Dynamic Disequilibrium Modeling
Theory and Applications: Proceedings of the Ninth International Symposium in Economic Theory and Econometrics
Herausgeber: Barnett, William A.; Hillinger, Claude; Gandolfo, Giancarlo
Dynamic Disequilibrium Modeling
Theory and Applications: Proceedings of the Ninth International Symposium in Economic Theory and Econometrics
Herausgeber: Barnett, William A.; Hillinger, Claude; Gandolfo, Giancarlo
- Broschiertes Buch
- Merkliste
- Auf die Merkliste
- Bewerten Bewerten
- Teilen
- Produkt teilen
- Produkterinnerung
- Produkterinnerung
This book presents some surveys and developments in dynamic disequilibrium and continuous time econometric modeling along with related research from associated fields.
Andere Kunden interessierten sich auch für
- Nonlinear Statistical Modeling55,99 €
- Christian GourierouxTime Series and Dynamic Models67,99 €
- Elizabeth Hastings RoerModeling and Measuring the Effects of Economic Shocks on a Defense Industrial Base40,99 €
- Markus FrölichImpact Evaluation51,99 €
- Marc NerloveEssays in Panel Data Econometrics77,99 €
- G. S. MaddalaLimited-Dependent and Qualitative Variables in Econometrics43,99 €
- Leonid HurwiczDesigning Economic Mechanisms36,99 €
-
-
-
This book presents some surveys and developments in dynamic disequilibrium and continuous time econometric modeling along with related research from associated fields.
Hinweis: Dieser Artikel kann nur an eine deutsche Lieferadresse ausgeliefert werden.
Hinweis: Dieser Artikel kann nur an eine deutsche Lieferadresse ausgeliefert werden.
Produktdetails
- Produktdetails
- Verlag: Cambridge University Press
- Seitenzahl: 552
- Erscheinungstermin: 7. Januar 2011
- Englisch
- Abmessung: 229mm x 152mm x 32mm
- Gewicht: 886g
- ISBN-13: 9780521174978
- ISBN-10: 052117497X
- Artikelnr.: 31387016
- Verlag: Cambridge University Press
- Seitenzahl: 552
- Erscheinungstermin: 7. Januar 2011
- Englisch
- Abmessung: 229mm x 152mm x 32mm
- Gewicht: 886g
- ISBN-13: 9780521174978
- ISBN-10: 052117497X
- Artikelnr.: 31387016
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.