System Dynamics in Economic and Financial Models

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  • Author : C. Heij
  • Publisher : John Wiley & Son Limited
  • Pages : 372 pages
  • ISBN :
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Download or Read online System Dynamics in Economic and Financial Models full in PDF, ePub and kindle. this book written by C. Heij and published by John Wiley & Son Limited which was released on 05 December 1997 with total page 372 pages. We cannot guarantee that System Dynamics in Economic and Financial Models book is available in the library, click Get Book button and read full online book in your kindle, tablet, IPAD, PC or mobile whenever and wherever You Like. 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

System Dynamics in Economic and Financial Models

System Dynamics in Economic and Financial Models
  • Author : C. Heij,Christiaan Heij,Hans Schumacher,Bernard Hanzon,Kees Praagman
  • Publisher : John Wiley & Son Limited
  • Release : 05 December 1997
GET THIS BOOK System Dynamics in Economic and Financial Models

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

Feedback Economics

Feedback Economics
  • Author : Robert Y. Cavana,Brian C. Dangerfield,Oleg V. Pavlov,Michael J. Radzicki,I. David Wheat
  • Publisher : Springer
  • Release : 16 May 2021
GET THIS BOOK Feedback Economics

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

Learning and Expectations in Macroeconomics

Learning and Expectations in Macroeconomics
  • Author : George W. Evans,Seppo Honkapohja
  • Publisher : Princeton University Press
  • Release : 06 January 2012
GET THIS BOOK Learning and Expectations in Macroeconomics

A crucial challenge for economists is figuring out how people interpret the world and form expectations that will likely influence their economic activity. Inflation, asset prices, exchange rates, investment, and consumption are just some of the economic variables that are largely explained by expectations. Here George Evans and Seppo Honkapohja bring new explanatory power to a variety of expectation formation models by focusing on the learning factor. Whereas the rational expectations paradigm offers the prevailing method to determining expectations, it

International Bibliography of Economics 1998

International Bibliography of Economics 1998
  • Author : Compiled by Compiled by the British Library of Political and Economic Science
  • Publisher : Psychology Press
  • Release : 01 February 2000
GET THIS BOOK International Bibliography of Economics 1998

Renowned for its international coverage and rigorous selection procedures, this series provides the most comprehensive and scholarly bibliographic service available in the social sciences. Arranged by topic and indexed by author, subject and place-name, each bibliography lists and annotates the most important works published in its field during the year of 1997, including hard-to-locate journal articles. Each volume also includes a complete list of the periodicals consulted.

Complex Systems Modeling and Simulation in Economics and Finance

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  • Author : Shu-Heng Chen,Ying-Fang Kao,Ragupathy Venkatachalam,Ye-Rong Du
  • Publisher : Springer
  • Release : 08 November 2018
GET THIS BOOK Complex Systems Modeling and Simulation in Economics and Finance

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

The Theory of Markets

The Theory of Markets
  • Author : P. Jean-Jacques Herings,G. van der Laan,A. J. J. Talman
  • Publisher : Royal Netherlands Academy of
  • Release : 20 April 1999
GET THIS BOOK The Theory of Markets

Is an equilibrium reached in a de-centralized economy, and if so, what type of equilibrium? What happens if price formation is subject to rigidities? What are the consequences of missing markets, for example for future commodities? Which markets evolve in case of bounded rationality, incomplete information and externalities? How should markets be regulated? How does monetary policy affect the functioning of markets? of the central questions in economic theory - how do markets operate and do they function at all

Stable Paretian Models in Finance

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  • Author : Svetlozar T. Rachev,Stefan Mittnik
  • Publisher : John Wiley & Sons Incorporated
  • Release : 15 June 2000
GET THIS BOOK Stable Paretian Models in Finance

The authors reconsider the problem of parametrically specifying distribution suitable for asset-return models. They describe alternative distributions, showing how they can be estimated and applied to stock-index and exchange-rate data. The implications for options pricing are also investigated.

Nonlinear Economic Dynamics and Financial Modelling

Nonlinear Economic Dynamics and Financial Modelling
  • Author : Roberto Dieci,Xue-Zhong He,Cars Hommes
  • Publisher : Springer
  • Release : 26 July 2014
GET THIS BOOK Nonlinear Economic Dynamics and Financial Modelling

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

Cointegration Analysis in a German Monetary System

Cointegration Analysis in a German Monetary System
  • Author : Kirstin Hubrich
  • Publisher : Physica
  • Release : 20 April 2021
GET THIS BOOK Cointegration Analysis in a German Monetary System

With the decision of the European Central Bank to assign a prominent role to a monetary aggregate in its policy strategy, it is essential to further understand the policy of monetary targeting of the German Bundesbank and the conditions under which it succeeded. The focus of the empirical analysis is on long-run monetary relationships. A small sample simulation analysis compares the size and power properties of a broad range of systems cointegration tests. The results determine the methods chosen for