Global Analysis Of Dynamic Models In Economics And Finance PDF Download
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Author | : Gian Italo Bischi |
Publisher | : Springer |
Total Pages | : 0 |
Release | : 2014-09-20 |
Genre | : Business & Economics |
ISBN | : 9783642426766 |
Download Global Analysis of Dynamic Models in Economics and Finance Book in PDF, ePub and Kindle
The essays in this special volume survey some of the most recent advances in the global analysis of dynamic models for economics, finance and the social sciences. They deal in particular with a range of topics from mathematical methods as well as numerous applications including recent developments on asset pricing, heterogeneous beliefs, global bifurcations in complementarity games, international subsidy games and issues in economic geography. A number of stochastic dynamic models are also analysed. The book is a collection of essays in honour of the 60th birthday of Laura Gardini.
Author | : Gian Italo Bischi |
Publisher | : Springer Science & Business Media |
Total Pages | : 449 |
Release | : 2012-08-07 |
Genre | : Business & Economics |
ISBN | : 3642295037 |
Download Global Analysis of Dynamic Models in Economics and Finance Book in PDF, ePub and Kindle
The essays in this special volume survey some of the most recent advances in the global analysis of dynamic models for economics, finance and the social sciences. They deal in particular with a range of topics from mathematical methods as well as numerous applications including recent developments on asset pricing, heterogeneous beliefs, global bifurcations in complementarity games, international subsidy games and issues in economic geography. A number of stochastic dynamic models are also analysed. The book is a collection of essays in honour of the 60th birthday of Laura Gardini.
Author | : Gilles Dufrénot |
Publisher | : Springer Nature |
Total Pages | : 387 |
Release | : 2020-11-21 |
Genre | : Business & Economics |
ISBN | : 3030542521 |
Download Recent Econometric Techniques for Macroeconomic and Financial Data Book in PDF, ePub and Kindle
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.
Author | : Christiaan Heij |
Publisher | : Wiley |
Total Pages | : 408 |
Release | : 1997-12-05 |
Genre | : Business & Economics |
ISBN | : |
Download System Dynamics in Economic and Financial Models Book in PDF, ePub and Kindle
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
Author | : Elena Ianchovichina |
Publisher | : Cambridge University Press |
Total Pages | : 449 |
Release | : 2012-02-20 |
Genre | : Business & Economics |
ISBN | : 1107011698 |
Download Dynamic Modeling and Applications for Global Economic Analysis Book in PDF, ePub and Kindle
This book presents the technical aspects of an economic model used to examine issues of global economic significance, such as the impact on the world economy of changes in trade and environmental policy. The book provides a number of studies using the model to examine trade reform, growth and investment, climate change, natural resources, technology, and demographic change and migration.
Author | : Robert Y. Cavana |
Publisher | : Springer Nature |
Total Pages | : 593 |
Release | : 2021-06-30 |
Genre | : Business & Economics |
ISBN | : 3030671909 |
Download Feedback Economics Book in PDF, ePub and Kindle
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
Author | : Cars Hommes |
Publisher | : Elsevier |
Total Pages | : 834 |
Release | : 2018-06-27 |
Genre | : Business & Economics |
ISBN | : 0444641327 |
Download Heterogeneous Agent Modeling Book in PDF, ePub and Kindle
Handbook of Computational Economics: Heterogeneous Agent Modeling, Volume Four, focuses on heterogeneous agent models, emphasizing recent advances in macroeconomics (including DSGE), finance, empirical validation and experiments, networks and related applications. Capturing the advances made since the publication of Volume Two (Tesfatsion & Judd, 2006), it provides high-level literature with sections devoted to Macroeconomics, Finance, Empirical Validation and Experiments, Networks, and other applications, including Innovation Diffusion in Heterogeneous Populations, Market Design and Electricity Markets, and a final section on Perspectives on Heterogeneity. Helps readers fully understand the dynamic properties of realistically rendered economic systems Emphasizes detailed specifications of structural conditions, institutional arrangements and behavioral dispositions Provides broad assessments that can lead researchers to recognize new synergies and opportunities
Author | : Yong Zeng |
Publisher | : Springer Science & Business Media |
Total Pages | : 358 |
Release | : 2013-08-15 |
Genre | : Business & Economics |
ISBN | : 1461477891 |
Download State-Space Models Book in PDF, ePub and Kindle
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.
Author | : Giuseppe Orlando |
Publisher | : Springer Nature |
Total Pages | : 361 |
Release | : 2021-08-31 |
Genre | : Business & Economics |
ISBN | : 3030709825 |
Download Nonlinearities in Economics Book in PDF, ePub and Kindle
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.
Author | : Tamotsu Onozaki |
Publisher | : Springer |
Total Pages | : 220 |
Release | : 2018-01-28 |
Genre | : Business & Economics |
ISBN | : 4431549714 |
Download Nonlinearity, Bounded Rationality, and Heterogeneity Book in PDF, ePub and Kindle
This book pursues a nonlinear approach in considering both chaotic dynamical models and agent-based simulation models of economics, as well as their dynamical behaviors. Three key concepts arising in this context are “nonlinearity,” “bounded rationality” and “heterogeneity,” which also make up the title of the book. Nonlinearity is the warp that runs throughout all models because systems that exhibit chaotic or other complex behavior in the absence of any exogenous disturbances are absolutely nonlinear. Bounded rationality constitutes the woof, because economic systems do not exhibit complex behavior if all agents are perfectly rational, as is usually assumed in neoclassical economics. Agents who are boundedly rational have to struggle to do their best with limited information and tend to adapt to their economic environment without knowing what is the best. Furthermore, the heterogeneity of firms or consumers dyes the fabric of complex dynamics woven from the warp and woof.