Economic Complexity: Chaos, Sunspots, Bubbles, and Nonlinearity (häftad)
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Format
Häftad (Paperback)
Språk
Engelska
Antal sidor
424
Utgivningsdatum
2005-11-01
Upplaga
New e.
Förlag
Cambridge University Press
Medarbetare
Geweke, John / Shell, Karl
Illustrationer
illustrations
Volymtitel
Series Number 4 Economic Complexity: Chaos, Sunspots, Bubbles, and Nonlinearity: Proceedings of the Fourth International Symposium in Economic Theory and Econometrics
Dimensioner
229 x 152 x 24 mm
Vikt
617 g
Antal komponenter
1
Komponenter
2:B&W 6 x 9 in or 229 x 152 mm Perfect Bound on Creme w/Gloss Lam
ISSN
1571-0386
ISBN
9780521023122
Economic Complexity: Chaos, Sunspots, Bubbles, and Nonlinearity (häftad)

Economic Complexity: Chaos, Sunspots, Bubbles, and Nonlinearity

Proceedings of the Fourth International Symposium in Economic Theory and Econometrics

Häftad Engelska, 2005-11-01
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The contents of this volume comprise the proceedings of the International Symposia in Economic Theory and Econometrics conference held in 1987 at the IC^T2 (Innovation, Creativity, and Capital) Institute at the University of Texas at Austin. The essays present fundamental new research on the analysis of complicated outcomes in relatively simple macroeconomic models. The book covers econometric modelling and time series analysis techniques in five parts. Part I focuses on sunspot equilibria, the study of uncertainty generated by nonstochastic economic models. Part II examines the more traditional examples of deterministic chaos: bubbles, instability, and hyperinflation. Part III contains the most current literature dealing with empirical tests for chaos and strange attractors. Part IV deals with chaos and informational complexity. Part V, Nonlinear Econometric Modelling, includes tests for and applications of nonlinearity.
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Innehållsförteckning

Editor's introduction; Part I. Sunspot Equilibria: 1. Sunspot equilibrium in an overlapping-generations economy with an idealized contingent-commodites market David Cass and Karl Shell; 2. On stationary sunspot equilibria of order K Pierre-Andr Chiappori and Roger Guesnerie; 3. Local bifurcations and stationary sunspots Jean-Michel Grandmont; 4. On the nonequivalence of the Arrow-securities game and the contingent-commodities game James Peck and Karl Shell; Part II. Bubbles, Instability, and Hyperinflation: 5. Endogenous financial-production cycles in a macroeconomic model Duncan K. Foley; 6. Speculative bubbles and exchange of information on the market of a storable good L. Broze, C. Gourieroux and A. Szafarz; 7. Least-squares learning and the dynamics of hyperinflation Albert Marcet and Thomas J. Sargent; Part III. Empirical Tests for Chaos: 8. A comparison between the conventional economic approach to structural inference and the nonparametric chaotic attractor approach William A. Barnett and Seungmook S. Choi; 9. Nonlinear dynamics and GNP data Jos A. Scheinkman and Blake LeBaron; Part IV. Chaos and Informational Complexity in Economic Theory: 10. Paths of optimal accumulation in two-sector models Michele Boldrin; 11. Economic growth in the very long run: on the multiple-phase interaction of population, technology, and social infrastructure Richard H. Day and Jean-Luc Walter; 12. When are small frictions negligible? Stephen E. Spear; 13. Imperfect financial intermediation and complex dynamics Michael Woodford; Part V. Nonlinear Economic Modeling: 14. Modeling with normal polynominal expansions John Geweke; 15. Hysteresis and the evolution of postwar US and UK unemployment James H. Stock; 16. Evidence of nonlinearity in the trade-by-trade stock market return generating process Melvin J. Hinich and Douglas M. Patterson.