The Oxford Handbook of Computational Economics and Finance

Download The Oxford Handbook of Computational Economics and Finance PDF Online Free

Author :
Publisher : Oxford University Press
ISBN 13 : 0199844380
Total Pages : 785 pages
Book Rating : 4.1/5 (998 download)

DOWNLOAD NOW!


Book Synopsis The Oxford Handbook of Computational Economics and Finance by : Shu-Heng Chen

Download or read book The Oxford Handbook of Computational Economics and Finance written by Shu-Heng Chen and published by Oxford University Press. This book was released on 2018-01-12 with total page 785 pages. Available in PDF, EPUB and Kindle. Book excerpt: The Oxford Handbook of Computational Economics and Finance provides a survey of both the foundations of and recent advances in the frontiers of analysis and action. It is both historically and interdisciplinarily rich and also tightly connected to the rise of digital society. It begins with the conventional view of computational economics, including recent algorithmic development in computing rational expectations, volatility, and general equilibrium. It then moves from traditional computing in economics and finance to recent developments in natural computing, including applications of nature-inspired intelligence, genetic programming, swarm intelligence, and fuzzy logic. Also examined are recent developments of network and agent-based computing in economics. How these approaches are applied is examined in chapters on such subjects as trading robots and automated markets. The last part deals with the epistemology of simulation in its trinity form with the integration of simulation, computation, and dynamics. Distinctive is the focus on natural computationalism and the examination of the implications of intelligent machines for the future of computational economics and finance. Not merely individual robots, but whole integrated systems are extending their "immigration" to the world of Homo sapiens, or symbiogenesis.

Solving and Estimating Indeterminate DSGE Models

Download Solving and Estimating Indeterminate DSGE Models PDF Online Free

Author :
Publisher : International Monetary Fund
ISBN 13 : 1484342658
Total Pages : 31 pages
Book Rating : 4.4/5 (843 download)

DOWNLOAD NOW!


Book Synopsis Solving and Estimating Indeterminate DSGE Models by : Mr.Roger Farmer

Download or read book Solving and Estimating Indeterminate DSGE Models written by Mr.Roger Farmer and published by International Monetary Fund. This book was released on 2013-10-01 with total page 31 pages. Available in PDF, EPUB and Kindle. Book excerpt: We propose a method for solving and estimating linear rational expectations models that exhibit indeterminacy and we provide step-by-step guidelines for implementing this method in the Matlab-based packages Dynare and Gensys. Our method redefines a subset of expectational errors as new fundamentals. This redefinition allows us to treat indeterminate models as determinate and to apply standard solution algorithms. We provide a selection method, based on Bayesian model comparison, to decide which errors to pick as fundamental and we present simulation results to show how our procedure works in practice.

DSGE Models in Macroeconomics

Download DSGE Models in Macroeconomics PDF Online Free

Author :
Publisher : Emerald Group Publishing
ISBN 13 : 1781903050
Total Pages : 480 pages
Book Rating : 4.7/5 (819 download)

DOWNLOAD NOW!


Book Synopsis DSGE Models in Macroeconomics by : Nathan Balke

Download or read book DSGE Models in Macroeconomics written by Nathan Balke and published by Emerald Group Publishing. This book was released on 2012-11-29 with total page 480 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume of Advances in Econometrics contains articles that examine key topics in the modeling and estimation of dynamic stochastic general equilibrium (DSGE) models. Because DSGE models combine micro- and macroeconomic theory with formal econometric modeling and inference, over the past decade they have become an established framework for analy

The New Keynesian Monetary Model. Does it Show the Comovement between Output and Inflation in the U.S. and the Euro Area?

Download The New Keynesian Monetary Model. Does it Show the Comovement between Output and Inflation in the U.S. and the Euro Area? PDF Online Free

Author :
Publisher : Fundacion BBVA
ISBN 13 :
Total Pages : 56 pages
Book Rating : 4./5 ( download)

DOWNLOAD NOW!


Book Synopsis The New Keynesian Monetary Model. Does it Show the Comovement between Output and Inflation in the U.S. and the Euro Area? by :

Download or read book The New Keynesian Monetary Model. Does it Show the Comovement between Output and Inflation in the U.S. and the Euro Area? written by and published by Fundacion BBVA. This book was released on with total page 56 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Handbook of Macroeconomics

Download Handbook of Macroeconomics PDF Online Free

Author :
Publisher : Elsevier
ISBN 13 : 0444594884
Total Pages : 3009 pages
Book Rating : 4.4/5 (445 download)

DOWNLOAD NOW!


