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Titolo: |
Economic dynamics [[electronic resource] ] : theory, games and empirical studies / / Chester W. Hurlington, editor
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Pubblicazione: | New York, : Nova Science Publishers, c2009 |
Edizione: | 1st ed. |
Descrizione fisica: | 1 online resource (230 p.) |
Disciplina: | 330.01/5195 |
Soggetto topico: | Economics |
Economics - Mathematical models | |
Statics and dynamics (Social sciences) | |
Altri autori: |
HurlingtonChester W
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Note generali: | Description based upon print version of record. |
Nota di bibliografia: | Includes bibliographical references and index. |
Nota di contenuto: | Intro -- Economic Dynamics: Theory, Games and Empirical Studies -- Contents -- Preface -- Transitional Dynamics and Welfare Effects of the Public Investment/Output Ratio -- Abstract -- 1.Introduction -- 2.The Environment -- 3.The Equilibrium, the Calibration, the Simulation and the Government Problem -- 4.The Public Investment Policy under Alternative Tax Scenarios -- 5.Sensitivity Analysis -- 6.Conclusions -- 7.Appendix: Solving the Dynamics -- References -- Levy Processes and Option Pricing by Recursive Quadature -- Abstract -- 1.Introduction -- 2.The Levy Market Model for Discrete Monitoring Path De-pendent Options -- 3.An Hybrid Quadrature Based Numerical Method -- 4.Numerical Experiments -- 5.Conclusions -- Appendix. Error Analysis. -- References -- Labor Market Imperfections and Endogenous Business Cycles -- Abstract -- Introduction -- The Model -- The Full Employment Case -- The Model with Sticky Wages: The Basic Equations -- The Steady State -- The Unstability of the Stationary Solution -- Conclusions -- Appendix 1: Derivation of Equation (16). -- Appendix 2: Proof of Proposition I -- Appendix III: Proof of Proposition II -- References -- Analyzing Economic Policy Using High Order Perturbations -- Abstract -- 1.Introduction -- 2.The Ramsey Optimal Growth Model with Capital Taxation -- 3.The Method of General Perturbations -- 4. Applying the Method of General Perturbations to a Permanent Change in the Rate of Capital Taxation -- 5.Welfare Calculations -- 6.Conclusion -- Appendix -- Invariance in Economic Dynamics and the Sustainable Development Issue -- Abstract -- Introduction: Sustainable Development Issue and Economic Dynamics -- 2.Neoclassical Growth Theory and the Environment -- 3.Invariance and Sustainability -- 4.Discussion -- 5.Conclusion -- References. |
Endogenous Capital Utilization and Depreciation under Capital Maintenance in the AK Growth Model -- Abstract -- 1.Introduction -- 2.The Economy -- 3.The Optimization Problem -- 4.The Dynamic System and the Closed-Form Solution -- 5.Balanced Growth Path and Comparative Statics -- 6.Conclusion -- 7.Appendix -- References -- Social Status, the Spirit of Capitalism, and the Term Structure of Interest Rates in Stochastic Production Economies -- Abstract -- 1. Introduction -- 2. The Model -- 3. An Explicit Solution -- 4. Comparative Static Analysis -- 5. Equilibrium Interest Rates -- Untitled -- 7. Conclusion -- Appendix A: The Steady-State Distribution for a Diffusion Process -- Appendix B: The Case of Non-separable Utility Function -- References -- On the Investment-Uncertainty Relationship -- Abstract -- 1.Introduction -- 2.The Model -- 3.Solution to the Model -- 4.The Trigger-Uncertainty Relationship -- 5.The Investment-Uncertainty Relationship -- 6.Conclusion -- References -- Realized Volatility and Correlation Estimators under Non-Gaussian Microstructure Noise -- Abstract -- 1.Introduction -- 2.Realized Power Volatility and Correlation -- 3.Self-similar Processes -- 4.Behavior on Finite Samples: Simulation Experiments -- 5.Empirical Behaviors of the Estimators -- 6.Conclusion and Discussion -- References -- Why Increased Knowledge Does not Necessarily Improve Trading Success: A Monte-Carlo Simulation -- Abstract -- 1. Introduction -- 2. Market Model -- 3. Monte-Carlo Simulation -- 4. Conclusion -- References -- Index. | |
Titolo autorizzato: | Economic dynamics ![]() |
ISBN: | 1-60876-761-2 |
Formato: | Materiale a stampa ![]() |
Livello bibliografico | Monografia |
Lingua di pubblicazione: | Inglese |
Record Nr.: | 9910823409003321 |
Lo trovi qui: | Univ. Federico II |
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