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Author : Chang-Jin Kim
Publisher :
ISBN 13 :
Total Pages : 41 pages
Book Rating : 4.:/5 (485 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 41 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Common Stochastic Trends, Common Cycles, and Asymmetry in Economic Fluctuations written by and published by . This book was released on with total page pages. Available in PDF, EPUB and Kindle. Book excerpt: The U.S. Federal Reserve Board presents the full text of an article entitled "Common Stochastic Trends, Common Cycles, and Asymmetry in Economic Fluctuations," by Chang-Jin Kim and Jeremy Piger. The article discusses the nature of business cycle asymmetry using a dynamic factor model of output, investment, and consumption.
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 : 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 : 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 : João Victor Issler
Publisher :
ISBN 13 :
Total Pages : 422 pages
Book Rating : 4.:/5 (318 download)
Download or read book Common Trends and Common Cycles in Macroeconomic Data written by João Victor Issler and published by . This book was released on 1993 with total page 422 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Anthony Garratt
Publisher :
ISBN 13 :
Total Pages : pages
Book Rating : 4.:/5 (596 download)
Download or read book Common Stochastic Trends, Cycles and Sectoral Fluctuations written by Anthony Garratt and published by . This book was released on 1996 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Aman Ullah
Publisher : CRC Press
ISBN 13 : 082474411X
Total Pages : 741 pages
Book Rating : 4.8/5 (247 download)
Download or read book Handbook Of Applied Econometrics And Statistical Inference written by Aman Ullah and published by CRC Press. This book was released on 2002-01-29 with total page 741 pages. Available in PDF, EPUB and Kindle. Book excerpt: Summarizes developments and techniques in the field. It highlights areas such as sample surveys, nonparametic analysis, hypothesis testing, time series analysis, Bayesian inference, and distribution theory for applications in statistics, economics, medicine, biology, and engineering.
Author : Compiled by the British Library of Political and Economic Science
Publisher : Routledge
ISBN 13 : 1134340036
Total Pages : 675 pages
Book Rating : 4.1/5 (343 download)
Download or read book IBSS: Economics: 2002 Vol.51 written by Compiled by the British Library of Political and Economic Science and published by Routledge. This book was released on 2013-05-13 with total page 675 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. Place your standing order now for the 2003 volumes of the the IBSS Anthropology: 2002 Vol.48 December 2003: 234x156: Hb: 0-415-32634-6: £195.00 Economics: 2002 Vol.51 December 2003: 234x156: Hb: 0-415-32635-4: £195.00 Political Science: 2002 Vol.51 December 2003: 234x156: Hb: 0-415-32636-2: £195.00 Sociology: 2002 Vol.52 December 2003: 234x156: Hb: 0-415-32637-0: £195.00
Author : Robert A. Meyers
Publisher : Springer Science & Business Media
ISBN 13 : 1441977007
Total Pages : 919 pages
Book Rating : 4.4/5 (419 download)
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.
Author : Compiled by the British Library of Political and Economic Science
Publisher : Psychology Press
ISBN 13 : 0415326354
Total Pages : 676 pages
Book Rating : 4.4/5 (153 download)
Download or read book International Bibliography of Economics written by Compiled by the British Library of Political and Economic Science and published by Psychology Press. This book was released on 2003 with total page 676 pages. Available in PDF, EPUB and Kindle. Book excerpt: IBSS is the essential tool for librarians, university departments, research institutions and any public or private institution whose work requires access to up-to-date and comprehensive knowledge of the social sciences.
Author : International Monetary Fund. Research Dept.
Publisher : International Monetary Fund
ISBN 13 : 9781589064195
Total Pages : 156 pages
Book Rating : 4.0/5 (641 download)
Download or read book IMF Staff Papers, Volume 52, No. 1 written by International Monetary Fund. Research Dept. and published by International Monetary Fund. This book was released on 2005-04-18 with total page 156 pages. Available in PDF, EPUB and Kindle. Book excerpt: This first issue of IMF Staff Papers for 2005 contains 7 papers that discuss: whether output recovered after the Asian crisis; the value of a country's trading partners to its own economic growth; whether interdependence is a factor in understanding the spread of currency crises; can remittance payments from expatriates be a reliable source of capital for economic development?; total factor productivity; designing a VAT for the energy trade in Russia and Ukraine; and lastly, a discussion of the reasons for central bank intervention in ERM-I since 1993
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.
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 : 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 : Mr.Dong He
Publisher : International Monetary Fund
ISBN 13 : 1475519648
Total Pages : 27 pages
Book Rating : 4.4/5 (755 download)
Download or read book Hong Kong’s Growth Synchronization with China and the U.S. written by Mr.Dong He and published by International Monetary Fund. This book was released on 2017-07-08 with total page 27 pages. Available in PDF, EPUB and Kindle. Book excerpt: This paper investigates the synchronization of Hong Kong SAR’s economic growth with mainland China and the United States. This paper identifies trends of economic growth based on the permanent income hypothesis. Specifically, the paper confirms whether real consumption in Hong Kong SAR and mainland China satisfy the permanent income hypothesis, at least in a weak form. It then identifies the permanent and transitory components of income of each economy using a simple state-space model. It uses structural vector autoregression models to analyze how permanent and transitory shocks originating from mainland China and the United States affect the Hong Kong economy, and how such influences evolve over time. The paper’s main findings suggest that transitory shocks from the United States remain a major driving force behind Hong Kong SAR’s business cycle fluctuations. On the other hand, permanent shocks from mainland China have a larger impact on Hong Kong SAR’s trend growth.
Download or read book Stochastic Trends and Economic Fluctuations written by and published by . This book was released on 1987 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:
