Nonlinear Models of Fluctuating Growth, R.M. Goodwin; M. Kr?ger; A. Vercelli

Автор: Massimo Di Matteo; Richard M. Goodwin; Alessandro
Название: Technological and Social Factors in Long Term Fluctuations
ISBN: 3540506632 ISBN-13(EAN): 9783540506638
Издательство: Springer
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Описание: In preparing this workshop we selected two main approaches (as reflected In the title of this book) that have been proposed In the last ten years to deal with the causes of long term fluctuations, namely the **technologlcal"` (or neo- SchumpeterlanLapproach and the "`social"` approsch.

Автор: Klaus F. Zimmermann
Название: Output and Employment Fluctuations
ISBN: 3642634265 ISBN-13(EAN): 9783642634260
Издательство: Springer
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Описание: The other papers use newly developedmethods for microdata,especially qualitative data orlimited dependent variables to study microeconomic models ofbehaviour that explain labour market and output decisions.

Автор: Mordecai Kurz
Название: Endogenous Economic Fluctuations
ISBN: 3642082955 ISBN-13(EAN): 9783642082955
Издательство: Springer
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Описание: Contrary to the standard theory which views the origin of uncertainty as being exogenous to the economic system, the theory of rational beliefs holds that a crucial component of social risk and economic fluctuations is endogenously propagated by variations in the state of beliefs of market participants.

Автор: Benedikt M. P?tscher; Ingmar R. Prucha
Название: Dynamic Nonlinear Econometric Models
ISBN: 3642083099 ISBN-13(EAN): 9783642083099
Издательство: Springer
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Цена: 29209.00 р.
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Описание: In two articles in Econometric Reviews, i.e., Poetscher and Prucha {1991a,b), we provided -an expository discussion of the basic structure of the asymptotic theory of M-estimators in dynamic nonlinear models and a review of the literature up to the beginning of this decade.

Автор: Greg N. Gregoriou; Razvan Pascalau
Название: Nonlinear Financial Econometrics: Markov Switching Models, Persistence and Nonlinear Cointegration
ISBN: 1349328944 ISBN-13(EAN): 9781349328949
Издательство: Springer
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Описание: This book proposes new methods to value equity and model the Markowitz efficient frontier using Markov switching models and provide new evidence and solutions to capture the persistence observed in stock returns across developed and emerging markets.

Автор: G. Gregoriou; R. Pascalau
Название: Nonlinear Financial Econometrics: Forecasting Models, Computational and Bayesian Models
ISBN: 1349328960 ISBN-13(EAN): 9781349328963
Издательство: Springer
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Описание: This book investigates several competing forecasting models for interest rates, financial returns, and realized volatility, addresses the usefulness of nonlinear models for hedging purposes, and proposes new computational techniques to estimate financial processes.