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Look Inside Dynamic Disequilibrium Modeling: Theory and Applications

Dynamic Disequilibrium Modeling: Theory and Applications
Proceedings of the Ninth International Symposium in Economic Theory and Econometrics

$79.99 (Z)

Part of International Symposia in Economic Theory and Econometrics

A. R. Bergstrom, Claude Hillinger, Clifford R. Wymer, Giancarlo Gandolfo, Pier Carlo Padoan, Giuseppe De Arcangelis, D. Delli Gatti, M. Gallegati, K. B. Nowman, Michael Reiter, Peter A. Zadrozny, Alfred Mauszner, Ulrich Woitek, William Barnett, A. Ronald Gallant, Melvin Hinich, Mark Jensen, Jochen Jungeilges, Laura Sabani, B. Dejon, F. Graef, H.-J. Meier, J. Novotny, Werner Smolny, Claus Weddepohl, William P. Anderson, Yorgos Y. Papageorgiou, Steven N. Durlauf
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  • Date Published: March 2011
  • availability: Available
  • format: Paperback
  • isbn: 9780521174978

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  • Dynamic Disequilibrium Modeling presents some recent surveys and developments in dynamic disequilibrium and continuous time econometric modeling along with related research from associated fields. Specific areas covered include applications in business cycles and growth, tests for nonlinearity, rationing and disequilibrium dynamics, and demographic and international applications. The contents of this volume comprise the proceedings of the ninth conference in the International Symposia in Economic Theory and Econometrics series under the general editorship of William Barnett.

    • Collection of rigorously reviewed and edited papers on key subjects in economics
    • Contributors include leading scholars from North America, the United Kingdom, and Europe
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    Product details

    • Date Published: March 2011
    • format: Paperback
    • isbn: 9780521174978
    • length: 552 pages
    • dimensions: 229 x 152 x 31 mm
    • weight: 0.8kg
    • availability: Available
  • Table of Contents

    Volume editors' preface
    Series editor's preface
    List of contributors
    Part I. Survey Papers:
    1. Survey of continuous time econometrics A. R. Bergstrom
    2. Dynamic disequilibrium economics: history, conceptual foundations, possible futures Claude Hillinger
    3. The role of continuous time disequilibrium models in macroeconomics Clifford R. Wymer
    Part II. Continuous Time Models:
    4. Nonlinear estimation of a nonlinear continuous time model Giancarlo Gandolfo, Pier Carlo Padoan, Giuseppe De Arcangelis and Clifford R. Wymer
    5. Endogenous regime switching in a model of accumulation, credit and monetary policy D. Delli Gatti, M. Gallegati and P. C. Padoan
    6. A note on continuous time dynamic disequilibrium macroeconometric modeling of the United Kingdom K. B. Nowman
    7. Evaluation of discrete and continuous time dynamic models by spectral methods with an application to automobile demand Michael Reiter
    8. A continuous-time method for modeling optimal investment subject to adjustment costs and gestation lags Peter A. Zadrozny
    Part III. Business Cycles and Growth:
    9. Monopolistic price setting, subjective demand, and the business cycle Alfred Mauszner
    10. The G7-countries: a multivariate description of the business cycle stylized facts Ulrich Woitek
    Part IV. Tests for Nonlinearity:
    11. Comparison of the available tests for nonlinearity and chaos William Barnett, A. Ronald Gallant, Melvin Hinich, Mark Jensen and Jochen Jungeilges
    12. Testing for nonlinearity in the exchange rate data series: an empirical investigation of the Lira/$ spot rate Laura Sabani
    Part V. Rationing and Disequilibrium Dynamics:
    13. Dynamic stochastic choice modeling of disequilibrium in an economy B. Dejon, F. Graef, H.-J. Meier and J. Novotny
    14. Non-linear models of employment adjustment Werner Smolny
    15. A simulation study of disequilibrium price dynamics Claus Weddepohl
    Part VI. Demographic and International Applications:
    16. Disequilibrium in the Canadian population distribution, 1952–83 William P. Anderson and Yorgos Y. Papageorgiou
    17. Optimality of the target-zone regime Giuseppe De Arcangelis
    18. Neighborhood feedbacks, endogenous stratification, and income inequality Steven N. Durlauf.

  • Editors

    William A. Barnett, Washington University, St Louis

    Giancarlo Gandolfo, Università degli Studi di Roma 'La Sapienza', Italy

    Claude Hillinger, Universität Munchen

    Contributors

    A. R. Bergstrom, Claude Hillinger, Clifford R. Wymer, Giancarlo Gandolfo, Pier Carlo Padoan, Giuseppe De Arcangelis, D. Delli Gatti, M. Gallegati, K. B. Nowman, Michael Reiter, Peter A. Zadrozny, Alfred Mauszner, Ulrich Woitek, William Barnett, A. Ronald Gallant, Melvin Hinich, Mark Jensen, Jochen Jungeilges, Laura Sabani, B. Dejon, F. Graef, H.-J. Meier, J. Novotny, Werner Smolny, Claus Weddepohl, William P. Anderson, Yorgos Y. Papageorgiou, Steven N. Durlauf

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