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SPIRES-BOOKS: FIND KEYWORD MACROECONOMICS *END*INIT* use /tmp/qspiwww.webspi1/12047.64 QRY 131.225.70.96 . find keyword macroeconomics ( in books using www Cover
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Call number:SPRINGER-2016-9783319318226:ONLINE Show nearby items on shelf
Title:Seasonal Adjustment Methods and Real Time Trend-Cycle Estimation
Author(s): Estela Bee Dagum
Date:2016
Size:1 online resource (10 p.)
Note:10.1007/978-3-319-31822-6
Contents:Introduction -- Time Series Components -- Part I: Seasonal Adjustment Methods -- Seasonal Adjustment: Meaning, Purpose and Methods -- Linear Filters Seasonal Adjustment Methods: Census Method II and its Variants -- Seasonal Adjustment Based on ARIM A Decomposition: TRAMO-SEATS -- Seasonal Adjustment Based on Structural Time Series Models -- Part II: Trend-Cycle Estimation -- Trend-Cycle Estimation -- Further Developments on the Henderson Trend-Cycle Filter -- A Unified View of Trend-Cycle Predictors in Reproducing Kernel Hilbert Spaces (RKHS) -- Real Time Trend-Cycle Prediction -- The Effect of Seasonal Adjustment on Real-Time Trend-Cycle Prediction -- Glossary
ISBN:9783319318226
Series:eBooks
Series:SpringerLink (Online service)
Series:Springer eBooks
Keywords: Statistics , Probabilities , Econometrics , Macroeconomics , Statistics , Statistics for Business/Economics/Mathematical Finance/Insurance , Statistical Theory and Methods , Statistics for Social Science, Behavorial Science, Education, Public Policy, and , Macroeconomics/Monetary Economics//Financial Economics , Probability Theory and Stochastic Processes , Econometrics
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Call number:SPRINGER-2016-9783319290942:ONLINE Show nearby items on shelf
Title:Leveraged Exchange-Traded Funds Price Dynamics and Options Valuation
Author(s): Tim Leung
Date:2016
Edition:1st ed. 2016
Size:1 online resource (97 p.)
Note:10.1007/978-3-319-29094-2
Contents:Introduction -- Price Dynamics of Leveraged ETFs -- Risk Analysis of Leveraged ETFs -- Options on Leveraged ETFs -- Conclusions
ISBN:9783319290942
Series:eBooks
Series:SpringerLink (Online service)
Series:Springer eBooks
Keywords: Mathematics , Economics, Mathematical , Macroeconomics , Mathematics , Quantitative Finance , Macroeconomics/Monetary Economics//Financial Economics
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Call number:SPRINGER-2013-9781461477891:ONLINE Show nearby items on shelf
Title:State-Space Models [electronic resource] : Applications in Economics and Finance
Author(s): Yong Zeng
Shu Wu
Date:2013
Publisher:New York, NY : Springer New York : Imprint: Springer
Size:1 online resource
Note:Springer e-book platform
Note:Springer 2013 e-book collections
Note:State-space models as an important mathematical tool has been widely used in many different fields. This edited collection explores recent theoretical developments of the models and their applications in economics and finance. Thebook includes nonlin ear andnon-Gaussian time series models, regime-switching and hidden Markov models, continuous- or discrete-time state processes, and models of equally-spaced or irregularly-spaced (discrete or continuous)observations.The contributed chapters are divided i nto four parts. The first part is on Particle Filtering and Parameter Learning in Nonlinear State-Space Models.The second part focuseson the application of Linear State-SpaceModels in Macroeconomics and Finance.The third part deals with Hidden Markov Mode ls, Regime Switching and Mathematical Finance and the fourth part is on Nonlinear State-Space Models for High Frequency Financial Data. The book willappeal to graduate students and researchers studying state-space modeling in economics, statistics, and ma thematics, as well as to finance professionals. Yong Zeng is a professor in Department of Mathematics and Statistics atUniversity of Missouri at Kansas City. His main research interest includes mathematical finance, financial econometrics, stochastic nonl inear filtering, and Bayesian statistical analysis. Notably, he developed the statistical analysisvia filtering for financial ultra-high frequency data, where the model can be viewed as a random-arrival-time state space model. He has published in Mathemat ical Finance, International Journal of Theoretical and Applied Finance,Applied Mathematical Finance, IEEE Transactions on Automatic Control, Statistical Inference for Stochastic Processes, among others. He held visiting associate professor positions at Pr inceton University and the University of Tennessee.He received his B.S. from Fudan University in 1990, M.S. from University of Georgia in 1994, and Ph.D. from University of Wisconsin at Ma
