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[null,"1.","Record Nr.",null,"UNINA9910784886903321"]
[null,null,"Autore",null,"Gong Gang <1959->"]
[null,null,"Titolo",null,"Stochastic dynamic macroeconomics [[electronic resource] ] : theory and empirical evidence / / Gang Gong, Willi Semmler"]
[null,null,"Pubbl/distr/stampa",null,"Oxford ; ; New York, : Oxford University Press, 2006"]
[null,null,"ISBN",null,"0-19-771059-X"]
[{"$nulls":4},"1-280-84636-4"]
[{"$nulls":4},"0-19-534573-8"]
[{"$nulls":4},"1-4294-3846-0"]
[null,null,"Descrizione fisica",null,"1 online resource (213 p.)"]
[null,null,"Disciplina",null,"339/.01/51922"]
[null,null,"Soggetti",null,"Macroeconomics - Mathematical models"]
[{"$nulls":4},"Equilibrium (Economics) - Mathematical models"]
[{"$nulls":4},"Business cycles - Mathematical models"]
[{"$nulls":4},"Keynesian economics - Mathematical models"]
[{"$nulls":4},"Stochastic analysis"]
[null,null,"Lingua di pubblicazione",null,"Inglese"]
[null,null,"Formato",null,"Materiale a stampa"]
[null,null,null,"Livello bibliografico","Monografia"]
[null,null,null,"Note generali","Description based upon print version of record."]
[null,null,null,"Nota di bibliografia","Includes bibliographical references (p. 189-199) and index."]
[null,null,"Nota di contenuto",null,"Contents; Introduction and Overview; 1. Solution Methods of Stochastic Dynamic Models; 2. Solving a Prototype Stochastic Dynamic Model; 3. Estimating and Evaluating the Stochastic Dynamic Model; 4. Real Business Cycles: Theory and Solutions; 5. Empirics of the Standard Real Business Cycle Model; 6. Asset Market Implications of Real Businss Cycles; 7. Multiple Equilibria and History Dependence; 8. Business Cycles with a Nonclearing Labor Market; 9. Monopolistic Competition, Nonclearing Markets, and Technology Shocks; 10. Reflections and Conclusions; Notes; Bibliography; Index; A; B; C; D; E; F"]
[{"$nulls":4},"GH; I; K; L; M; N; P; R; S; T; U; V; W"]
[null,null,null,"Sommario/riassunto","Focusing on stochastic dynamic macroeconomics from a Keynesian perpective, this book shows that including Keynesian features in intertemporal models contributes to resolving major puzzles arising in the context of the Dynamic General Equilibrium (DGE) model."]