System Dynamics in Economic and Financial Models - Couverture rigide

Couverture rigide

ISBN 10 : 0471969346 ISBN 13 : 9780471969341

Editeur : John Wiley & Sons Ltd, 1997

Synopsis

The 12 articles presented in this book have different approaches for the modelling of economic and financial processes. The topics cover a range of subjects (complex dynamics, nonlinear time series models, cointegration) and applications in the field of finance and macro economics. The articles are grouped according to the methods being applied. In the first group the authors are concerned with nonlinear dynamics; the papers in the second group are more empirically oriented; the last group contains papers on time series modelling in macro economics, with special attention for the aspect of nonstationarity. The book is intended to be one of discussion and debate on themes of common interest in economics, finance and dynamical systems. It examines the different approaches for the modelling of economic and financial processes so as to stimulate the communication of ideas and to overcome the barriers of specialization.

A propos du livre

À propos de l?auteur

All four editors hold senior positions in econometric departments in The Netherlands, and share a common background in mathematical system theory. Dr Christiaan Heij is at the Erasmus University Rotterdam. Professor Dr Hans Schumacher is at the CWI, Amsterdam and Tilburg University, Dr Bernard Hanzon at the Free University of Amsterdam, and Dr Kees Praagman at the University of Groningen.

Détails de l'édition

• Éditeur: John Wiley & Sons Ltd
• Date d'édition: 1997
• Langue: anglais
• ISBN 10: 0471969346
• ISBN 13: 9780471969341
• Reliure: Relié
• Nombre de pages: 398
• Éditeur: Heij Christiaan, Schumacher Hans, Hanzon Bernard, Praagman Kees
• Coordonnées du fabricant: non disponible
• Personne responsable: non disponible