Book Synopsis Handbook of Macroeconomics by : John B. Taylor

Download or read book Handbook of Macroeconomics written by John B. Taylor and published by Elsevier. This book was released on 2016-11-12 with total page 3009 pages. Available in PDF, EPUB and Kindle. Book excerpt: Handbook of Macroeconomics Volumes 2A and 2B surveys major advances in macroeconomic scholarship since the publication of Volume 1 (1999), carefully distinguishing between empirical, theoretical, methodological, and policy issues, including fiscal, monetary, and regulatory policies to deal with crises, unemployment, and economic growth. As this volume shows, macroeconomics has undergone a profound change since the publication of the last volume, due in no small part to the questions thrust into the spotlight by the worldwide financial crisis of 2008. With contributions from the world's leading macroeconomists, its reevaluation of macroeconomic scholarship and assessment of its future constitute an investment worth making. - Serves a double role as a textbook for macroeconomics courses and as a gateway for students to the latest research - Acts as a one-of-a-kind resource as no major collections of macroeconomic essays have been published in the last decade - Builds upon Volume 1 by using its section headings to illustrate just how far macroeconomic thought has evolved

Bayesian Estimation of DSGE Models

Download Bayesian Estimation of DSGE Models PDF Online Free

Author :
Publisher : Princeton University Press
ISBN 13 : 0691161089
Total Pages : 295 pages
Book Rating : 4.6/5 (911 download)

DOWNLOAD NOW!


Book Synopsis Bayesian Estimation of DSGE Models by : Edward P. Herbst

Download or read book Bayesian Estimation of DSGE Models written by Edward P. Herbst and published by Princeton University Press. This book was released on 2015-12-29 with total page 295 pages. Available in PDF, EPUB and Kindle. Book excerpt: Dynamic stochastic general equilibrium (DSGE) models have become one of the workhorses of modern macroeconomics and are extensively used for academic research as well as forecasting and policy analysis at central banks. This book introduces readers to state-of-the-art computational techniques used in the Bayesian analysis of DSGE models. The book covers Markov chain Monte Carlo techniques for linearized DSGE models, novel sequential Monte Carlo methods that can be used for parameter inference, and the estimation of nonlinear DSGE models based on particle filter approximations of the likelihood function. The theoretical foundations of the algorithms are discussed in depth, and detailed empirical applications and numerical illustrations are provided. The book also gives invaluable advice on how to tailor these algorithms to specific applications and assess the accuracy and reliability of the computations. Bayesian Estimation of DSGE Models is essential reading for graduate students, academic researchers, and practitioners at policy institutions.

Economic Dynamics in Discrete Time, second edition

Download Economic Dynamics in Discrete Time, second edition PDF Online Free

Author :
Publisher : MIT Press
ISBN 13 : 026235733X
Total Pages : 849 pages
Book Rating : 4.2/5 (623 download)

DOWNLOAD NOW!


Book Synopsis Economic Dynamics in Discrete Time, second edition by : Jianjun Miao

Download or read book Economic Dynamics in Discrete Time, second edition written by Jianjun Miao and published by MIT Press. This book was released on 2020-03-03 with total page 849 pages. Available in PDF, EPUB and Kindle. Book excerpt: A unified and comprehensive introduction to the analytical and numerical tools for solving dynamic economic problems; substantially revised for the second edition. This book offers a unified, comprehensive, and up-to-date treatment of analytical and numerical tools for solving dynamic economic problems. The focus is on introducing recursive methods—an important part of every economist's set of tools—and readers will learn to apply recursive methods to a variety of dynamic economic problems. The book is notable for its combination of theoretical foundations and numerical methods. Each topic is first described in theoretical terms, with explicit definitions and rigorous proofs; numerical methods and computer codes to implement these methods follow. Drawing on the latest research, the book covers such cutting-edge topics as asset price bubbles, recursive utility, robust control, policy analysis in dynamic New Keynesian models with the zero lower bound on interest rates, and Bayesian estimation of dynamic stochastic general equilibrium (DSGE) models. This second edition has been substantially updated. Responding to renewed interest in modeling with multiple equilibria, it incorporates new material on this topic throughout. It offers an entirely new chapter on deterministic nonlinear systems, and provides new material on such topics as linear planar systems, chaos, bifurcations, indeterminacy and sunspot solutions, pruning nonlinear solutions, the bandit problem, rational inattention models, bequests, self-fulfilling prophecies, the cyclical behavior of unemployment and vacancies, and the long-run risk model. The exposition of each chapter has been revised and improved, and many new figures, Matlab codes, and exercises have been added. A student solutions manual can be purchased separately.

Travails of the Eurozone

Download Travails of the Eurozone PDF Online Free

Author :
Publisher : Springer
ISBN 13 : 0230801471
Total Pages : 339 pages
Book Rating : 4.2/5 (38 download)

DOWNLOAD NOW!


