
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Author : Robert A. Meyers
language : en
Publisher: Springer Science & Business Media
Release Date : 2010-11-03
Complex Systems In Finance And Econometrics written by Robert A. Meyers 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 2010-11-03 with Business & Economics categories.
Finance, Econometrics and System Dynamics presents an overview of the concepts and tools for analyzing complex systems in a wide range of fields. The text integrates complexity with deterministic equations and concepts from real world examples, and appeals to a broad audience.
Complex Systems Modeling And Simulation In Economics And Finance
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Author : Shu-Heng Chen
language : en
Publisher: Springer
Release Date : 2018-11-20
Complex Systems Modeling And Simulation In Economics And Finance written by Shu-Heng Chen and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2018-11-20 with Business & Economics categories.
This title brings together frontier research on complex economic systems, heterogeneous interacting agents, bounded rationality, and nonlinear dynamics in economics. The book contains the proceedings of the CEF2015 (21st Computing in Economics in Finance), held 20-22 June 2015 in Taipei, Taiwan, and addresses some of the important driving forces for various emergent properties in economies, when viewed as complex systems. The breakthroughs reported in this book are a result of an interdisciplinary approach and simulation remains the unifying theme for these papers as they deal with a wide range of topics in economics. The text is a valuable addition to the efforts in promoting the complex systems view in economic science. The computational experiments reported in the book are both transparent and replicable. Complex System Modeling and Simulation in Economics and Finance is useful for graduate courses of complex systems, with particular focus on economics and finance. At the same time it serves as a good overview for researchers who are interested in the topic.
Network Models In Economics And Finance
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Author : Valery A. Kalyagin
language : en
Publisher: Springer
Release Date : 2014-09-23
Network Models In Economics And Finance written by Valery A. Kalyagin and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2014-09-23 with Mathematics categories.
Using network models to investigate the interconnectivity in modern economic systems allows researchers to better understand and explain some economic phenomena. This volume presents contributions by known experts and active researchers in economic and financial network modeling. Readers are provided with an understanding of the latest advances in network analysis as applied to economics, finance, corporate governance, and investments. Moreover, recent advances in market network analysis that focus on influential techniques for market graph analysis are also examined. Young researchers will find this volume particularly useful in facilitating their introduction to this new and fascinating field. Professionals in economics, financial management, various technologies, and network analysis, will find the network models presented in this book beneficial in analyzing the interconnectivity in modern economic systems.
Resources Financial Risk And The Dynamics Of Growth
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Author : Roberto Pasqualino
language : en
Publisher: Routledge
Release Date : 2020-05-19
Resources Financial Risk And The Dynamics Of Growth written by Roberto Pasqualino and has been published by Routledge this book supported file pdf, txt, epub, kindle and other format this book has been release on 2020-05-19 with Business & Economics categories.
This book presents a new System Dynamics model (the ERRE model), a novel stock and flow consistent global impact assessment model designed by the authors to address the financial risks emerging from the interaction between economic growth and environmental limits under the presence of shocks. Building on the World3-03 Limits to Growth model, the ERRE links the financial system with the energy, agriculture and climate systems through the real economy, by means of feedback loops, time lags and non-linear rationally bounded decision making. Prices and their interaction with growth, inflation and interest rates are assumed to be the main driver of economic failure while reaching planetary limits. The model allows for the stress-testing of fat tail extreme risk scenarios, such as climate shocks, energy transition, monetary policies and carbon taxes. Risks are addressed via scenario analyses, compared to real available data, and assessed in terms of the economic theory that lies behind. The book outlines the case for a government led system change within this decade, where the market alone cannot lead to sustainable prosperity. This book will be of great interest to scholars of climate change, behavioural, ecological and evolutionary economics, green finance, and sustainable development.
System Dynamics In Economic And Financial Models
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Author :
language : en
Publisher:
Release Date : 1997-12-05
System Dynamics In Economic And Financial Models written by and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1997-12-05 with Business & Economics categories.
The 12 articles presented in this book have different approaches for the modelling of economic and financial processes. The topics cover a range of subjects (complex dynamics, nonlinear time series models, cointegration) and applications in the field of finance and macro economics. The articles are grouped according to the methods being applied. In the first group the authors are concerned with nonlinear dynamics; the papers in the second group are more empirically oriented; the last group contains papers on time series modelling in macro economics, with special attention for the aspect of nonstationarity. The book is intended to be one of discussion and debate on themes of common interest in economics, finance and dynamical systems. It examines the different approaches for the modelling of economic and financial processes so as to stimulate the communication of ideas and to overcome the barriers of specialization.
Nonlinear Economic Dynamics And Financial Modelling
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Author : Roberto Dieci
language : en
Publisher: Springer
Release Date : 2014-07-26
Nonlinear Economic Dynamics And Financial Modelling written by Roberto Dieci and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2014-07-26 with Business & Economics categories.
This book reflects the state of the art on nonlinear economic dynamics, financial market modelling and quantitative finance. It contains eighteen papers with topics ranging from disequilibrium macroeconomics, monetary dynamics, monopoly, financial market and limit order market models with boundedly rational heterogeneous agents to estimation, time series modelling and empirical analysis and from risk management of interest-rate products, futures price volatility and American option pricing with stochastic volatility to evaluation of risk and derivatives of electricity market. The book illustrates some of the most recent research tools in these areas and will be of interest to economists working in economic dynamics and financial market modelling, to mathematicians who are interested in applying complexity theory to economics and finance and to market practitioners and researchers in quantitative finance interested in limit order, futures and electricity market modelling, derivative pricing and risk management.
State Space Models
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Author : Yong Zeng
language : en
Publisher: Springer Science & Business Media
Release Date : 2013-08-15
State Space Models written by Yong Zeng 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 2013-08-15 with Business & Economics categories.
State-space models as an important mathematical tool has been widely used in many different fields. This edited collection explores recent theoretical developments of the models and their applications in economics and finance. The book includes nonlinear and non-Gaussian time series models, regime-switching and hidden Markov models, continuous- or discrete-time state processes, and models of equally-spaced or irregularly-spaced (discrete or continuous) observations. The contributed chapters are divided into four parts. The first part is on Particle Filtering and Parameter Learning in Nonlinear State-Space Models. The second part focuses on the application of Linear State-Space Models in Macroeconomics and Finance. The third part deals with Hidden Markov Models, Regime Switching and Mathematical Finance and the fourth part is on Nonlinear State-Space Models for High Frequency Financial Data. The book will appeal to graduate students and researchers studying state-space modeling in economics, statistics, and mathematics, as well as to finance professionals.