Note:Springer eBooks
Contents:Particle Filtering and Parameter Learning in Nonlinear State
Space Models
Linear State
Space Models in Macroeconomics and Finance
Hidden Markov Models, Regime
Switching, and Mathematical Finance
Nonlinear State
Space Models for High Frequency Financial Data
Index
ISBN:9781461477891
Series:e-books
Series:SpringerLink (Online service)
Series:Statistics and Econometrics for Finance : v1
Series:Mathematics and Statistics (Springer-11649)
Keywords: Statistics , Mathematical statistics , Economics Statistics
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Call number:SPRINGER-2012-9781461447382:ONLINE Show nearby items on shelf
Title:Restricted Kalman Filtering [electronic resource] : Theory, Methods, and Application
Author(s): Adrian Pizzinga
Date:2012
Publisher:New York, NY : Springer New York : Imprint: Springer
Size:1 online resource
Note:Springer e-book platform
Note:Springer 2013 e-book collections
Note:In statistics, the Kalman filter is a mathematical method whose purpose is to use a series of measurements observed over time, containing random variationsand other inaccuracies, and produce estimates that tend to be closer tothe true unknown values than those that would be based on a single measurement alone. This Briefoffers developments on Kalman filtering subject to general linear constraints. There are essentially three types of contributions: newproofs for results already established new result s within the subject and applications in investment analysis and macroeconomics, where the proposed methods are illustrated and evaluated. The Briefhas a short chapter on linearstate space models and the Kalman filter, aiming to make the book self-contain ed and to give a quick reference to the reader (notation and terminology). The prerequisites would be a contact with time series analysis in the level ofHamilton (1994) or Brockwell & Davis (2002) and also with linear state models and the Kalman filter e ach of these books has a chapter entirely dedicated to the subject. The book is intended for graduate students, researchers andpractitioners in statistics (specifically: time series analysis and econometrics)
Note:Springer eBooks
Contents:Introduction
Linear state space models and the Kalman filtering: a briefing
Restricted Kalman filtering: theoretical issues
Restricted Kalman filtering: methodological issues
Applications
Further Extensions
ISBN:9781461447382
Series:e-books
Series:SpringerLink (Online service)
Series:SpringerBriefs in Statistics, 2191-544X : v12
Series:Mathematics and Statistics (Springer-11649)
Keywords: Statistics , Mathematical statistics , Economics Statistics
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Call number:SPRINGER-2011-9783642184123:ONLINE Show nearby items on shelf
Title:Advanced Mathematical Methods for Finance [electronic resource]
Author(s): Giulia Di Nunno
Bernt ksendal
Date:2011
Publisher:Berlin, Heidelberg : Springer Berlin Heidelberg
Size:1 online resource
Note:Springer e-book platform
Note:Springer 2013 e-book collections
Note:This book presents innovations in the mathematical foundations of financial analysis and numerical methods for finance and applications to the modeling of risk. The topics selected include measures of risk, credit contagion,insider trading, informati on in finance, stochastic control and its applications to portfolio choices and liquidation, models of liquidity, pricing, and hedging. The models presented are based on the use of Brownian motion, Lvyprocesses and jump diffusions. Moreover, fractional Br ownian motion and ambit processes are also introduced at various levels. The chosen blend of topics gives an overview of the frontiers of mathematics for finance. New results, newmethods and new models are all introduced in different forms according to th e subject. Additionally, the existing literature on the topic is reviewed. The diversity of the topics makes the book suitable for graduate students,researchers and practitioners in the areas of financial modeling and quantitative finance. The chapters wi ll also be of interest to experts in the financial market interested in new methods and products. This volume presents theresults of the European ESF research networking program Advanced Mathematical Methods for Finance
