Download or read book Gaussian Estimation of Open Higher Order Continuous Time Dynamic Models with Mixed Stock and Flow Data with an Application to a United Kingdom Macroeconomic Model written by Khalid Ben Nowman and published by . This book was released on 1992 with total page 342 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Gaussian Estimation of Open Higher Order Continuous Time Dynamic Models with Mixed Stock and Flow and with an Application to a United Kingdom Macroeconomic Model written by Khalid Nowman (Ben) and published by . This book was released on 1992 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book A Continuous Time Econometric Model of the United Kingdom with Stochastic Trends written by Albert Rex Bergstrom and published by Cambridge University Press. This book was released on 2007-04-16 with total page 315 pages. Available in PDF, EPUB and Kindle. Book excerpt: Over the last thirty years there has been extensive use of continuous time econometric methods in macroeconomic modelling. This monograph presents a continuous time macroeconometric model of the United Kingdom incorporating stochastic trends. Its development represents a major step forward in continuous time macroeconomic modelling. The book describes the model in detail and, like earlier models, it is designed in such a way as to permit a rigorous mathematical analysis of its steady-state and stability properties, thus providing a valuable check on the capacity of the model to generate plausible long-run behaviour. The model is estimated using newly developed exact Gaussian estimation methods for continuous time econometric models incorporating unobservable stochastic trends. The book also includes discussion of the application of the model to dynamic analysis and forecasting.
Download or read book Continuous Time Econometrics written by G. Gandolfo and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 273 pages. Available in PDF, EPUB and Kindle. Book excerpt: Continuous-time econometrics is no longer an esoteric subject although most still regard it as such, so much so that it is hardly mentioned in standard textbooks on econometrics. Thanks to the work done in the last 20 years, both the theoretical and the applied side are by now well developed. Methods of estimation have been theoretically elaborated and practically implemented through computer programs. Continuous-time macroeconometric models for different countries have been constructed, estimated and used. Being myself involved in these developments, it was with great pleasure that I accepted the invitation to organize a session on continuous-time econometrics in the context of the International Symposium on Economic Modelling (jointly organized by the University of Urbino and the book series International Studies in Economic Modelling, and co-sponsored by the Consiglio Nazionale delle Ricerche). The reaction of 'continuists' from all over the world was so enthusiastic that I was able to arrange two sessions, one on the theory and the other on the applications. The symposium was held in Urbino on 23-25 July 1990. The papers presented in Urbino have been revised in the light of the discussion at the symposium and the referees' comments. Hence, what is published here should become another standard reference in the field of continuous-time econometrics.
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.
Download or read book System Theoretic Methods in Economic Modelling I written by S. Mittnik and published by Elsevier. This book was released on 2014-06-28 with total page 194 pages. Available in PDF, EPUB and Kindle. Book excerpt: The value of applying system-theoretic concepts to economic modelling problems arises from the fact that it offers a unifying framework for modelling dynamic systems. In addition to offering this powerful conceptual framework, it provides a wide range of tools useful in applied work. System-theoretic techniques enter predominantly two stages of economic modelling efforts: the stage of model construction and the stage of model application in accordance with the modelling. The objective of this and subsequent volumes on System-Theoretic Methods in Economic Modelling I is to initiate and/or intensify dialogues between researchers and practitioners within and across the disciplines involved. This first volume brings together papers exhibiting a wide range of system-theoretic techniques and applications to economic problems. The papers have been divided into two groups, following roughly--but not necessarily--the above classification into the construction and application stages of economic modelling. The papers in the first group focus on the identification of dynamic and static systems, while the papers in the second group address dynamic optimization problems.
Download or read book Journal of Economic Dynamics Control written by and published by . This book was released on 2001 with total page 1276 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book The estimation of open higher order continuous time dynamic models with mixed stock and flow data written by Albert Rex Bergstrom and published by . This book was released on 1986 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Finite sample properties of the Gaussian estimation of an open higher order continuous time dynamic model with mixed stock and flow data written by K. B. Nowman and published by . This book was released on 1990 with total page 39 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Gaussian Estimation of Mixed Order Continuous time Dynamic Models with Unobservable Stochastic Trends from Mixed Stock and Flow Data written by Abram R. Bergstrom and published by . This book was released on 1995 with total page 72 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Economic Financial Computing written by and published by . This book was released on 1992 with total page 336 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book THE ESTIMATION OF OPEN HIGHER ORDER CONTINUOUS TIME DYNAMIC MODELS WITH MIXED STOCK AND FLOW DATA written by Abram R. BERGSTROM and published by . This book was released on 1986 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:
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 Finite Sample Properties of the Gaussian Estimation of an Open Higer Order Continuous Time Dynamic Model with Mixed Stock and Flow Data written by K. B. Nowman and published by . This book was released on 1990 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Journal of Economic Literature written by and published by . This book was released on 1991 with total page 1162 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Open higher order continuous time dynamic model with mixed stock and flow data written by K. Ben Nowman and published by . This book was released on 1990 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Dissertation Abstracts International written by and published by . This book was released on 1993 with total page 660 pages. Available in PDF, EPUB and Kindle. Book excerpt:
