Dynamic Modeling, Empirical Macroeconomics, and Finance: Essays in Honor of Willi Semmler, Bernard Lucas, Nyambuu Unurjargal
Автор: Willi Semmler Название: Business Cycles: Theory and Empirical Methods ISBN: 9401045968 ISBN-13(EAN): 9789401045964 Издательство: Springer Рейтинг: Цена: 186330.00 T Наличие на складе: Есть у поставщика Поставка под заказ. Описание: In macrodynamics and business cycle analysis we find nowadays a variety of approaches elaborating frameworks for studying the fluctuations in economic and financial data. This volume brings together a selection of contributions on theories of the business cycle and new empirical methods and synopsizes the new results.
Автор: Chiarella Carl, Semmler Willi, Hsiao Chih-Ying Название: Sustainable Asset Accumulation and Dynamic Portfolio Decisions ISBN: 3662569922 ISBN-13(EAN): 9783662569924 Издательство: Springer Рейтинг: Цена: 93160.00 T Наличие на складе: Есть у поставщика Поставка под заказ. Описание:
Introduction.- Forecasting and Low Frequency Movements of Asset Returns.- Portfolio Modeling with Sustainability Constraints.- Dynamic Saving and Portfolio Decisions-Theory.- Asset Accumulation with Estimated Low Frequency Movements Asset Returns.- Asset Accumulation and Portfolio Decisions with Time Varying Asset Returns and Labor Income.- Continuous and Discrete Time Modeling.- Asset Accumulation and Portfolio Decisions under Inflation Risk.- Concluding Remarks.
Автор: Marco Gallegati; Willi Semmler Название: Wavelet Applications in Economics and Finance ISBN: 3319382993 ISBN-13(EAN): 9783319382999 Издательство: Springer Рейтинг: Цена: 121110.00 T Наличие на складе: Есть у поставщика Поставка под заказ. Описание: This book deals with the application of wavelet and spectral methods for the analysis of nonlinear and dynamic processes in economics and finance. It reflects some of the latest developments in the area of wavelet methods applied to economics and finance.
Автор: Chen Zhenhua, Bowen William M., Whittington Dale Название: Development Studies in Regional Science: Essays in Honor of Kingsley E. Haynes ISBN: 9811514348 ISBN-13(EAN): 9789811514340 Издательство: Springer Рейтинг: Цена: 130430.00 T Наличие на складе: Есть у поставщика Поставка под заказ. Описание: This book examines major policy and planning issues in development studies from the regional science perspective.
Автор: Claas, Oliver Название: Essays on wage bargaining in dynamic macroeconomics ISBN: 3319978276 ISBN-13(EAN): 9783319978277 Издательство: Springer Рейтинг: Цена: 60550.00 T Наличие на складе: Есть у поставщика Поставка под заказ. Описание: This book addresses collective bargaining in an intertemporal monetary macroeconomy of the aggregate supply–aggregate demand (AS–AD) type with overlapping generations of consumers and with a public sector. The results are presented in a unified framework with a commodity market that clears competitively. By analyzing the implications of three variants of collective bargaining – efficient bargaining in a uniform and a segmented labor market and “right-to-manage” wage bargaining – it identifies the quantity of money, price expectations, union power, and union size as the determinants of temporary equilibria. In the three scenarios, it characterizes and compares the temporary equilibria using both analytical and numerical techniques, with an emphasis on allocations, welfare, and efficiency. It also discusses the dynamic evolution under rational expectations and its steady states in nominal and real terms. Lastly, it demonstrates conditions for stability regarding a balanced monetary expansion of the economy.
Автор: Semmler Willi Название: The Oxford Handbook of the Macroeconomics of Global Warming ISBN: 0199856974 ISBN-13(EAN): 9780199856978 Издательство: Oxford Academ Рейтинг: Цена: 132000.00 T Наличие на складе: Есть у поставщика Поставка под заказ. Описание: The Oxford Handbook of the Macroeconomics of Global Warming analyzes the macroeconomics of global warming, especially the economics of possible preventative measures, various policy changes, and potential effects of climate change on developing and developed nations.
Автор: Herbert Dawid; Willi Semmler Название: Computational Methods in Economic Dynamics ISBN: 3642267521 ISBN-13(EAN): 9783642267529 Издательство: Springer Рейтинг: Цена: 130430.00 T Наличие на складе: Есть у поставщика Поставка под заказ. Описание: Computational Methods in Economic Dynamics focuses on market design and resulting market dynamics. The text covers institutional details of particular markets, behavioral details of agents` decision making, as well as spillovers between markets and effects.
