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Empirical modeling in economics : specification and evaluation / / Clive W.J. Granger [[electronic resource]]
| Empirical modeling in economics : specification and evaluation / / Clive W.J. Granger [[electronic resource]] |
| Autore | Granger C. W. J (Clive William John), <1934-2009, > |
| Pubbl/distr/stampa | Cambridge : , : Cambridge University Press, , 1999 |
| Descrizione fisica | 1 online resource (xii, 99 pages) : digital, PDF file(s) |
| Disciplina | 330.015118 |
| Soggetto topico |
Economics - Mathematical models
Econometrics - Evaluation |
| ISBN |
1-107-11841-7
1-280-15896-4 0-511-11814-7 0-511-14944-1 0-511-32446-4 0-511-49232-4 0-511-04891-2 |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Foreword / G.C. Harcourt -- 1. The specification of empirical models -- 2. The evaluation of empirical models -- 3. Comments on the evaluation of econometric models and of forecasts. |
| Record Nr. | UNINA-9910809510703321 |
Granger C. W. J (Clive William John), <1934-2009, >
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| Cambridge : , : Cambridge University Press, , 1999 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Essays in political economy and international public finance [[electronic resource] /] / Áron Kiss
| Essays in political economy and international public finance [[electronic resource] /] / Áron Kiss |
| Autore | Kiss Áron |
| Pubbl/distr/stampa | Frankfurt am Main ; ; New York, : Peter Lang, 2009 |
| Descrizione fisica | 1 online resource (126 p.) |
| Disciplina | 335.43 |
| Collana |
FINANZWISSENSCHAFTLICHE SCHRIFTEN Essays in Political Economy and International Public Finance
Finanzwissenschaftliche Schriften |
| Soggetto topico |
Game theory
Economics - Mathematical models International finance Finance, Public International finance - Econometric models |
| Soggetto genere / forma | Electronic books. |
| ISBN |
1-299-43264-6
3-653-00308-3 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Contents; 1 Introduction 5; 1.1 Game-theoretic analysis of the state 6; 1.2 The study of political accountability 8; 1.2.1 History and previous results 8; 1.2.2 Contribution of the thesis 17; 1.3 The study of fiscal competition 23; 1.3.1 History and previous results 24; 1.3.2 Contribution of the thesis 32; 2 Coalitions and political accountability 35; 2.1 Motivation 35; 2.2 Related literature 39; 2.3 Accountability of electoral blocs 42; 2.4 Accountability of the unity government 45; 2.5 Conclusion 55; 2.6 Appendix - Proof of Proposition 2 57; 3 Divisive politics and accountability 65
3.1 Motivation 653.2 Analysis 68; 3.2.1 The model 68; 3.2.2 Solving the accountability subgame 71; 3.2.3 Divisive politics in equilibrium 74; 3.2.4 Extension: Divisive politics by the opponent 75; 3.3 Conclusion 76; 4 Minimum taxes and repeated tax competition 79; 4.1 Motivation 79; 4.2 Related literature 81; 4.3 The Analysis 82; 4.4 Conclusion 88; Summary in German 89; Bibliography 97 |
| Record Nr. | UNINA-9910297052203321 |
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Kiss Áron
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| Frankfurt am Main ; ; New York, : Peter Lang, 2009 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Feedback economics : economic modeling with system dynamics / / Robert Y. Cavana [and four others], editors
| Feedback economics : economic modeling with system dynamics / / Robert Y. Cavana [and four others], editors |
| Pubbl/distr/stampa | Cham, Switzerland : , : Springer, , [2021] |