Note:Springer eBooks
Contents:Dynamic risk measures
Ambit processes and stochastic partial differential equations
Fractional processes as models in stochastic finance
Credit contagion in a long range dependent macroeconomic factor model
Modeling information flows in financial markets
An overview of comonotonicity and its applicationsin finance and insurance
A general maximum principle for anticipative stochastic control and applications to insider trading
Analyticity of the Wiener
Hopf factors and valuation of exotic options in Levy models
Optimal liquidation of a pairs trade
A PDE
based approa
ISBN:9783642184123
Series:e-books
Series:SpringerLink (Online service)
Series:Mathematics and Statistics (Springer-11649)
Keywords: Mathematics , Finance , Distribution (Probability theory) , Economics Statistics , Macroeconomics
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Call number:SPRINGER-2010-9784431538530:ONLINE Show nearby items on shelf
Title:Econophysics Approaches to Large-Scale Business Data and Financial Crisis [electronic resource]
Author(s): Misako Takayasu
Tsutomu Watanabe
Hideki Takayasu
Date:2010
Publisher:Tokyo : Springer Japan : Imprint: Springer
Size:1 online resource
Note:Springer e-book platform
Note:Springer 2013 e-book collections
Note:The new science of econophysics has arisen out of the information age. As large-scale economic data are being increasingly generated by industries and enterprises worldwide, researchers from fields such as physics, mathematics,and information science s are becoming involved. The vast number of transactions taking place, both in the financial markets and in the retail sector, is usually studied by economists and management and now by econophysicists. Usingcutting-edge tools of computational analysis wh ile searching for regularities and laws such as those found in the natural sciences, econophysicists have come up with intriguing results. The ultimate aim is to establishfundamental data collection and analysis techniques that embrace the expertise of a variety of academic disciplines. This book comprises selected papers from the international conference on novel analytical approaches to economic dataheld in Tokyo in March 2009. The papers include detailed reports on the market behavior during the financ ial crisis of 2008 and discussions on the mechanism of bubbles and crashes, with proposals for avoiding new crises. Filled withup-to-date research, this book will interest researchers and students, finance professionals, and scholars in diverse fields
Note:Springer eBooks
Contents:1 Financial Market Properties
Trend Switching Processes in Financial Markets
Nonlinear Memory and Risk Estimation in Financial Records
Microstructure and Execution Strategies in the Global Spot FX Market
Temporal Structure of Volatility Fluctuations
Theoretical Base of the PUCK
Model with Application to Foreign Exchange Markets
2 Financial Crisis and Macroeconomics
Financial Bubbles, Real Estate Bubbles, Derivative Bubbles, and the Financial and Economic Crisis
Global and Local Approaches Describing Critical Phenomena on the Developing and Developed Financial Markets
ISBN:9784431538530
Series:e-books
Series:SpringerLink (Online service)
Series:Physics and Astronomy (Springer-11651)
Keywords: Data mining , Economics Statistics , Econometrics
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Call number:SPRINGER-2010-9783790821406:ONLINE Show nearby items on shelf
Title:Price Indexes in Time and Space [electronic resource] : Methods and Practice
Author(s): Luigi Biggeri
Guido Ferrari
Date:2010
Publisher:Heidelberg : Physica-Verlag HD
Size:1 online resource
Note:Springer e-book platform
Note:Springer 2013 e-book collections
Note:This book deals with the currently most relevant topics in price index numbers theory and practice. The problem of the harmonization of Consumer Price Indexes (CPIs) and the time-space integration of baskets is analyzed at theEU-zone level, with meth odological and practical proposals on how to proceed for an overall treatment of the matter. Another issue is comparisons between Purchasing Power Parities (PPPs) and CPIs. Likewise, the construction ofsub-indexes for households, economic and social group s is investigated, in order to obtain specific inflation measurement instruments. The book provides evidence from the most updated databases. Among the other issues treated in thisbook are spatial comparisons of price levels through PPPs and the internati onal comparisons of macroeconomic aggregates, a re-consideration of index numbers theory, the measurement of production in non-market services, deflationproblems, and price indexes in financial markets
