Dynamic Disequilibrium Modeling
Theory and Applications
Herausgeber: Barnett, William A.; Hillinger, Claude; Gandolfo, Giancarlo
Dynamic Disequilibrium Modeling
Theory and Applications
Herausgeber: Barnett, William A.; Hillinger, Claude; Gandolfo, Giancarlo
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This 1996 book presents some surveys and developments in dynamic disequilibrium and continuous time econometric modeling along with related research from associated fields.
This 1996 book presents some surveys and developments in dynamic disequilibrium and continuous time econometric modeling along with related research from associated fields.
Produktdetails
- Produktdetails
- Verlag: Cambridge University Press
- Seitenzahl: 552
- Erscheinungstermin: 7. Januar 2015
- Englisch
- Abmessung: 235mm x 157mm x 37mm
- Gewicht: 1039g
- ISBN-13: 9780521462754
- ISBN-10: 0521462754
- Artikelnr.: 29338061
- Verlag: Cambridge University Press
- Seitenzahl: 552
- Erscheinungstermin: 7. Januar 2015
- Englisch
- Abmessung: 235mm x 157mm x 37mm
- Gewicht: 1039g
- ISBN-13: 9780521462754
- ISBN-10: 0521462754
- Artikelnr.: 29338061
Volume editors' preface; Series editor's preface; List of contributors;
Part I. Survey Papers: 1. Survey of continuous time econometrics A. R.
Bergstrom; 2. Dynamic disequilibrium economics: history, conceptual
foundations, possible futures Claude Hillinger; 3. The role of continuous
time disequilibrium models in macroeconomics Clifford R. Wymer; Part II.
Continuous Time Models: 4. Nonlinear estimation of a nonlinear continuous
time model Giancarlo Gandolfo, Pier Carlo Padoan, Giuseppe De Arcangelis
and Clifford R. Wymer; 5. Endogenous regime switching in a model of
accumulation, credit and monetary policy D. Delli Gatti, M. Gallegati and
P. C. Padoan; 6. A note on continuous time dynamic disequilibrium
macroeconometric modeling of the United Kingdom K. B. Nowman; 7. Evaluation
of discrete and continuous time dynamic models by spectral methods with an
application to automobile demand Michael Reiter; 8. A continuous-time
method for modeling optimal investment subject to adjustment costs and
gestation lags Peter A. Zadrozny; Part III. Business Cycles and Growth: 9.
Monopolistic price setting, subjective demand, and the business cycle
Alfred Mauszner; 10. The G7-countries: a multivariate description of the
business cycle stylized facts Ulrich Woitek; Part IV. Tests for
Nonlinearity: 11. Comparison of the available tests for nonlinearity and
chaos William Barnett, A. Ronald Gallant, Melvin Hinich, Mark Jensen and
Jochen Jungeilges; 12. Testing for nonlinearity in the exchange rate data
series: an empirical investigation of the Lira/$ spot rate Laura Sabani;
Part V. Rationing and Disequilibrium Dynamics: 13. Dynamic stochastic
choice modeling of disequilibrium in an economy B. Dejon, F. Graef, H.-J.
Meier and J. Novotny; 14. Non-linear models of employment adjustment Werner
Smolny; 15. A simulation study of disequilibrium price dynamics Claus
Weddepohl; Part VI. Demographic and International Applications: 16.
Disequilibrium in the Canadian population distribution, 1952-83 William P.
Anderson and Yorgos Y. Papageorgiou; 17. Optimality of the target-zone
regime Giuseppe De Arcangelis; 18. Neighborhood feedbacks, endogenous
stratification, and income inequality Steven N. Durlauf.
Part I. Survey Papers: 1. Survey of continuous time econometrics A. R.
Bergstrom; 2. Dynamic disequilibrium economics: history, conceptual
foundations, possible futures Claude Hillinger; 3. The role of continuous
time disequilibrium models in macroeconomics Clifford R. Wymer; Part II.
Continuous Time Models: 4. Nonlinear estimation of a nonlinear continuous
time model Giancarlo Gandolfo, Pier Carlo Padoan, Giuseppe De Arcangelis
and Clifford R. Wymer; 5. Endogenous regime switching in a model of
accumulation, credit and monetary policy D. Delli Gatti, M. Gallegati and
P. C. Padoan; 6. A note on continuous time dynamic disequilibrium
macroeconometric modeling of the United Kingdom K. B. Nowman; 7. Evaluation
of discrete and continuous time dynamic models by spectral methods with an
application to automobile demand Michael Reiter; 8. A continuous-time
method for modeling optimal investment subject to adjustment costs and
gestation lags Peter A. Zadrozny; Part III. Business Cycles and Growth: 9.
Monopolistic price setting, subjective demand, and the business cycle
Alfred Mauszner; 10. The G7-countries: a multivariate description of the
business cycle stylized facts Ulrich Woitek; Part IV. Tests for
Nonlinearity: 11. Comparison of the available tests for nonlinearity and
chaos William Barnett, A. Ronald Gallant, Melvin Hinich, Mark Jensen and
Jochen Jungeilges; 12. Testing for nonlinearity in the exchange rate data
series: an empirical investigation of the Lira/$ spot rate Laura Sabani;
Part V. Rationing and Disequilibrium Dynamics: 13. Dynamic stochastic
choice modeling of disequilibrium in an economy B. Dejon, F. Graef, H.-J.