Book Synopsis Travails of the Eurozone by : D. Cobham

Download or read book Travails of the Eurozone written by D. Cobham and published by Springer. This book was released on 2007-01-10 with total page 339 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book examines the slow growth and other problems experienced by the Eurozone in its early years, and the challenges which it now faces. The authors investigate the operation of monetary and fiscal policy in the Eurozone, the extent of structural reform and the reasons for it, and other topics.

Handbook of Real Estate and Macroeconomics

Download Handbook of Real Estate and Macroeconomics PDF Online Free

Author :
Publisher : Edward Elgar Publishing
ISBN 13 : 1789908493
Total Pages : 480 pages
Book Rating : 4.7/5 (899 download)

DOWNLOAD NOW!


Book Synopsis Handbook of Real Estate and Macroeconomics by : Leung, Charles K.Y.

Download or read book Handbook of Real Estate and Macroeconomics written by Leung, Charles K.Y. and published by Edward Elgar Publishing. This book was released on 2022-06-16 with total page 480 pages. Available in PDF, EPUB and Kindle. Book excerpt: This Handbook collects a set of academic and accessible chapters to address three questions: What should real estate economists know about macroeconomics? What should macroeconomists know about real estate? What should readers know about the interaction between real estate and macroeconomics?

International Bibliography Of Economics 2003

Download International Bibliography Of Economics 2003 PDF Online Free

Author :
Publisher : Psychology Press
ISBN 13 : 9780415354776
Total Pages : 698 pages
Book Rating : 4.3/5 (547 download)

DOWNLOAD NOW!


Book Synopsis International Bibliography Of Economics 2003 by : Compiled by the British Library of Political and Economic Science

Download or read book International Bibliography Of Economics 2003 written by Compiled by the British Library of Political and Economic Science and published by Psychology Press. This book was released on 2004-12 with total page 698 pages. Available in PDF, EPUB and Kindle. Book excerpt: First published in 1952, the International Bibliography of the Social Sciences (anthropology, economics, political science, and sociology) is well established as a major bibliographic reference for students, researchers and librarians in the social sciences worldwide. Key features * Authority: Rigorous standards are applied to make the IBSS the most authoritative selective bibliography ever produced. Articles and books are selected on merit by some of the world's most expert librarians and academics. * Breadth: today the IBSS covers over 2000 journals - more than any other comparable resource. The latest monograph publications are also included. * International Coverage: the IBSS reviews scholarship published in over 30 languages, including publications from Eastern Europe and the developing world. * User friendly organization: all non-English titles are word sections. Extensive author, subject and place name indexes are provided in both English and French.

Assessing Rational Expectations

Download Assessing Rational Expectations PDF Online Free

Author :
Publisher : MIT Press
ISBN 13 : 9780262262798
Total Pages : 350 pages
Book Rating : 4.2/5 (627 download)

DOWNLOAD NOW!


Book Synopsis Assessing Rational Expectations by : Roger Guesnerie

Download or read book Assessing Rational Expectations written by Roger Guesnerie and published by MIT Press. This book was released on 2001-04-13 with total page 350 pages. Available in PDF, EPUB and Kindle. Book excerpt: Roger Guesnerie contributes to the critical assessment of the Rational Expectations hypothesis (REH). In this book Roger Guesnerie contributes to the critical assessment of the Rational Expectations hypothesis (REH). He focuses on the multiplicity question that arises in (infinite horizon) Rational Expectation models and considers the implications for a theory of endogenous fluctuations. The REH, which dominates the economic modeling of expectations in most fields of formalized economic theory, is often associated with an optimistic view of the working of the markets—a view that Guesnerie scrutinizes closely. The book is divided into four parts. The first part uses the framework of simple models to characterize the stochastic processes that trigger self-fulfilling prophecies and examines the connections between periodic equilibria (cycles) and stochastic equilibria (sunspots). (A sunspot is a random shock uncorrelated with underlying economic fundamentals.) The second part views sunspot equilibria as overreactions triggered by small variations of intrinsic variables—rather than as fluctuations with no trigger—and looks at the consequences for a monetary theory à la Lucas. The third part develops the basic theory to encompass more complex, multidimensional systems. It focuses in particular on the special class of equilibria generating small fluctuations around a steady state. Broadening the scope, the fourth part looks at the stability of cycles, sunspots in systems with memory, and current research on rational expectations.

The American Economic Review

Download The American Economic Review PDF Online Free

Author :
Publisher :
ISBN 13 :
Total Pages : 1184 pages
Book Rating : 4.F/5 ( download)

DOWNLOAD NOW!