Note:Springer eBooks
Contents:Consumer Price Indexes Time
Space Integration
Consumer Price Indexes in Space
Subindexes
Price Indexes in National Accounts
Price Indexes in Financial Markets
ISBN:9783790821406
Series:e-books
Series:SpringerLink (Online service)
Series:Contributions to Statistics, 1431-1968
Series:Mathematics and Statistics (Springer-11649)
Keywords: Statistics , Mathematical statistics , Economics Statistics , Econometrics , Macroeconomics
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Call number:SPRINGER-2008-9788847007253:ONLINE Show nearby items on shelf
Title:Emergent Macroeconomics [electronic resource] : An Agent-Based Approach to Business Fluctuations
Author(s): Domenico Delli Gatti
Edoardo Gaffeo
Mauro Gallegati
Gianfranco Giulioni
Antonio Palestrini
Date:2008
Publisher:Milano : Springer Milan
Size:1 online resource
Note:Springer e-book platform
Note:Springer 2013 e-book collections
Note:This book contributes substantively to the current state-of-the-art of macroeconomics by providing a method for building models in which business cycles and economic growth emerge from the interactions of a large number ofheterogeneous agents. Drawin g from recent advances in agent-based computational modeling, the authors show how insights from dispersed fields like the microeconomics of capital market imperfections, industrial dynamics and the theoryof stochastic processes can be fruitfully combined to improve our understanding of macroeconomic dynamics. This book should be a valuable resource for all researchers interested in analyzing macroeconomic issues without recurring to afictitious representative agent
Note:Springer eBooks
ISBN:9788847007253
Series:e-books
Series:SpringerLink (Online service)
Series:New Economic Windows
Series:Physics and Astronomy (Springer-11651)
Keywords: Engineering , Economics , Industrial organization (Economic theory) , Macroeconomics , Banks and banking
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Call number:SPRINGER-2004-9783790826814:ONLINE Show nearby items on shelf
Title:Household Behaviour, Equivalence Scales, Welfare and Poverty
Author(s):
Date:2004
Size:1 online resource (296 p.)
Note:10.1007/978-3-7908-2681-4
Contents:Equivalence Scales Based on Collective Household Models -- Welfare Comparisons Among Individuals Under Samuelson’s Model of Households -- Equivalence Scales: A Fresh Look at an Old Problem. Theory and Empirical Evidence -- An
“Endogenous Dummy Variable” Estimator of Women’s Opportunity Costs of Children in Italy -- Equivalence Scales, Horizontal Equity and Horizontal Inequity -- Equivalence Scales and Taxation: A Simulation Analysis -- Analysis of Resource
Inflows and Their Impact on Household Behaviour: Evidence from South Africa -- Estimation of the Sharing Rule between Adults and Children and Related Equivalence Scales within a Collective Consumption Framework -- Drug Consumption and
Intra-Household Distribution of Resources: The Case of Qat in an African Society -- Estimation of Unit Values in Cross Sections without Quantity Information and Implications for Demand and Welfare Analysis -- Analysis and Measurement
of Poverty. Univariate and Multivariate Approaches and Their Policy Implications. A Case Study: Italy -- Using Equivalence Scales as Spatial Deflators: Evidence in Inter-Household Welfare Regional Comparisons from Italian HBS
Micro-Data -- Authors List and Addresses
ISBN:9783790826814
Series:eBooks
Series:SpringerLink (Online service)
Series:Springer eBooks
Keywords: Statistics , Econometrics , Macroeconomics , Population , Economics , Macroeconomics/Monetary Economics//Financial Economics , Statistics for Business/Economics/Mathematical Finance/Insurance , Econometrics , Population Economics
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Call number:SPRINGER-2004-9783540247654:ONLINE Show nearby items on shelf
Title:Irrational Exuberance Reconsidered The Cross Section of Stock Returns
Author(s): Mathias Külpmann
Date:2004
Edition:Second Edition
Size:1 online resource (230 p.)
Note:10.1007/978-3-540-24765-4
Contents:I Irrational Exuberance Reconsidered -- 1 Stock Market Overreaction and Portfolio Management — An Interview with Barbara Rega, CFA, and Bernd Meyer, CFA -- 2 Scope of Analysis -- II Overshooting in the Cross Section of Stock Returns:
The Winner-Loser Effect -- 3 Literature -- 4 Empirical Evidence for Germany -- III Explaining the Cross Section of Stock Returns: CAPM versus Fundamentals -- 5 Explaining the Winner-Loser Effect: Theory -- 6 The CAPM and the
Winner-Loser Effect -- 7 Fundamentals and the Winner-Loser Effect -- 8 Fundamentals versus Beta — What Drives Stock Returns? -- IV Corporate Control -- 9 Reversals in Stock Returns and Temporary Problems of Corporate Control --
Conclusion -- References -- Author Index -- About the Author
ISBN:9783540247654
Series:eBooks
Series:SpringerLink (Online service)
Series:Springer eBooks
Keywords: Finance , Economics, Mathematical , Macroeconomics , Finance , Finance, general , Quantitative Finance , Macroeconomics/Monetary Economics//Financial Economics
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Call number:SPRINGER-1994-9789401110365:ONLINE Show nearby items on shelf
Title:The Dynamic Systems of Basic Economic Growth Models
Author(s): Bjarne S Jensen
Date:1994
Size:1 online resource (356 p.)
Note:10.1007/978-94-011-1036-5
Contents:and Overview -- 1 Basic laws of production -- 2 Classical growth models and homogeneity -- 3 Classical growth models and minimal factor rewards -- 4 Aggregate endogenous growth models -- Synopsis of endogenous growth models -- 5
Neoclassical growth models -- 6 Keynesian growth models -- 7 Leontief technology and efficient factor utilization -- 8 Flexible technologies and proportional saving -- 9 Flexible technologies and classical saving -- Synopsis of
two-sector growth models -- Final comments -- 10 Homogeneous Dynamics in the Plane -- 11 Linear and Affine Dynamics in the Plane -- 12 Quasi-Homogeneous Dynamics in the Plane -- 13 Discrete Linear Dynamics in the Plane -- Addendum:
Growth and Long-Run Stability -- Bibliography: Book I -- Bibliography: Book II
ISBN:9789401110365
Series:eBooks
Series:SpringerLink (Online service)
Series:Springer eBooks
Series:Mathematics and Its Applications : 302
Keywords: Mathematics , Differential equations , Mathematical models , Economic theory , Econometrics , Macroeconomics , Economic growth , Mathematics , Mathematical Modeling and Industrial Mathematics , Economic Theory/Quantitative Economics/Mathematical Methods , Econometrics , Ordinary Differential Equations , Macroeconomics/Monetary Economics//Financial Economics , Economic Growth
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Call number:SPRINGER-1989-9783642750403:ONLINE Show nearby items on shelf
Title:Conceptual and Numerical Analysis of Data Proceedings of the 13th Conference of the Gesellschaft für Klassifikation e. V., University of Augsburg, April 10–12, 1989
Author(s):
Date:1989
Size:1 online resource (530 p.)
