Download or read book On the Optimality of Adaptive Expectations Muth Revisited and Optimal Properties of Exponentially Weighted Forecasts in the Presence of Different Information Sources written by Stephen E. Satchell and published by . This book was released on 1993 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book On the Optimality of Adaptive Expectations written by Stephen E. Satchell and published by . This book was released on 1993 with total page 17 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book British Reports Translations and Theses written by British Library. Document Supply Centre and published by . This book was released on 1994 with total page 706 pages. Available in PDF, EPUB and Kindle. Book excerpt: Issue for Mar. 1981 contains index for Jan.-Mar. 1981 in microfiche form.
Download or read book On the Optimality of Adaptive Expectations written by Steve Satchell and published by . This book was released on 1994 with total page 15 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Host Bibliographic Record for Boundwith Item Barcode 30112033097202 and Others written by and published by . This book was released on 2013 with total page 706 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book On the Optimality of Adaptive Expectations written by Steve Satchell and published by . This book was released on 1993 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Optimal properties of exponentially weighted forecasts of times series with permanent and transitory components written by John F. Muth and published by . This book was released on 1959 with total page 36 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Optimal Properties of Exponentially Weighted Forecasts of Time Series with Permanent and Transitory Components written by JOHN F. MUTH and published by . This book was released on 1959 with total page 1 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Herman Wold on Optimal Properties of Exponentially Weighed Forecasts written by Harald Lang and published by . This book was released on 1987 with total page 4 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Crises in the Economic and Financial Structure written by Paul Wachtel and published by Free Press. This book was released on 1982 with total page 378 pages. Available in PDF, EPUB and Kindle. Book excerpt: Discuss four crisis-prone areas of the economy-monetary control, bankruplcy, the international economy, and speculative bubbles.
Download or read book Robustness written by Lars Peter Hansen and published by Princeton University Press. This book was released on 2016-06-28 with total page 453 pages. Available in PDF, EPUB and Kindle. Book excerpt: The standard theory of decision making under uncertainty advises the decision maker to form a statistical model linking outcomes to decisions and then to choose the optimal distribution of outcomes. This assumes that the decision maker trusts the model completely. But what should a decision maker do if the model cannot be trusted? Lars Hansen and Thomas Sargent, two leading macroeconomists, push the field forward as they set about answering this question. They adapt robust control techniques and apply them to economics. By using this theory to let decision makers acknowledge misspecification in economic modeling, the authors develop applications to a variety of problems in dynamic macroeconomics. Technical, rigorous, and self-contained, this book will be useful for macroeconomists who seek to improve the robustness of decision-making processes.
Download or read book Time Series Forecasting written by Chris Chatfield and published by CRC Press. This book was released on 2000-10-25 with total page 281 pages. Available in PDF, EPUB and Kindle. Book excerpt: From the author of the bestselling "Analysis of Time Series," Time-Series Forecasting offers a comprehensive, up-to-date review of forecasting methods. It provides a summary of time-series modelling procedures, followed by a brief catalogue of many different time-series forecasting methods, ranging from ad-hoc methods through ARIMA and state-space
Download or read book Introduction to Multi Armed Bandits written by Aleksandrs Slivkins and published by . This book was released on 2019-10-31 with total page 306 pages. Available in PDF, EPUB and Kindle. Book excerpt: Multi-armed bandits is a rich, multi-disciplinary area that has been studied since 1933, with a surge of activity in the past 10-15 years. This is the first book to provide a textbook like treatment of the subject.
Download or read book Recursive Macroeconomic Theory written by Lars Ljungqvist and published by MIT Press. This book was released on 2004 with total page 1120 pages. Available in PDF, EPUB and Kindle. Book excerpt: A significant new edition of a text that offers both tools and sample applications; extensive revisions and seven new chapters improve and expand upon the original treatment.
Download or read book Understanding Consumption written by Angus Deaton and published by Oxford University Press. This book was released on 1992 with total page 260 pages. Available in PDF, EPUB and Kindle. Book excerpt: An overview of the saving and consumption patterns of households
Download or read book Business Cycle Theory written by Günter Gabisch and published by Springer Science & Business Media. This book was released on 2013-04-17 with total page 240 pages. Available in PDF, EPUB and Kindle. Book excerpt: "Is the business cycle obsolete?" This often cited title of a book edited by Bronfenbren ner with the implicit affirmation of the question reflected the attitude of mainstream macroeconomics in the Sixties regarding the empirical relevance of cyclic motions of an economy. The successful income policies, theoretically grounded in Keynesian macroec onomics, seemed to have eased or even abolished the fluctuations in West,ern economies which motivated studies of many classical and neoclassical economists for more than 100 years. The reasoning behind the conviction that business cycles would increasingly become irrelevant was rather simple: if an economy fluctuates for whatever reason, then it is almost always possible to neutralize these cyclic motions by means of anti-cyclic demand policies. From the 1950's until the mid-Sixties business cycle theory had often been consid ered either as an appendix to growth theory or as an academic exercise in dynamical economics. The common business cycle models were essentially multiplier-accelerator models whose sensitive dependence on parameter values (in order to be called busi ness cycle models) suggested a rather improbable occurrence of continuing oscillations. The obvious success in compensating business cycles in those days prevented intensive concern with the occurrence of cycles. Rather, business cycle theory turned into sta bilization theory which investigated theoretical possibilities of stabilizing a fluctuating economy. Many macroeconomic textbooks appeared in the Sixties which consequently identified business cycle theory with inquiries on the possibilities to stabilize economies 2 Introduction by means of active fiscal or monetary policies.
Download or read book Post Walrasian Macroeconomics written by David Colander and published by Cambridge University Press. This book was released on 2006-07-17 with total page 33 pages. Available in PDF, EPUB and Kindle. Book excerpt: Macroeconomics is evolving in an almost dialectic fashion. The latest evolution is the development of a new synthesis that combines insights of new classical, new Keynesian and real business cycle traditions into a dynamic, stochastic general equilibrium (DSGE) model that serves as a foundation for thinking about macro policy. That new synthesis has opened up the door to a new antithesis, which is being driven by advances in computing power and analytic techniques. This new synthesis is coalescing around developments in complexity theory, automated general to specific econometric modeling, agent-based models, and non-linear and statistical dynamical models. This book thus provides the reader with an introduction to what might be called a Post Walrasian research program that is developing as the antithesis of the Walrasian DSGE synthesis.
