Download or read book Estimation of Disequilibrium Models written by Hans-Jürg Büttler and published by Springer Science & Business Media. This book was released on 2013-03-08 with total page 124 pages. Available in PDF, EPUB and Kindle. Book excerpt: This monograph grew out of a project which was sponsored by the Swiss National Foundation ("Schweizerischer Nationalfonds") under grant no. 4. 636-0. 83. 09. Yithin this project, prediction-oriented estimation methods for the canonical econometric disequilibrium model were developed. The present monograph deals with the application of these estimation techniques to three aggregative markets of the Swiss economy. Parts of the monograph have been presented at various places: the estimation techniques described in chapter 3 at the European Meeting of the Econometric Society, Madrid 1984; the application to residential investment described in chapter 4 at a symposium on housing policy at the University of Mannheim, 1984; the empirical study on the money stock described in chapter 5 at the Symposium on Money, Banking and Insurance held at the University of Karlsruhe, 1984, as well as at a joint seminar of the University of Basle and the Bank for International Settlements (BIS), 1985; and, finally, the empirical study on the aggregate labor market described in chapter 6 at a seminar of the University of ZUrich, 1985. Comments from toe seminar participants, in particular from Palle S. Andersen (BIS) who served as a discussant, Pascal Bridel (Swiss National Bank, SNB), Franz Ettlin (SNB), and Kurt Schiltknecht (Nordfinanz-Bank, Zurich) are gratefully acknowledged, without implying any responsibility on their part. The methodological part described in chapters 2 and 3 is contributed by G. Frei and B.

Download or read book Foundations for a Disequilibrium Theory of the Business Cycle written by Carl Chiarella and published by Cambridge University Press. This book was released on 2005-10-27 with total page 572 pages. Available in PDF, EPUB and Kindle. Book excerpt: Building on The Dynamics of Keynesian Monetary Growth by Chiarella and Flaschel (2000), this book is a key contribution to business cycle theory, setting out a disequilibrium approach with gradual adjustments of the key macroeconomic variables. Its analytic study of a deterministic model of economic activity, inflation and income distribution integrates elements in the tradition of Keynes, Metzler and Goodwin (KMG). After a qualitative analysis of the basic feedback mechanisms, the authors calibrate the KMG model to the stylized facts of the business cycle in the U.S. economy, and then undertake a detailed numerical investigation of the local and global dynamics generated by the model. Finally, topical issues in monetary policy are studied in small macromodels as well as for the KMG model by incorporating an estimated Taylor-type interest rate reaction function. The stability features of this enhanced model are also compared to those of the original KMG model.

Download or read book JOURNAL OF ECONOMETRICS ANNALS 1991 3 THE MEASUREMENT AND ANALYSIS OF WELFARE VOLUME 50 1991 written by and published by . This book was released on 1991 with total page 824 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Credit Rationing and the Commercial Loan Market written by Dwight M. Jaffee and published by John Wiley & Sons. This book was released on 1971 with total page 216 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Comprehensive Dissertation Index written by and published by . This book was released on 1984 with total page 808 pages. Available in PDF, EPUB and Kindle. Book excerpt: Vols. for 1973- include the following subject areas: Biological sciences, Agriculture, Chemistry, Environmental sciences, Health sciences, Engineering, Mathematics and statistics, Earth sciences, Physics, Education, Psychology, Sociology, Anthropology, History, Law & political science, Business & economics, Geography & regional planning, Language & literature, Fine arts, Library & information science, Mass communications, Music, Philosophy and Religion.

Download or read book Comprehensive Dissertation Index Business Economics A K written by and published by . This book was released on 1984 with total page 808 pages. Available in PDF, EPUB and Kindle. Book excerpt:

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Download or read book IMF Staff Papers written by International Monetary Fund. Research Dept. and published by International Monetary Fund. This book was released on 2002-11-04 with total page 250 pages. Available in PDF, EPUB and Kindle. Book excerpt: This paper reports for uncovered interest parity (UIP) using daily data for 23 developing and developed countries during the crisis-strewn 1990s. UIP is a classic topic of international finance, a critical building block of most theoretical models, and a dismal empirical failure. UIP states that the interest differential is, on average, equal to the ex post exchange rate change. UIP may work differently for countries in crisis, whose exchange and interest rates both display considerably more volatility. This volatility raises the stakes for financial markets and central banks; it also may provide a more statistically powerful test for the UIP hypothesis. Policy-exploitable deviations from UIP are, therefore, a necessary condition for an interest rate defense. There is a considerable amount of heterogeneity in the results, which differ wildly by country.

Download or read book Dissertation Abstracts International written by and published by . This book was released on 1996 with total page 860 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Statistical Abstract of the United States written by and published by . This book was released on 1976 with total page 1504 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Bibliography of Agriculture written by and published by . This book was released on 1990 with total page 1104 pages. Available in PDF, EPUB and Kindle. Book excerpt:

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Download or read book Quantitative and Empirical Analysis of Nonlinear Dynamic Macromodels written by Carl Chiarella and published by Emerald Group Publishing. This book was released on 2006-05-30 with total page 563 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book represents an ongoing research agenda the aim of which is to contribute to the Keynesian paradigm in macroeconomics. It examines the Dynamic General Equilibrium (DGE) model, the assumption of intertemporal optimizing behavior of economic agents, competitive markets and price mediated market clearing through flexible wages and prices.

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Download or read book The New Palgrave Dictionary of Economics written by and published by Springer. This book was released on 2016-05-18 with total page 7493 pages. Available in PDF, EPUB and Kindle. Book excerpt: The award-winning The New Palgrave Dictionary of Economics, 2nd edition is now available as a dynamic online resource. Consisting of over 1,900 articles written by leading figures in the field including Nobel prize winners, this is the definitive scholarly reference work for a new generation of economists. Regularly updated! This product is a subscription based product.

Download or read book Dynamic Disequilibrium Modeling Theory and Applications written by William A. Barnett and published by Cambridge University Press. This book was released on 1996-06-13 with total page 556 pages. Available in PDF, EPUB and Kindle. Book excerpt: . The organizers of the ninth symposium, which produced the current proceedings volume, were Claude Hillinger at the University of Munich, Giancarlo Gandolfo at the University of Rome "La Sapienza," A. R. Bergstrom at the University of Essex, and P. C. B. Phillips at Yale University.