Note:10.1007/978-3-642-75040-3
Contents:Section 1: Data Analysis and Classification: Basic Concepts and Methods -- Robustness of Estimation Methods against Small Sample Sizes and Nonnormality in Confirmatory Factor Analysis Models -- Probabilistic Aspects in Cluster
Analysis -- Symbolic Cluster Analysis -- Analysis of Nonnormal Longitudinal Data with Generalized Linear Models -- Cluster Methods for Qualitative Data -- On Testing for and against Inequality Restrictions -- Evaluation of a Survey
with Methods of Formal Concept Analysis -- A New Modification of the Rand Index for Comparing Partitions -- Relations between Models for Three-Way Factor Analysis and Multidimensional Scaling -- Algorithms in Multidimensional Scaling
-- Extensions of Correspondence Analysis for the Statistical Exploration of Multidimensional Contingency Tables -- Numerical Classification of Biased Estimators -- An Agglomerative Algorithm of Overlapping Clustering -- Isotonic
Regression — For a Monotone Index on a Hierarchy -- On the Interpretation of Median Relations -- Least Squares Approximation of Additive Trees -- Geometric Representation of Concept Lattices -- On Properties of Additive Tree Algorithms
-- Section 2: Applications in Library Sciences, Documentation and Information Sciences -- Knowledge Structures and Knowledge Representation: Psychological Models of Conceptual Order -- Qualitative and Numerical Data in a
Three-dimensional System -- New Concepts and Terms During the French Revolution. A Classification of the Neologisms According to their Origin -- Einige sprachliche Probleme bei der Arbeit an einer Klassifikation und deren Registern --
Data Analysis in Literary Studies -- Have Very Large Data Bases Methodological Relevance? -- Priority-Based Classification of Available Information — An Important Aspect of Future User Interfaces -- Section 3: Applications in Economics
and Social Sciences -- Computer-Based and Quantitative Methods in Market Research -- Sample Techniques Used in Marketing Research -- Generalized Latent Class Analysis: A New Methodology for Market Structure Analysis -- The Use of the
Logical Programming Language PROLOG as a Classification Method -- Classification and Selection of Consumer Purchase Behaviour Models -- Towards a New Socioeconomic Classification Scheme for Farm Households Using a Cluster Analysis
Technique -- Identification of Multiple Criteria Decision Making -- Explorative Data Analysis and Macroeconomics -- A Microeconometric Study of Travelling Behaviour -- Inference Techniques in Decision Support Systems — Comparison and
Example from Data Analysis -- Section 4: Applications in Natural Sciences and Computer Sciences -- The Classification of Organisms — The Hurdle of Homology — -- Limits in the Reconstruction of Phylogenetic Trees Exemplified with 5S
rRNA Sequences -- The Concept of Information in Computer Science -- Exploring Homologous tRNA Sequence Data: Positional Mutation Rates and Genetic Distance -- Nucleotide Sequence Analysis of Conserved Genes from Bacteria -- An Analysis
of Throughput Measurements on a Computer Network -- AC-Characteristics and the Pass/Fail Performance of a Memory Chip -- Authors
ISBN:9783642750403
Series:eBooks
Series:SpringerLink (Online service)
Series:Springer eBooks
Keywords: Statistics , Operations research , Decision making , Data structures (Computer science) , Economic theory , Statistics , Statistics for Business/Economics/Mathematical Finance/Insurance , Operation Research/Decision Theory , Data Structures , Economic Theory/Quantitative Economics/Mathematical Methods
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Call number:SPRINGER-1983-9783642483271:ONLINE Show nearby items on shelf
Title:Technology, Organization and Economic Structure Essays in Honor of Prof. Isamu Yamada
Author(s):
Date:1983
Size:1 online resource (200 p.)
Note:10.1007/978-3-642-48327-1
Contents:I: Organization: Micro and Macro -- Production Functions in the Analysis of Organizational Structure -- Revenue Maximization and Optimal Capital Policies of a Regulated Firm -- The Characteristics of Japanese Enterprises and their
Financing -- Public Management: Does it Exist? How do you do it? -- Macroeconomic Foundations of Macroeconomics -- Notes on Reaganomics -- II: Economic Structure -- Economics of Incentives: An Introductory Account -- Economic
Equilibrium under Price Rigidities and Quantity Constraints -- A Necessary and Sufficient Condition for a Continuously Rational Social Choice -- The Behavior of Resource Explorating Firm Under Stochastic World -- Note on the Kakwani
and Podder Method of Fitting Lorenz Curves -- Alternative Matrix Consistent Methods of Multilateral Comparisons for Real Product and Prices -- III: Technology -- Differentiable Manifolds and Economic Structures -- On the Local
Conservation Laws in the Von Neumann Model -- Economic Growth and Biased Technical Change: The Japanese Experience -- Notes on Exact Aggregation -- Invariance Principle and “G-Neutral” Types of Technical Change -- A Bibliography of the
Work of Professor Isamu Yamada
ISBN:9783642483271
Series:eBooks
Series:SpringerLink (Online service)
Series:Springer eBooks
Series:Lecture Notes in Economics and Mathematical Systems: 210
Keywords: Mathematics , Business , Management science , Probabilities , Statistics , Economic theory , Mathematics , Probability Theory and Stochastic Processes , Economic Theory/Quantitative Economics/Mathematical Methods , Business and Management, general , Statistics, general
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Call number:SPRINGER-1972-9789401031394:ONLINE Show nearby items on shelf
Title:Forecasting Models for National Economic Planning
Author(s): A. R. G Heesterman
Date:1972
Edition:Second, Revised and Extended Edition
Size:1 online resource (166 p.)
Note:10.1007/978-94-010-3139-4
Contents:Preface and Introduction -- Preface to the Second Edition -- I. The Basic Concepts of Linear Models -- 1.1. Economic Equation Systems -- 1.2. Some Conventions of Notation -- 1.3. The Basic Block-Equation -- 1.4. Some Types of Relations -- 1.5. The N ature of Stochastic Relations -- 1.6. Instruments, Target-Variables and Data -- 1.7. The Conditional Forecast -- 1.8. The Reduced Form -- 1.9. Subsystems -- II. The Short-term Forecasting Model -- 2.1. What is’ short-Term’? -- 2.2. An Example of a Sho rt-Term Model -- 2.3. Linear Approximation -- 2.4. Production, Income and its Distribution -- 2.5. The Institutional Relations -- 2.6. The Demand for Production Factors -- 2.7. The Consumption Function -- 2.8. The Demand for Investment Goods -- 2.9. The D emand for Inventories -- 2.10. The Price Equations -- 2.11. Supply and Demand -- 2.12. Capacity -- 2.13. Built-in Stabilizers -- 2.14. The Use of Percentage Increments -- 2.15. Summary of the Short-Term Forecasting Model -- III. The (Static)
Input-Output Model -- 3.1. Use of the Input-Output Model -- 3.2. The Input-Output Table -- 3.3. The Input-Output Production Model -- 3.4. The Matrix Formulae -- 3.5. Cumulative Input-Output Coefficients -- 3.6. Allocation under Capacity Limits -- 3. 7. Artificial Sectors -- 3.8. The Input-Output Costing Model -- 3.9. Units of Measurement -- 3.10. The Requirements of Productiveness -- 3.11. The Generalized Input-Output Model -- 3.12. Regional Input-Output Models -- 3.13. History of Input-Output Analys is -- IV. Some Building Stones of Sectorized Models -- 4.1. The Extended Input-Output Model -- 4.2. Average and Marginal Input Coefficients -- 4.3. Stone’s Linear Expenditure System -- 4.4. Price-Based Substitution in Input-Output Models -- 4.5. An Inpu t-Output System with Substitution and Technical Progress -- 4.6. Unequal Lags -- V. Capital-Output Ratios -- 5.1. The Harrod-Domar Model -- 5.2. Those Awful Data -- 5.3. The Role of Technical Innovation -- 5.4. The Computation of
Capital-Output Ratios -- 5.5. In Defence of the Gross Ratio -- VI. The Dynamics of Economic Growth -- 6.1. The Dynamic Input-Output Model -- 6.2. The Accelerator Model -- 6.3. The Quasi-Static Model -- 6.4. The National Plan -- VII. Dynamic Adjustme nt Models and their Convergence -- 7.1. The Dichotomy -- 7.2. The Causal Chain -- 7.3. The Cumulative Forecast -- 7.4. The Long-Run Equilibrium -- 7.5. The Problem of Stability -- 7.6. The’ simple’ Long-Term Model -- VIII. Forecast and Policy -- 8.1. Data and Instruments -- 8.2. The Policy Programming Problem -- 8.3. Tinbergen’s Method of Instruments and Targets -- 8.4. Theil’s Quadratic Programming Approach -- List of some of the Tables and the Examples to which they belong
ISBN:9789401031394
Series:eBooks
Series:SpringerLink (Online service)
Series:Springer eBooks
Series:International Studies in Economics and Econometrics: 2
Keywords: Statistics , Macroeconomics , Statistics , Statistics for Business/Economics/Mathematical Finance/Insurance , Macroeconomics/Monetary Economics//Financial Economics
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