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Author :
Publisher :
ISBN 13 :
Total Pages : 42 pages
Book Rating : 4.:/5 (159 download)
Download or read book Stochastic Trends and Economic Fluctuations written by and published by . This book was released on 1987 with total page 42 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Philip Hans Franses
Publisher : Oxford University Press, USA
ISBN 13 :
Total Pages : 256 pages
Book Rating : 4.3/5 (91 download)
Download or read book Periodicity and Stochastic Trends in Economic Time Series written by Philip Hans Franses and published by Oxford University Press, USA. This book was released on 1996 with total page 256 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book provides a self-contained account of periodic models for seasonally observed economic time series with stochastic trends. Two key concepts are periodic integration and periodic cointegration. Periodic integration implies that a seasonally varying differencing filter is required to remove a stochastic trend. Periodic cointegration amounts to allowing cointegration paort-term adjustment parameters to vary with the season. The emphasis is on useful econrameters and shometric models that explicitly describe seasonal variation and can reasonably be interpreted in terms of economic behaviour. The analysis considers econometric theory, Monte Carlo simulation, and forecasting, and it is illustrated with numerous empirical time series. A key feature of the proposed models is that changing seasonal fluctuations depend on the trend and business cycle fluctuations. In the case of such dependence, it is shown that seasonal adjustment leads to inappropriate results.
Author : Philip Hans Franses
Publisher :
ISBN 13 : 9781383033144
Total Pages : 0 pages
Book Rating : 4.0/5 (331 download)
Download or read book Periodicity & Stochastic Trends in Economic Time Series written by Philip Hans Franses and published by . This book was released on 2023 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt: This text provides a self-contained account of periodic models for seasonally observed economic time series with stochastic trends. The analysis considers econometric theory, Monte Carlo simulation and forecasting, and it is illuminated with empirical time series.
Author : Robert Graham King
Publisher :
ISBN 13 :
Total Pages : 66 pages
Book Rating : 4.:/5 (318 download)
Download or read book Stochastic Trends and Economic Fluctuations written by Robert Graham King and published by . This book was released on 1991 with total page 66 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Stephen B. DeLoach
Publisher :
ISBN 13 :
Total Pages : 312 pages
Book Rating : 4.3/5 (129 download)
Download or read book Stochastic Trends and Economic Fluctuations in a Large Open Economy written by Stephen B. DeLoach and published by . This book was released on 1993 with total page 312 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Gianmarco I. P. Ottaviano
Publisher :
ISBN 13 :
Total Pages : 0 pages
Book Rating : 4.:/5 (434 download)
Download or read book National Stochastic Trends and International Macroeconomic Fluctuations written by Gianmarco I. P. Ottaviano and published by . This book was released on 1999 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Ms.Valerie Cerra
Publisher : International Monetary Fund
ISBN 13 : 1513536990
Total Pages : 50 pages
Book Rating : 4.5/5 (135 download)
Download or read book Hysteresis and Business Cycles written by Ms.Valerie Cerra and published by International Monetary Fund. This book was released on 2020-05-29 with total page 50 pages. Available in PDF, EPUB and Kindle. Book excerpt: Traditionally, economic growth and business cycles have been treated independently. However, the dependence of GDP levels on its history of shocks, what economists refer to as “hysteresis,” argues for unifying the analysis of growth and cycles. In this paper, we review the recent empirical and theoretical literature that motivate this paradigm shift. The renewed interest in hysteresis has been sparked by the persistence of the Global Financial Crisis and fears of a slow recovery from the Covid-19 crisis. The findings of the recent literature have far-reaching conceptual and policy implications. In recessions, monetary and fiscal policies need to be more active to avoid the permanent scars of a downturn. And in good times, running a high-pressure economy could have permanent positive effects.
Author : Chang-Jin Kim
Publisher :
ISBN 13 :
Total Pages : 50 pages
Book Rating : 4.:/5 (318 download)
Download or read book Common Stochastic Trends, Common Cycles, and Asymmetry in Economic Fluctuations written by Chang-Jin Kim and published by . This book was released on 2000 with total page 50 pages. Available in PDF, EPUB and Kindle. Book excerpt: "This paper investigates the nature of business cycle asymmetry using a dynamic factor model of output, investment, and consumption. We first identify a common stochastic trend and a common transitory component by embedding the permanent income hypothesis within a simple growth model. We then investigate two types of asymmetry commonly identified in U.S. business cycle dynamics: (1) Infrequent negative permanent shocks, modeled as shifts in the growth rate of the common stochastic trend and (2) infrequent negative transitory shocks, modeled as "plucking" deviations from the common stochastic trend. Tests of marginal significance suggest both types of asymmetry were present in post-war recessions, although the shifts in trend are less severe than the received literature suggests."
Author : Mr.Pau Rabanal
Publisher : International Monetary Fund
ISBN 13 : 1451875657
Total Pages : 68 pages
Book Rating : 4.4/5 (518 download)
Download or read book Technology Shocks and Aggregate Fluctuations written by Mr.Pau Rabanal and published by International Monetary Fund. This book was released on 2004-12-01 with total page 68 pages. Available in PDF, EPUB and Kindle. Book excerpt: Our answer: Not so well. We reached that conclusion after reviewing recent research on the role of technology as a source of economic fluctuations. The bulk of the evidence suggests a limited role for aggregate technology shocks, pointing instead to demand factors as the main force behind the strong positive comovement between output and labor input measures.
Author : Karl Brunner
Publisher : Cambridge University Press
ISBN 13 : 9780521599740
Total Pages : 414 pages
Book Rating : 4.5/5 (997 download)
Download or read book Money and the Economy written by Karl Brunner and published by Cambridge University Press. This book was released on 1997-07-24 with total page 414 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume offers a unique perspective on a key issue of monetary economics: the effect of money on output. Karl Brunner and Allan Meltzer address the theoretical aspects of this issue with the purpose of understanding their policy implications. They offer an historical and at times provocative overview on the relationship between money and output, and go on to present their well-known model of a monetary economy, before examining the real sector. Throughout the volume, their views are confronted with competing explanations in order to highlight differences. The monetarist flavour of the volume emerges most clearly in frequent arguments pointing to the relative stability of the private sector.
Author : Jagjit S. Chadha
Publisher : Cambridge University Press
ISBN 13 : 1316654311
Total Pages : 465 pages
Book Rating : 4.3/5 (166 download)
Download or read book The UK Economy in the Long Expansion and its Aftermath written by Jagjit S. Chadha and published by Cambridge University Press. This book was released on 2016-07-28 with total page 465 pages. Available in PDF, EPUB and Kindle. Book excerpt: The financial crisis of 2007–11 has now been analysed and explained from almost every conceivable standpoint. Far less attention has been paid to the long business cycle expansion that started in 1992 and provided an exceptional period of macroeconomic stability in the UK. To many it seemed that the main problem of the UK economy had been solved: that of sustained non-inflationary economic growth. This book brings together senior macroeconomists from universities and the Bank of England to look at what policy-making lessons can be learned from looking at the period of expansion that preceded the financial crisis. It does so with the twin aims of encouraging more policy-focused research on the UK and encouraging policy debate in the aftermath of the financial crisis and the prolonged economic recession. Students, researchers and practitioners with an interest in the UK economy will need to absorb the lessons of this book.
Author : Sean Holly
Publisher : Cambridge University Press
ISBN 13 : 9780521650694
Total Pages : 324 pages
Book Rating : 4.6/5 (56 download)
Download or read book Econometric Modelling written by Sean Holly and published by Cambridge University Press. This book was released on 2000-09-14 with total page 324 pages. Available in PDF, EPUB and Kindle. Book excerpt: The latest techniques used in modelling the economy with policy analysis and applications.
Author : Klaus F. Zimmermann
Publisher : Springer Science & Business Media
ISBN 13 : 3642579892
Total Pages : 250 pages
Book Rating : 4.6/5 (425 download)
Download or read book Output and Employment Fluctuations written by Klaus F. Zimmermann and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 250 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book consists of four parts: I. Labour demand and supply, II. Productivity slowdown and innovative activity, III. Disequilibrium and business cycle analysis, and IV. Time series analysis of output and employment. It presents a fine selection of articles in the growing field ofthe empirical analysis of output and employment fluctuations with applications in a micro-econometric or a time-series framework. The time-series literature recently has emphasized the careful testing for stationarity and nonlinearity in the data, and the importance of cointegration theory. An essential part of the papers make use of parametric and non-parametric methods developed in this literature and mostly connect their results to the hysteresis discussion about the existence of fragile equilibria. A second set of macro approaches use the disequilibrium framework that has found so much interest in Europe in recent years. The other papers use newly developed methods for microdata,especially qualitative data or limited dependent variables to study microeconomic models of behaviour that explain labour market and output decisions.
Author : Victor Zarnowitz
Publisher : University of Chicago Press
ISBN 13 : 0226978923
Total Pages : 613 pages
Book Rating : 4.2/5 (269 download)
Download or read book Business Cycles written by Victor Zarnowitz and published by University of Chicago Press. This book was released on 2007-11-01 with total page 613 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume presents the most complete collection available of the work of Victor Zarnowitz, a leader in the study of business cycles, growth, inflation, and forecasting.. With characteristic insight, Zarnowitz examines theories of the business cycle, including Keynesian and monetary theories and more recent rational expectation and real business cycle theories. He also measures trends and cycles in economic activity; evaluates the performance of leading indicators and their composite measures; surveys forecasting tools and performance of business and academic economists; discusses historical changes in the nature and sources of business cycles; and analyzes how successfully forecasting firms and economists predict such key economic variables as interest rates and inflation.
Author : L. A. Finley
Publisher : Nova Publishers
ISBN 13 : 9781594545689
Total Pages : 302 pages
Book Rating : 4.5/5 (456 download)
Download or read book Perspectives on Economic Growth written by L. A. Finley and published by Nova Publishers. This book was released on 2006 with total page 302 pages. Available in PDF, EPUB and Kindle. Book excerpt: Considering the new possibilities offered by endogenous growth models and the improvement of data information, new variables have been introduced in the analysis of economic growth. But in spite of this important effort to develop a wider and more complete perspective of economic growth process, other kinds of relations and factors must be included. And this is the main goal of this book. In the next chapters, authors analyse a set of variables or factors that the new perspective of the economic growth must include and the canonical models don't consider. The goal is to show that there are not only quantitative but also qualitative variables and factors that are growth enhancing. Traditionally, for instance, literature has studied the effects of income distribution on growth, but it does not consider environmental constraints in the process. Or it is important to consider the effects of social capital not just physical capital or human capital on the economic growth process. The role of the institutions is very important in this area. Therefore, the authors determine the effects of these variables on economic growth process and show new possibilities to the policy makers in the design of their economic policies.
Author : Hiroshi Ohta
Publisher : Springer
ISBN 13 : 1349229067
Total Pages : 442 pages
Book Rating : 4.3/5 (492 download)
Download or read book Does Economic Space Matter? written by Hiroshi Ohta and published by Springer. This book was released on 1993-09-15 with total page 442 pages. Available in PDF, EPUB and Kindle. Book excerpt: This is a Festschrift to honour Professor Melvin Greenhut who has long toiled on spatial economics. The book accordingly focuses on a single question: in what sense 'economic space' matters in economic theory. Space in economics is an elusive concept, apparently separating and embracing economic agents at the same time. This is why adding it to already overly complicated economic agents at the same time. This is why adding it to already overly complicated economic models may not necessarily help economics to become sufficiently realistic. In this book, leading scholars of international stature try to find ways of introducing space in economic theory which will make it simpler and more realistic, analysing theoretical and historical issues of contemporary relevance, such as land use, congestion and public goods, location theory and spatial competition.
Author : Mehmet Odekon
Publisher : Routledge
ISBN 13 : 1317475763
Total Pages : 1020 pages
Book Rating : 4.3/5 (174 download)
Download or read book Booms and Busts: An Encyclopedia of Economic History from the First Stock Market Crash of 1792 to the Current Global Economic Crisis written by Mehmet Odekon and published by Routledge. This book was released on 2015-03-17 with total page 1020 pages. Available in PDF, EPUB and Kindle. Book excerpt: This timely and authoritative set explores three centuries of good times and hard times in major economies throughout the world. More than 400 signed articles cover events from Tulipmania during the 1630s to the U.S. federal stimulus package of 2009, and introduce readers to underlying concepts, recurring themes, major institutions, and notable figures. Written in a clear, accessible style, "Booms and Busts" provides vital insight and perspective for students, teachers, librarians, and the general public - anyone interested in understanding the historical precedents, causes, and effects of the global economic crisis. Special features include a chronology of major booms and busts through history, a glossary of economic terms, a guide to further research, an appendix of primary documents, a topic finder, and a comprehensive index. It features 1,050 pages; three volumes; 8-1/2" X 11"; topic finder; photos; chronology; glossary; primary documents; bibliography; and, index.
