Complexity, Heterogeneity, and the Methods of Statistical Physics in Economics: Essays in Memory of Masanao Aoki, Aoyama Hideaki, Aruka Yuji, Yoshikawa Hiroshi

Автор: Aoki
Название: Complexity and Institutions: Markets, Norms and Corporations
ISBN: 113703419X ISBN-13(EAN): 9781137034199
Издательство: Springer
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Цена: 83850.00 T
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Описание: Drawing on behavioural, experimental and neoclassical economics, this volume brings together eminent academics and practitioners to provide working macroeconomic models and explore the social norms governing a post-crisis financial world.

Автор: Masanao Aoki
Название: State Space Modeling of Time Series
ISBN: 3540528709 ISBN-13(EAN): 9783540528708
Издательство: Springer
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Цена: 74490.00 T
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Описание: In this book, the author adopts a state space approach to time series modeling to provide a new, computer-oriented method for building models for vector-valued time series.

Автор: Aoki, Masanao
Название: New Approaches to Macroeconomic Modeling
ISBN: 0521637694 ISBN-13(EAN): 9780521637695
Издательство: Cambridge Academ
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Цена: 44350.00 T
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Описание: This book contributes substantively to the current state-of-the-art of macroeconomic modeling by providing a method for modeling large collections of heterogeneous agents subject to non-pairwise externality called field effects, i.e. feedback of aggregate effects on individual agents or agents using state-dependent strategies.

Автор: Masanao Aoki
Название: Modeling Aggregate Behavior and Fluctuations in Economics
ISBN: 0521606195 ISBN-13(EAN): 9780521606196
Издательство: Cambridge Academ
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Цена: 50150.00 T
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Описание: How do a large but finite number of agents interact, and, consequently, what macroeconomic statistical regularities or patterns may evolve? The book examines situations (e.g. fluctuations about equilibria, multiple equilibria and asymmetrical cycles of models) which are caused by model states stochastically moving from one basis of attraction to another.