Global Analysis Of Dynamic Models In Economics And Finance

Author : Gian Italo Bischi
Publisher : Springer
ISBN 13 : 9783642426766
Total Pages : 0 pages
Book Rating : 4.6X/5 ( download)

DOWNLOAD NOW!

Download or read book Global Analysis of Dynamic Models in Economics and Finance written by Gian Italo Bischi and published by Springer. This book was released on 2014-09-20 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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
ISBN 13 : 3642295037
Total Pages : 449 pages
Book Rating : 4.34/5 ( download)

DOWNLOAD NOW!

Download or read book Global Analysis of Dynamic Models in Economics and Finance written by Gian Italo Bischi and published by Springer Science & Business Media. This book was released on 2012-08-07 with total page 449 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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
ISBN 13 : 3030542521
Total Pages : 387 pages
Book Rating : 4.28/5 ( download)

DOWNLOAD NOW!

Download or read book Recent Econometric Techniques for Macroeconomic and Financial Data written by Gilles Dufrénot and published by Springer Nature. This book was released on 2020-11-21 with total page 387 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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
ISBN 13 :
Total Pages : 408 pages
Book Rating : 4.11/5 ( download)

DOWNLOAD NOW!

Download or read book System Dynamics in Economic and Financial Models written by Christiaan Heij and published by Wiley. This book was released on 1997-12-05 with total page 408 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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
ISBN 13 : 1107011698
Total Pages : 449 pages
Book Rating : 4.94/5 ( download)

DOWNLOAD NOW!

Download or read book Dynamic Modeling and Applications for Global Economic Analysis written by Elena Ianchovichina and published by Cambridge University Press. This book was released on 2012-02-20 with total page 449 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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 : Cars Hommes
Publisher : Elsevier
ISBN 13 : 0444641327
Total Pages : 834 pages
Book Rating : 4.28/5 ( download)

DOWNLOAD NOW!

Download or read book Heterogeneous Agent Modeling written by Cars Hommes and published by Elsevier. This book was released on 2018-06-27 with total page 834 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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 : Giuseppe Orlando
Publisher : Springer Nature
ISBN 13 : 3030709825
Total Pages : 361 pages
Book Rating : 4.22/5 ( download)

DOWNLOAD NOW!

Download or read book Nonlinearities in Economics written by Giuseppe Orlando and published by Springer Nature. This book was released on 2021-08-31 with total page 361 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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 : Pasquale Commendatore
Publisher : Springer
ISBN 13 : 3319656279
Total Pages : 220 pages
Book Rating : 4.74/5 ( download)

DOWNLOAD NOW!

Download or read book The Economy as a Complex Spatial System written by Pasquale Commendatore and published by Springer. This book was released on 2017-09-18 with total page 220 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book is open access under a CC BY-NC 4.0 license. This collected volume represents the final outcome of the COST Action IS1104 “The EU in the new complex geography of economic systems: models, tools and policy evaluation”. Visualizing the EU as a complex and multi-layered network, the book is organized in three parts, each of them dealing with a different level of analysis: At the macro-level, Part I considers the interactions within large economic systems (regions or countries) involving trade, workers migration, and other factor movements. At the meso-level, Part II discusses interactions within specific but wide-ranging markets, with a focus on financial markets and banking systems. Lastly, at the micro-level, Part III explores the decision-making of single firms, especially in the context of location decisions.

Author : Ferenc Szidarovszky
Publisher : Springer Nature
ISBN 13 : 9811536236
Total Pages : 303 pages
Book Rating : 4.36/5 ( download)

DOWNLOAD NOW!

Download or read book Games and Dynamics in Economics written by Ferenc Szidarovszky and published by Springer Nature. This book was released on 2020-04-11 with total page 303 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book focuses on the latest advances in nonlinear dynamic modeling in economics and finance, mainly—but not solely—based on the description of strategic interaction by using concepts and methods from dynamic and evolutionary game theory. The respective chapters cover a range of theoretical issues and examples concerning how the qualitative theory of dynamical systems is used to analyze the local and global bifurcations that characterize complex behaviors observed in social systems where heterogeneous and boundedly rational economic agents interact. Nonlinear dynamical systems, represented by difference and differential and functional equations, are extensively used to simulate the behavior of time-evolving economic systems, also in the presence of time lags, discontinuities, and hysteresis phenomena. In addition, some theoretical issues and particular applications are discussed, as well. The contributions gathered here offer an up-to-date review of the latest research in this rapidly developing research area.

Author : Vasily E. Tarasov
Publisher : Walter de Gruyter GmbH & Co KG
ISBN 13 : 3110627450
Total Pages : 602 pages
Book Rating : 4.59/5 ( download)

DOWNLOAD NOW!

Download or read book Economic Dynamics with Memory written by Vasily E. Tarasov and published by Walter de Gruyter GmbH & Co KG. This book was released on 2021-01-18 with total page 602 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book presents the applications of fractional calculus, fractional operators of non-integer orders and fractional differential equations in describing economic dynamics with long memory. Generalizations of basic economic concepts, notions and methods for the economic processes with memory are suggested. New micro and macroeconomic models with continuous time are proposed to describe the fractional economic dynamics with long memory as well.