Book Synopsis The American Economic Review by :

Download or read book The American Economic Review written by and published by . This book was released on 2007 with total page 1184 pages. Available in PDF, EPUB and Kindle. Book excerpt: Includes annual List of doctoral dissertations in political economy in progress in American universities and colleges; and the Hand book of the American Economic Association.

Uncertainty, Expectations, and Financial Instability

Download Uncertainty, Expectations, and Financial Instability PDF Online Free

Author :
Publisher : Columbia University Press
ISBN 13 : 0231538308
Total Pages : 445 pages
Book Rating : 4.2/5 (315 download)

DOWNLOAD NOW!


Book Synopsis Uncertainty, Expectations, and Financial Instability by : Eric Barthalon

Download or read book Uncertainty, Expectations, and Financial Instability written by Eric Barthalon and published by Columbia University Press. This book was released on 2014-11-18 with total page 445 pages. Available in PDF, EPUB and Kindle. Book excerpt: Eric Barthalon applies the neglected theory of psychological time and memory decay of Nobel Prize–winning economist Maurice Allais (1911–2010) to model investors' psychology in the present context of recurrent financial crises. Shaped by the behavior of the demand for money during episodes of hyperinflation, Allais's theory suggests economic agents perceive the flow of clocks' time and forget the past at a context-dependent pace: rapidly in the presence of persistent and accelerating inflation and slowly in the event of the opposite situation. Barthalon recasts Allais's work as a general theory of "expectations" under uncertainty, narrowing the gap between economic theory and investors' behavior. Barthalon extends Allais's theory to the field of financial instability, demonstrating its relevance to nominal interest rates in a variety of empirical scenarios and the positive nonlinear feedback that exists between asset price inflation and the demand for risky assets. Reviewing the works of the leading protagonists in the expectations controversy, Barthalon exposes the limitations of adaptive and rational expectations models and, by means of the perceived risk of loss, calls attention to the speculative bubbles that lacked the positive displacement discussed in Kindleberger's model of financial crises. He ultimately extrapolates Allaisian theory into a pragmatic approach to investor behavior and the natural instability of financial markets. He concludes with the policy implications for governments and regulators. Balanced and coherent, this book will be invaluable to researchers working in macreconomics, financial economics, behavioral finance, decision theory, and the history of economic thought.

Robustifying Learnability

Download Robustifying Learnability PDF Online Free

Author :
Publisher :
ISBN 13 :
Total Pages : 68 pages
Book Rating : 4.E/5 ( download)

DOWNLOAD NOW!


Book Synopsis Robustifying Learnability by : Robert Tetlow

Download or read book Robustifying Learnability written by Robert Tetlow and published by . This book was released on 2006 with total page 68 pages. Available in PDF, EPUB and Kindle. Book excerpt:

The New Palgrave Dictionary of Economics

Download The New Palgrave Dictionary of Economics PDF Online Free

Author :
Publisher : Springer
ISBN 13 : 1349588024
Total Pages : 7493 pages
Book Rating : 4.3/5 (495 download)

DOWNLOAD NOW!


Book Synopsis The New Palgrave Dictionary of Economics by :

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.

Computational Intelligence: A Compendium

Download Computational Intelligence: A Compendium PDF Online Free

Author :
Publisher : Springer Science & Business Media
ISBN 13 : 3540782923
Total Pages : 1182 pages
Book Rating : 4.5/5 (47 download)

DOWNLOAD NOW!


Book Synopsis Computational Intelligence: A Compendium by : John Fulcher

Download or read book Computational Intelligence: A Compendium written by John Fulcher and published by Springer Science & Business Media. This book was released on 2008-06-16 with total page 1182 pages. Available in PDF, EPUB and Kindle. Book excerpt: Computational Intelligence: A Compendium presents a well structured overview about this rapidly growing field with contributions of leading experts in Computational Intelligence. The main focus of the compendium is on applied methods tired-and-proven effective to realworld problems, which is especially useful for practitioners, researchers, students and also newcomers to the field. The 25 chapters are grouped into the following themes: I. Overview and Background II. Data Preprocessing and Systems Integration III. Artificial Intelligence IV. Logic and Reasoning V. Ontology VI. Agents VII. Fuzzy Systems VIII. Artificial Neural Networks IX. Evolutionary Approaches X. DNA and Immune-based Computing.

Handbook of Macroeconomics

Download Handbook of Macroeconomics PDF Online Free

Author :
Publisher : Elsevier
ISBN 13 : 9780444501561
Total Pages : 822 pages
Book Rating : 4.5/5 (15 download)

DOWNLOAD NOW!


Book Synopsis Handbook of Macroeconomics by : Michael Woodford

Download or read book Handbook of Macroeconomics written by Michael Woodford and published by Elsevier. This book was released on 1999 with total page 822 pages. Available in PDF, EPUB and Kindle. Book excerpt: