Time Irreversibility And Business Cycle Asymmetry

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Business Cycles: Theory and Empirical Methods

Author : Willi Semmler
Publisher : Springer Science & Business Media
ISBN 13 : 9401113645
Total Pages : 404 pages
Book Rating : 4.4/5 (11 download)

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Book Synopsis Business Cycles: Theory and Empirical Methods by : Willi Semmler

Download or read book Business Cycles: Theory and Empirical Methods written by Willi Semmler and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 404 pages. Available in PDF, EPUB and Kindle. Book excerpt: In macrodynamics and business cycle analysis we find nowadays a variety of approaches elaborating frameworks for studying the fluctuations in economic and financial data. These approaches are viewed from Keynesian, monetarist and rational expectations standpoints. There are now also numerous empirical methods for the testing of nonlinear data generating mechanisms. This volume brings together a selection of contributions on theories of the business cycle and new empirical methods and synopsizes the new results. The volume (i) gives an overview of current models and modern concepts and tools for analyzing the business cycle; (ii) demonstrates, where possible, the relation of those models to the history of business cycle analysis; and (iii) presents current work, surveys and original work, on new empirical methods of studying cycle generating mechanisms.

Business Cycle Asymmetries and the Nominal Exchange Rate Regimes

Author : Weshah Razzak
Publisher :
ISBN 13 :
Total Pages : 32 pages
Book Rating : 4.:/5 (321 download)

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Book Synopsis Business Cycle Asymmetries and the Nominal Exchange Rate Regimes by : Weshah Razzak

Download or read book Business Cycle Asymmetries and the Nominal Exchange Rate Regimes written by Weshah Razzak and published by . This book was released on 1998 with total page 32 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Nonlinear Time Series Analysis of Economic and Financial Data

Author : Philip Rothman
Publisher : Springer Science & Business Media
ISBN 13 : 1461551293
Total Pages : 379 pages
Book Rating : 4.4/5 (615 download)

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Book Synopsis Nonlinear Time Series Analysis of Economic and Financial Data by : Philip Rothman

Download or read book Nonlinear Time Series Analysis of Economic and Financial Data written by Philip Rothman and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 379 pages. Available in PDF, EPUB and Kindle. Book excerpt: Nonlinear Time Series Analysis of Economic and Financial Data provides an examination of the flourishing interest that has developed in this area over the past decade. The constant theme throughout this work is that standard linear time series tools leave unexamined and unexploited economically significant features in frequently used data sets. The book comprises original contributions written by specialists in the field, and offers a combination of both applied and methodological papers. It will be useful to both seasoned veterans of nonlinear time series analysis and those searching for an informative panoramic look at front-line developments in the area.

Business Cycles and Depressions

Author : David Glasner
Publisher : Routledge
ISBN 13 : 1136545271
Total Pages : 800 pages
Book Rating : 4.1/5 (365 download)

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Book Synopsis Business Cycles and Depressions by : David Glasner

Download or read book Business Cycles and Depressions written by David Glasner and published by Routledge. This book was released on 2013-12-16 with total page 800 pages. Available in PDF, EPUB and Kindle. Book excerpt: Experts define, review, and evaluate economic fluctuations Economic and business uncertainty dominate today's economic analyses. This new Encyclopedia illuminates the subject by offering 323 original articles on every major aspect of business cycles, fluctuations, financial crises, recessions, and depressions. The work of more than 200 experts, including many of the leading researchers in the field, the articles cover a broad range of subjects, including capsule biographies of leading economists born before 1920. Individual entries explore banking panics, the cobweb cycle, consumer durables, the depression of 1937-1938, Otto Eckstein, Friedrich Engels, experimental price bubbles, forced savings, lass-Steagall Act, Friedrich hagen, qualitative indicators, use of macro-econometric models, monetary neutrality, Phillips Curve, Paul Samuelson, Say's law, supply-side recessions, James Tokin, trend and random wages, Thorstein Veblen, worker-job turnover, and more.

