Nonlinearities in economics : an interdisciplinary approach to economic dynamics, growth and cycles
著者
書誌事項
Nonlinearities in economics : an interdisciplinary approach to economic dynamics, growth and cycles
(Dynamic modeling and econometrics in economics and finance / series editors, Stefan Mittnik, Willi Semmler, v. 29)
Springer, c2021
- : hbk
大学図書館所蔵 全7件
  青森
  岩手
  宮城
  秋田
  山形
  福島
  茨城
  栃木
  群馬
  埼玉
  千葉
  東京
  神奈川
  新潟
  富山
  石川
  福井
  山梨
  長野
  岐阜
  静岡
  愛知
  三重
  滋賀
  京都
  大阪
  兵庫
  奈良
  和歌山
  鳥取
  島根
  岡山
  広島
  山口
  徳島
  香川
  愛媛
  高知
  福岡
  佐賀
  長崎
  熊本
  大分
  宮崎
  鹿児島
  沖縄
  韓国
  中国
  タイ
  イギリス
  ドイツ
  スイス
  フランス
  ベルギー
  オランダ
  スウェーデン
  ノルウェー
  アメリカ
注記
Includes bibliographical references
内容説明・目次
内容説明
This interdisciplinary book argues that the economy has an underlying non-linear structure and that business cycles are endogenous, which allows a greater explanatory power with respect to the traditional assumption that dynamics are stochastic and shocks are exogenous.
The first part of this work is formal-methodological and provides the mathematical background needed for the remainder, while the second part presents the view that signal processing involves construction and deconstruction of information and that the efficacy of this process can be measured. The third part focuses on economics and provides the related background and literature on economic dynamics and the fourth part is devoted to new perspectives in understanding nonlinearities in economic dynamics: growth and cycles.
By pursuing this approach, the book seeks to (1) determine whether, and if so where, common features exist, (2) discover some hidden features of economic dynamics, and (3) highlight specific indicators of structural changes in time series. Accordingly, it is a must read for everyone interested in a better understanding of economic dynamics, business cycles, econometrics and complex systems, as well as non-linear dynamics and chaos theory.
目次
FM.- Introduction.- Part I: Mathematical background.- Dynamical systems.- An example of nonlinear dynamical system: The Logistic Map.- Bifurcations.- From local bifurcations to global dynamics: Hopf systems from the applied perspective.- Chaos.- Embedding and mutual information.- Part II: Signal analysis and modelling tools for economic systems.- Signal Processing.- Applied spectral analysis.- Recurrence quanti cation analysis: theory and applications.- Part III: Emergence of cycles and growth in economics.- On business cycles and growth.- Trade-cycle oscillations: The Kaldor model and the Keynesian Hansen-Samuelson principle of acceleration and multiplier.- The Harrod model.- Growth and cycles as a struggle: Lotka-Volterra, Goodwin and Phillips.- Stable periodic economic cycles from controlling.- Part IV: New horizons for understanding economics.- Kaldor-Kalecki new model on business cycles.- Recurrence Quanti cation Analysis of Business Cycles.- An empirical test on Harrod's model.- Testing a Goodwin's model with capacity utilization to the US Economy.- Financial Stress, Regime Switching and Macrodynamics.- BM.
「Nielsen BookData」 より