Автор: Greiner Alfred, Semmler Willi, Gong Gang Название: The Forces of Economic Growth: A Time Series Perspective ISBN: 0691170967 ISBN-13(EAN): 9780691170961 Издательство: Wiley Рейтинг: Цена: 26400.00 T Наличие на складе: Есть у поставщика Поставка под заказ. Описание:
In economics, the emergence of New Growth Theory in recent decades has directed attention to an old and important problem: what are the forces of economic growth and how can public policy enhance them? This book examines major forces of growth--including spillover effects and externalities, education and formation of human capital, knowledge creation through deliberate research efforts, and public infrastructure investment. Unique in emphasizing the importance of different forces for particular stages of development, it offers wide-ranging policy implications in the process.
The authors critically examine recently developed endogenous growth models, study the dynamic implications of modified models, and test the models empirically with modern time series methods that avoid the perils of heterogeneity in cross-country studies. Their empirical analyses, undertaken with newly constructed time series data for the United States and some core countries of the Euro zone, show that models containing scale effects, such as the R&D model and the human capital model, are compatible with time series evidence only after considerable modifications and nonlinearities are introduced. They also explore the relationship between growth and inequality, with particular focus on technological change and income disparity. The Forces of Economic Growth represents a comprehensive and up-to-date empirical time series perspective on the New Growth Theory.
Автор: Bernard, Lucas, Nyambuu, Unurjargal (Eds.) Название: Dynamic Modeling, Empirical Macroeconomics, and Finance ISBN: 3319398857 ISBN-13(EAN): 9783319398853 Издательство: Springer Рейтинг: Цена: 130430.00 T Наличие на складе: Есть у поставщика Поставка под заказ. Описание: This edited volume, with contributions by area experts, offers discussions on a range of evolving topics in economics and social development. At center are important issues central to sustainable development, economic growth, technological change, the economics of climate change, commodity markets, long wave theory, non-linear dynamic models, and boom-bust cycles. This is an excellent reference for academic and professional economists interested in emerging areas of empirical macroeconomics and finance. For policy makers and curious readers alike, it is also an outstanding introduction to the economic thinking of those who seek a holistic and all-compassing approach in economic theory and policy. Looking into new data and methodology, this book offers fresh approaches in a post-crisis environment. Set in a profound understanding of the diverse currents within the many traditions of economic thought, this book pushes the established frontiers of economic thinking. It is dedicated to a leading scholar in the areas covered in this book, Willi Semmler.
Автор: Hamori Shigeyuki Et Al Название: Indian Economy: Empirical Analysis On Monetary And Financial Issues In India ISBN: 9814571903 ISBN-13(EAN): 9789814571906 Издательство: World Scientific Publishing Рейтинг: Цена: 69690.00 T Наличие на складе: Есть у поставщика Поставка под заказ. Описание: India's financial sector has undergone significant changes following the start of the economic liberalization in the early 1990s. In addition to providing important information on monetary and financial issues in India, this book also provides examples to analyze a developing economy by using macro-financial data. The book also focuses on three main topics, that is, monetary policy, financial markets and finance-poverty nexus, and provides new insights into these issues by applying some recently developed quantitative techniques.
Автор: Ragnar Nymoen Название: Dynamic Econometrics for Empirical Macroeconomic Modelling ISBN: 9811207518 ISBN-13(EAN): 9789811207518 Издательство: World Scientific Publishing Рейтинг: Цена: 153120.00 T Наличие на складе: Есть у поставщика Поставка под заказ. Описание:
For Masters and PhD students in Economics
A concise presentation on the mathematics of difference equations and how it is used in dynamic econometric modelling
Methods for non-stationary and co-integrated variables
Structured chapters on automatic methods for variable selection and forecasting with empirical macroeconometric models
Complete with end-of-chapter exercises and solutions
In this textbook, the duality between the equilibrium concept used in dynamic economic theory and the stationarity of economic variables is explained and used in the presentation of single equations models and system of equations such as VARs, recursive models and simultaneous equations models.
The book also contains chapters on: exogeneity, in the context of estimation, policy analysis and forecasting; automatic (computer based) variable selection, and how it can aid in the specification of an empirical macroeconomic model; and finally, on a common framework for model-based economic forecasting.
Supplementary materials and notes are available on the publisher's website.
To model the real world truthfully and to foresee an unrealized event are very difficult but crucial tasks. Particularly for the decision-making of an economic agent, no matter if it is a person, household, firm or government, these predictions are a useful guidance. At this point, we see the importance of dynamic modeling analyses in economics due to their realistic ability both in micro and macro levels. Within this framework, this book gathers empirical studies that examine the economic issues from a dynamic perspective.
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