Macroeconometrics and Time Series Analysis

Author : Steven Durlauf
Publisher : Springer
ISBN 13 : 0230280838
Total Pages : 417 pages
Book Rating : 4.2/5 (32 download)

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Book Synopsis Macroeconometrics and Time Series Analysis by : Steven Durlauf

Download or read book Macroeconometrics and Time Series Analysis written by Steven Durlauf and published by Springer. This book was released on 2016-04-30 with total page 417 pages. Available in PDF, EPUB and Kindle. Book excerpt: Specially selected from The New Palgrave Dictionary of Economics 2nd edition, each article within this compendium covers the fundamental themes within the discipline and is written by a leading practitioner in the field. A handy reference tool.

The New Frontier of Network Physiology: From Temporal Dynamics to the Synchronization and Principles of Integration in Networks of Physiological Systems

Download The New Frontier of Network Physiology: From Temporal Dynamics to the Synchronization and Principles of Integration in Networks of Physiological Systems PDF Online Free

Author : Plamen Ch. Ivanov
Publisher : Frontiers Media SA
ISBN 13 : 2889714357
Total Pages : 842 pages
Book Rating : 4.8/5 (897 download)

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Book Synopsis The New Frontier of Network Physiology: From Temporal Dynamics to the Synchronization and Principles of Integration in Networks of Physiological Systems by : Plamen Ch. Ivanov

Download or read book The New Frontier of Network Physiology: From Temporal Dynamics to the Synchronization and Principles of Integration in Networks of Physiological Systems written by Plamen Ch. Ivanov and published by Frontiers Media SA. This book was released on 2022-02-17 with total page 842 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Recent Developments in Nonlinear Cointegration with Applications to Macroeconomics and Finance

Author : Gilles Dufrénot
Publisher : Springer Science & Business Media
ISBN 13 : 1475736150
Total Pages : 319 pages
Book Rating : 4.4/5 (757 download)

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Book Synopsis Recent Developments in Nonlinear Cointegration with Applications to Macroeconomics and Finance by : Gilles Dufrénot

Download or read book Recent Developments in Nonlinear Cointegration with Applications to Macroeconomics and Finance written by Gilles Dufrénot and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 319 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book is an introductory exposition of different topics that emerged in the literature as unifying themes between two fields of econometrics of time series, namely nonlinearity and nonstationarity. Papers on these topics have exploded over the last two decades, but they are rarely ex amined together. There is, undoubtedly, a variety of arguments that justify such a separation. But there are also good reasons that motivate their combination. People who are reluctant to a combined analysis might argue that nonlinearity and nonstationarity enhance non-trivial problems, so their combination does not stimulate interest in regard to plausibly increased difficulties. This argument can, however, be balanced by other ones of an economic nature. A predominant idea, today, is that a nonstationary series exhibits persistent deviations from its long-run components (either deterministic or stochastic trends). These persistent deviations are modelized in various ways: unit root models, fractionally integrated processes, models with shifts in the time trend, etc. However, there are many other behaviors inherent to nonstationary processes, that are not reflected in linear models. For instance, economic variables with mixture distributions, or processes that are state-dependent, undergo episodes of changing dynamics. In models with multiple long-run equi libria, the moving from an equilibrium to another sometimes implies hys teresis. Also, it is known that certain shocks can change the economic fundamentals, thereby reducing the possibility that an initial position is re-established after a shock (irreversibility).

Political Analysis

Author : Walter R. Mebane
Publisher : University of Michigan Press
ISBN 13 : 9780472110742
Total Pages : 232 pages
Book Rating : 4.1/5 (17 download)

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Book Synopsis Political Analysis by : Walter R. Mebane

Download or read book Political Analysis written by Walter R. Mebane and published by University of Michigan Press. This book was released on 1999 with total page 232 pages. Available in PDF, EPUB and Kindle. Book excerpt: Discusses some of the latest developments in political methodology

Elements of Nonlinear Time Series Analysis and Forecasting

Author : Jan G. De Gooijer
Publisher : Springer
ISBN 13 : 3319432524
Total Pages : 626 pages
Book Rating : 4.3/5 (194 download)

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Book Synopsis Elements of Nonlinear Time Series Analysis and Forecasting by : Jan G. De Gooijer