| Descrizione fisica | 1 online resource (598 pages) |
| Disciplina | 330.0151 |
| Collana | Contemporary systems thinking |
| Soggetto topico | Economics - Mathematical models |
| ISBN | 3-030-67190-9 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Intro -- Foreword -- References -- Preface -- Acknowledgements -- Contents -- Editors and Contributors -- About the Editors -- Contributors -- 1 Introduction to Feedback Economics -- 1.1 Introduction -- 1.2 The Origin of Economic Dynamics -- 1.3 This Book -- References -- Part I Macroeconomics -- 2 Get Started with Macro Modeling -- 2.1 Introduction -- 2.2 MacroLab Template -- 2.3 Structure and Behavior of SIMM -- 2.3.1 Sub-model Structure -- 2.3.2 Feedback Structure -- 2.3.3 Behavior -- 2.4 Detailed Structure of SIMM -- 2.4.1 SIMM Shell -- 2.4.2 Equations in SIMM -- 2.5 Concluding Thoughts -- Appendix -- References -- 3 Equilibrium, Instability, Growth and Feedback in Economics -- 3.1 Introduction -- 3.2 Balancing Feedback -- 3.2.1 Stability in the Economy -- 3.2.2 Critics of the Stability Idea -- 3.2.3 Fluctuations -- 3.3 Reinforcing Feedback -- 3.3.1 Crises -- 3.3.2 Complementarity: Increasing Returns and Path Dependence -- 3.3.3 Competition: Arms Races and Economic Growth -- 3.4 Complexity -- 3.5 Conclusion -- References -- 4 Accounting System Dynamics Modeling of Money Stock as Debts -- 4.1 Money Creation by Bank Loans -- 4.1.1 Brief History of Thoughts on Money Creation -- 4.1.2 Accounting System Dynamics Modeling -- 4.1.3 Stock Approach Model of Bank Lending -- 4.1.4 Worksheet of Six Sectors in National Economy -- 4.1.5 Producers Going into Debt -- 4.1.6 Households Going into Debt -- 4.1.7 Government Going into Debt -- 4.1.8 Market Purchase Operation by Central Bank -- 4.1.9 Money Stock as Total Domestic Debts by Banks -- 4.2 Money Creation Model-ASD Modeling -- 4.3 Behaviors of the ASD Model -- 4.3.1 Definitions of Money Stock & -- Total Domestic Debts -- 4.3.2 Money Stock (M3) Equals Total Debts by Banks -- 4.4 Analyzing Flow of Funds Account in Japan -- 4.4.1 Importing the Flow of Funds Data.
4.4.2 Money Stock (M3) Equals Total Debts by Banks -- 4.5 Conclusion -- References -- 5 A System Dynamics Translation of the Phillips Machine -- 5.1 Introduction -- 5.2 The Physical Machine -- 5.2.1 The Flow Structure of the Phillips Machine -- 5.2.2 The Feedback Control Structure of the Phillips Machine -- 5.2.3 Further Details of Parts of the Phillips Machine -- 5.3 Translating the MONIAC to a System Dynamics Simulator -- 5.3.1 Conceptual MONIAC Model -- 5.3.2 A Demonstration Simulator for the Phillips Machine -- 5.4 Experiments with the Simulator -- 5.4.1 Manual Mode and Shocks -- 5.4.2 Investment Multiplier with Fixed Interest Rate -- 5.4.3 Shift in the Demand for Money Versus a Sudden Increase in Demand for Liquidity -- 5.4.4 Destabilizing Effects of the Accelerator -- 5.4.5 Conflict Between Internal and External Balance -- 5.5 Historical Significance of the Phillips Machine -- 5.6 Conclusions -- References -- Part II Microeconomics -- 6 Economic Origins of the Sicilian Mafia: A Simulation Feedback Model -- 6.1 Introduction -- 6.2 Historical Context -- 6.3 Models of Criminal Behavior -- 6.4 System Dynamics Method -- 6.5 Model Development -- 6.6 Feedback Analysis -- 6.7 Scenario Experiments -- 6.7.1 Base Run -- 6.7.2 Low Output -- 6.7.3 Positive Productivity Shock -- 6.7.4 Eliminating the Mafia -- 6.7.5 No Bandits -- 6.7.6 Increasing State Control -- 6.7.7 Summary of Experiment Outcomes -- 6.8 Conclusion and Future Research -- References -- 7 Comparison of System Dynamics Calibration and Econometric Estimation -- 7.1 Introduction -- 7.2 Critiques of Econometrics -- 7.3 Calibration Versus Estimation and Alternatives -- 7.4 Discrete Versus Continuous Time Modelling -- 7.5 The Models -- 7.5.1 Models of Product and Service Adoption -- 7.5.2 Representing Supply-Side and Network Effects -- 7.5.3 Estimation and Calibration Methods and Test Statistics. 