Meier and J. Novotny; 14. Non-linear models of employment adjustment Werner
Smolny; 15. A simulation study of disequilibrium price dynamics Claus
Weddepohl; Part VI. Demographic and International Applications: 16.
Disequilibrium in the Canadian population distribution, 1952-83 William P.
Anderson and Yorgos Y. Papageorgiou; 17. Optimality of the target-zone
regime Giuseppe De Arcangelis; 18. Neighborhood feedbacks, endogenous
stratification, and income inequality Steven N. Durlauf.
Volume editors' preface; Series editor's preface; List of contributors;
Part I. Survey Papers: 1. Survey of continuous time econometrics A. R.
Bergstrom; 2. Dynamic disequilibrium economics: history, conceptual
foundations, possible futures Claude Hillinger; 3. The role of continuous
time disequilibrium models in macroeconomics Clifford R. Wymer; Part II.
Continuous Time Models: 4. Nonlinear estimation of a nonlinear continuous
time model Giancarlo Gandolfo, Pier Carlo Padoan, Giuseppe De Arcangelis
and Clifford R. Wymer; 5. Endogenous regime switching in a model of
accumulation, credit and monetary policy D. Delli Gatti, M. Gallegati and
P. C. Padoan; 6. A note on continuous time dynamic disequilibrium
macroeconometric modeling of the United Kingdom K. B. Nowman; 7. Evaluation
of discrete and continuous time dynamic models by spectral methods with an
application to automobile demand Michael Reiter; 8. A continuous-time
method for modeling optimal investment subject to adjustment costs and
gestation lags Peter A. Zadrozny; Part III. Business Cycles and Growth: 9.
Monopolistic price setting, subjective demand, and the business cycle
Alfred Mauszner; 10. The G7-countries: a multivariate description of the
business cycle stylized facts Ulrich Woitek; Part IV. Tests for
Nonlinearity: 11. Comparison of the available tests for nonlinearity and
chaos William Barnett, A. Ronald Gallant, Melvin Hinich, Mark Jensen and
Jochen Jungeilges; 12. Testing for nonlinearity in the exchange rate data
series: an empirical investigation of the Lira/$ spot rate Laura Sabani;
Part V. Rationing and Disequilibrium Dynamics: 13. Dynamic stochastic
choice modeling of disequilibrium in an economy B. Dejon, F. Graef, H.-J.
Meier and J. Novotny; 14. Non-linear models of employment adjustment Werner
Smolny; 15. A simulation study of disequilibrium price dynamics Claus
Weddepohl; Part VI. Demographic and International Applications: 16.
Disequilibrium in the Canadian population distribution, 1952-83 William P.
Anderson and Yorgos Y. Papageorgiou; 17. Optimality of the target-zone
regime Giuseppe De Arcangelis; 18. Neighborhood feedbacks, endogenous
stratification, and income inequality Steven N. Durlauf.
Part I. Survey Papers: 1. Survey of continuous time econometrics A. R.
Bergstrom; 2. Dynamic disequilibrium economics: history, conceptual
foundations, possible futures Claude Hillinger; 3. The role of continuous
time disequilibrium models in macroeconomics Clifford R. Wymer; Part II.
Continuous Time Models: 4. Nonlinear estimation of a nonlinear continuous
time model Giancarlo Gandolfo, Pier Carlo Padoan, Giuseppe De Arcangelis
and Clifford R. Wymer; 5. Endogenous regime switching in a model of
accumulation, credit and monetary policy D. Delli Gatti, M. Gallegati and
P. C. Padoan; 6. A note on continuous time dynamic disequilibrium
macroeconometric modeling of the United Kingdom K. B. Nowman; 7. Evaluation
of discrete and continuous time dynamic models by spectral methods with an
application to automobile demand Michael Reiter; 8. A continuous-time
method for modeling optimal investment subject to adjustment costs and
gestation lags Peter A. Zadrozny; Part III. Business Cycles and Growth: 9.
Monopolistic price setting, subjective demand, and the business cycle
Alfred Mauszner; 10. The G7-countries: a multivariate description of the
business cycle stylized facts Ulrich Woitek; Part IV. Tests for
Nonlinearity: 11. Comparison of the available tests for nonlinearity and
chaos William Barnett, A. Ronald Gallant, Melvin Hinich, Mark Jensen and
Jochen Jungeilges; 12. Testing for nonlinearity in the exchange rate data
series: an empirical investigation of the Lira/$ spot rate Laura Sabani;
Part V. Rationing and Disequilibrium Dynamics: 13. Dynamic stochastic
choice modeling of disequilibrium in an economy B. Dejon, F. Graef, H.-J.
Meier and J. Novotny; 14. Non-linear models of employment adjustment Werner
Smolny; 15. A simulation study of disequilibrium price dynamics Claus
Weddepohl; Part VI. Demographic and International Applications: 16.
Disequilibrium in the Canadian population distribution, 1952-83 William P.
Anderson and Yorgos Y. Papageorgiou; 17. Optimality of the target-zone
regime Giuseppe De Arcangelis; 18. Neighborhood feedbacks, endogenous
stratification, and income inequality Steven N. Durlauf.