Download or read book Elements of Nonlinear Time Series Analysis and Forecasting written by Jan G. De Gooijer and published by Springer. This book was released on 2017-03-30 with total page 626 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book provides an overview of the current state-of-the-art of nonlinear time series analysis, richly illustrated with examples, pseudocode algorithms and real-world applications. Avoiding a “theorem-proof” format, it shows concrete applications on a variety of empirical time series. The book can be used in graduate courses in nonlinear time series and at the same time also includes interesting material for more advanced readers. Though it is largely self-contained, readers require an understanding of basic linear time series concepts, Markov chains and Monte Carlo simulation methods. The book covers time-domain and frequency-domain methods for the analysis of both univariate and multivariate (vector) time series. It makes a clear distinction between parametric models on the one hand, and semi- and nonparametric models/methods on the other. This offers the reader the option of concentrating exclusively on one of these nonlinear time series analysis methods. To make the book as user friendly as possible, major supporting concepts and specialized tables are appended at the end of every chapter. In addition, each chapter concludes with a set of key terms and concepts, as well as a summary of the main findings. Lastly, the book offers numerous theoretical and empirical exercises, with answers provided by the author in an extensive solutions manual.

Journal of Business Cycle Measurement and Analysis

Author :
Publisher :
ISBN 13 :
Total Pages : 926 pages
Book Rating : 4.:/5 (334 download)

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Book Synopsis Journal of Business Cycle Measurement and Analysis by :

Download or read book Journal of Business Cycle Measurement and Analysis written by and published by . This book was released on 2005 with total page 926 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Applied Time Series Analysis

Author : Terence C. Mills
Publisher : Academic Press
ISBN 13 : 0128131179
Total Pages : 354 pages
Book Rating : 4.1/5 (281 download)

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Book Synopsis Applied Time Series Analysis by : Terence C. Mills

Download or read book Applied Time Series Analysis written by Terence C. Mills and published by Academic Press. This book was released on 2019-01-24 with total page 354 pages. Available in PDF, EPUB and Kindle. Book excerpt: Written for those who need an introduction, Applied Time Series Analysis reviews applications of the popular econometric analysis technique across disciplines. Carefully balancing accessibility with rigor, it spans economics, finance, economic history, climatology, meteorology, and public health. Terence Mills provides a practical, step-by-step approach that emphasizes core theories and results without becoming bogged down by excessive technical details. Including univariate and multivariate techniques, Applied Time Series Analysis provides data sets and program files that support a broad range of multidisciplinary applications, distinguishing this book from others.

Discrete Time Series, Processes, and Applications in Finance

Author : Gilles Zumbach
Publisher : Springer Science & Business Media
ISBN 13 : 3642317413
Total Pages : 326 pages
Book Rating : 4.6/5 (423 download)

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Book Synopsis Discrete Time Series, Processes, and Applications in Finance by : Gilles Zumbach

Download or read book Discrete Time Series, Processes, and Applications in Finance written by Gilles Zumbach and published by Springer Science & Business Media. This book was released on 2012-09-26 with total page 326 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book surveys empirical properties of financial time series, discusses their mathematical basis, and describes uses in risk evaluation, option pricing or portfolio construction. The author introduces and assesses a range of processes against the benchmark.

Business Cycle Fluctuations and Economic Policy

Author : Khurshid M. Kiani
Publisher :
ISBN 13 :
Total Pages : 134 pages
Book Rating : 4.F/5 ( download)

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Book Synopsis Business Cycle Fluctuations and Economic Policy by : Khurshid M. Kiani

Download or read book Business Cycle Fluctuations and Economic Policy written by Khurshid M. Kiani and published by . This book was released on 2009 with total page 134 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book highlights the importance of studying similarity of business cycles across countries and answers the theoretical question about the behaviour of fluctuations in economic activity over different phases of business cycles. This is done by analysing cross-country data that provides sufficient empirical justifications on the behaviour of economic activity to conclude that business cycles are alike. Further, the book maintains, from the recent empirical research, that business cycles fluctuations are asymmetric. For empirical validation of the hypothesis that business cycles are asymmetric at least in the group of seven highly developed industrialised (G7) countries, real GDP growth rates from these countries are analysed using non-linear time series and switching time series models as well as in-sample and jack-knife out-of-sample forecasts from neural networks. While importance and application of non-linear and switching time series models are employed for testing possible existence of business cycle asymmetries in all the series after taking into account long memory, conditional heteroskedasticity, and time varying volatility in the series, usefulness of non-parametric techniques such as artificial neural networks forecasts are discussed and empirically tested to conclude that forecasts from neural networks are superior to the selected time series models. Additionally, the book presents a robust evidence of business cycle asymmetries in G7 countries, which is indeed, the answer to the basic research question on the behaviour of economic fluctuation over the business cycles. The book compares spill over and contagion effects due to business cycle fluctuations within the countries studied. In addition, having known the type of business cycle asymmetries, policy makers, empirical researchers, and forecasters would be able to employ appropriate forecasting models for forecasting impact of monetary policy or any other shock on the economies of these countries.

Cycles and Chaos in Economic Equilibrium

Author : Jess Benhabib
Publisher : Princeton University Press
ISBN 13 : 0691225214
Total Pages : 490 pages
Book Rating : 4.6/5 (912 download)

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Book Synopsis Cycles and Chaos in Economic Equilibrium by : Jess Benhabib

Download or read book Cycles and Chaos in Economic Equilibrium written by Jess Benhabib and published by Princeton University Press. This book was released on 2021-02-09 with total page 490 pages. Available in PDF, EPUB and Kindle. Book excerpt: In recent years economists have begun to use the techniques of non-linear dynamics to show that some apparently erratic and turbulent economic phenomena reflect subtle underlying patterns. How do cyclic and chaotic dynamics arise in economic models of equilibrium? How can empirical methods be used to detect nonlinearities and cyclic and chaotic structures in economic models? In examining these questions, this book brings together the most significant work that has been done to date in economics-based chaos theory. Selected here particularly for the economist who is not a specialist in chaos theory, the essays, some previously unpublished and others not widely available, describe a new tool for understanding business cycles, stabilization policy, and forecasting. The contributors to the volume are William J. Baumol, Jess Benhabib, Michele Boldrin, William A. Brock, Richard H. Day, Raymond J. Deneckere, Allan Drazen, Jean-Michel Grandmont, Kenneth L. Judd, Bruno Jullien, Guy Laroque, Blake LeBaron, Bruce McNevin, Luigi Montrucchio, Salih Nefti, Kazuo Nishimura, James B. Ramsey, Pietro Reichlin, Philip Rothman, Chera L. Sayers, Jos A. Scheinkman, Wayne Shafer, William Whitesell, Edward N. Wolff, and Michael Woodford.

Complex Systems in Finance and Econometrics

Author : Robert A. Meyers
Publisher : Springer Science & Business Media
ISBN 13 : 1441977007
Total Pages : 919 pages
Book Rating : 4.4/5 (419 download)

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Book Synopsis Complex Systems in Finance and Econometrics by : Robert A. Meyers

Download or read book Complex Systems in Finance and Econometrics written by Robert A. Meyers and published by Springer Science & Business Media. This book was released on 2010-11-03 with total page 919 pages. Available in PDF, EPUB and Kindle. Book excerpt: Finance, Econometrics and System Dynamics presents an overview of the concepts and tools for analyzing complex systems in a wide range of fields. The text integrates complexity with deterministic equations and concepts from real world examples, and appeals to a broad audience.

Business Cycle Non-linearities and Productivity Shocks

Author : Paolo Piselli
Publisher :
ISBN 13 :
Total Pages : 72 pages
Book Rating : 4.X/5 (4 download)

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Book Synopsis Business Cycle Non-linearities and Productivity Shocks by : Paolo Piselli

Download or read book Business Cycle Non-linearities and Productivity Shocks written by Paolo Piselli and published by . This book was released on 2004 with total page 72 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Monetary Transmission in Europe

Author : Jan Kakes
Publisher : Edward Elgar Publishing
ISBN 13 : 9781781959336
Total Pages : 176 pages
Book Rating : 4.9/5 (593 download)

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Book Synopsis Monetary Transmission in Europe by : Jan Kakes

Download or read book Monetary Transmission in Europe written by Jan Kakes and published by Edward Elgar Publishing. This book was released on 2000-01-01 with total page 176 pages. Available in PDF, EPUB and Kindle. Book excerpt: This work focuses on different aspects of the monetary transmission process, looking at both large and small economies in the EMU. The results offer useful evaluation tools with regard to monetary policy transmission in a European perspective.