7.5.4 Issues with Econometric Estimation Approaches -- 7.5.5 Estimation Equations -- 7.6 Results -- 7.7 Discussion of Results -- 7.8 Model Comparisons -- 7.9 Conclusions -- References -- 8 Modeling Korpi and Palme's 'Paradox of Redistribution and Strategies of Equality' -- 8.1 Introduction: A Feedback Theory of Redistribution -- 8.1.1 Exploring the Paradox with a System Dynamics Isolation Model -- 8.1.2 Research Objective and Method: Theory Exploration with System Dynamics -- 8.2 Background: A Typology of Social Insurance Institutions -- 8.2.1 Strategies of Equality -- 8.2.2 Strategies of Equality and the Size of the Redistribution Budget -- 8.3 Opening Up the Black Box: Constructing the System Dynamics Isolation Model -- 8.3.1 Constructing a Simple Causal Structure -- 8.3.2 Adding the 'Paradox' Feedback -- 8.3.3 Scenarios and Policy Description -- 8.4 Analysis and Discussion of Results -- 8.4.1 Limitations and Future Work -- 8.5 Conclusions -- Appendix 8.1: Model Variables and Equations -- References -- Part III Resource Economics -- 9 Limits to Growth Concepts in Classical Economics -- 9.1 Introduction -- 9.2 The Concept of Limits in Economics -- 9.3 System Dynamics Modeling -- 9.4 Adam Smith's Implicit Demographic Limit to Growth -- 9.5 David Ricardo's Limits on Productivity of Land (Renewable Resources) and Population Growth -- 9.5.1 Adding Ricardo's Principle of Diminishing Marginal Rents of Land -- 9.5.2 Adding Ricardo's Iron Law of Wages -- 9.6 Thomas Malthus and Jay Forrester on Depletion of Resources and Environmental Decay -- 9.7 Marx's Ideas About the Downfall of Capitalism -- 9.8 Schumpeter's Concept of Creative Destruction and Economic Cycles -- 9.9 Conclusion -- References -- 10 Development of a Biophysical Economics Module for the Global Integrated Assessment Model WORLD7 -- 10.1 Introduction -- 10.2 Objectives and Scope. 10.3 Methods and Model Used -- 10.4 Earlier Modelling Work -- 10.4.1 Integrated Dynamic Modelling -- 10.4.2 The Relationship to Data and Time-Series, Causality and Correlations -- 10.4.3 Linking with World1, World2 and World3 -- 10.4.4 Economic Modelling in the WORLD7 Model -- 10.5 Theory and WORLD7 Model Descriptions -- 10.5.1 Modelling Energy Extraction, Production and Consumption -- 10.5.2 WORLD7 Parameterization -- 10.5.3 Model Output Examples from the Business-As-Usual Run -- 10.5.4 Price Modelling -- 10.5.5 Resource Availability Per Capita -- 10.5.6 Outputs from the WORLD7 Economy Module -- 10.5.7 Energy Limitations -- 10.5.8 Effects of Climate Change -- 10.6 Model Test and Validation -- 10.7 Exploring the Future -- 10.8 Conclusions -- References -- 11 System Dynamics Modeling of Ecological-Economic Systems -- 11.1 Introduction -- 11.2 The Base Model -- 11.3 Extended BT Model 1 -- 11.3.1 Description of the Extension -- 11.3.2 Results -- 11.3.3 Discussion -- 11.4 Extended BT Model 2 -- 11.4.1 Description of the Extension -- 11.4.2 Modeling Approach -- 11.4.3 Basic Model Tests -- 11.4.4 Sensitivity Analysis Results -- 11.4.5 Discussion -- 11.5 Conclusion -- References -- 12 Blessing or Burden? Another Look at the Natural Resource Curse -- 12.1 Introduction -- 12.2 Problem Significance -- 12.3 The Approach -- 12.4 Scope of the Analysis -- 12.5 Structure of the Model -- 12.5.1 Employment Sector -- 12.5.2 Private Investment Sector -- 12.5.3 Government Investment Sector -- 12.5.4 Income Sector -- 12.5.5 Price and Wage Sector -- 12.5.6 Foreign Exchange Sector -- 12.5.7 State Power and Control Sector -- 12.5.8 Oil Sector -- 12.6 Scoring Mechanism -- 12.7 Results -- 12.7.1 Base Run -- 12.7.2 Monte Carlo Experiments: Oil Exports with ``Good'' Institutions -- 12.7.3 Monte Carlo Experiments: Oil Exports with ``Bad'' Institutions. 12.7.4 Monte Carlo Experiments: Oil Revenue as a Percentage of Initial GDP -- 12.8 Leverage Points -- 12.8.1 Wage Stickiness -- 12.8.2 Social Mobility -- 12.8.3 Privatization of Natural Resource Revenue -- 12.9 Summary, Conclusions and Future Research -- References -- Part IV Policy Analysis -- 13 Policy Responses to Sovereign Debt Induced Banking Crises: A Model-Based Evaluation of Alternatives -- 13.1 Introduction -- 13.2 Literature Review -- 13.3 The Impact of the Global Financial Crisis on Macro-Financial Stability in Jamaica -- 13.4 Model Overview and Conceptualization -- 13.5 The Model -- 13.5.1 The Government -- 13.5.2 The Banking Sector -- 13.5.3 The Credit Rating Agency -- 13.5.4 The Sovereign Bond and Loanable Funds Market -- 13.6 Simulation Results: The Impact of Macro-Financial Shocks on the Stability of the Banking System and a Sovereign -- 13.7 Evaluation of Alternative Policy Options to Assuage the Impact of the Global Financial Crisis on Macro-Financial Stability -- 13.8 Conclusions -- Appendix: Behaviour of the Credit Rating Agency and the Default Threshold -- References -- 14 Use of System Dynamics for Macro-Financial Scenario Assessment: Debt and Currency Crises in Russia -- 14.1 Introduction -- 14.2 Relevant Definitions and Literature -- 14.3 Sovereign Debt Crisis in Russia -- 14.4 System Dynamics Model -- 14.5 Base Case Scenario 1998 -- 14.6 Policy Testing 1998 -- 14.7 Model Application to Russia in 2015 -- 14.8 Conclusions -- References -- 15 Economic Impact Assessment of Raw Material Efficiency -- 15.1 Introduction -- 15.2 Overview on Macroeconomic Impact Assessments Methodologies -- 15.3 Description of Different Conceptual Approaches to Material Efficiency in a Macroeconomic Context -- 15.3.1 The Supply Side -- 15.3.2 Changes from a Microeconomic Perspective -- 15.3.3 The Demand Side. 15.4 Implementation of the Assessment in a Macroeconomic System Dynamics Model. |
| Record Nr. | UNINA-9910488691403321 |
| Cham, Switzerland : , : Springer, , [2021] | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
GPM6 [[electronic resource] ] : the global projection model with 6 regions / / Ioan Carabenciov ... [et. al.]
| GPM6 [[electronic resource] ] : the global projection model with 6 regions / / Ioan Carabenciov ... [et. al.] |
| Autore | Carabenciov Ioan |
| Pubbl/distr/stampa | Washington, D.C., : International Monetary Fund, c2013 |
| Descrizione fisica | 1 online resource (80 p.) |
| Collana | IMF working paper |
| Soggetto topico |
Economic policy - Mathematical models
Economics - Mathematical models |
| Soggetto genere / forma | Electronic books. |
| ISBN |
1-4843-9170-5
1-4843-0277-X 1-4843-2538-9 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Cover; Contents; I. Introduction; II. Background to the Model Specification; III. The specification of the model; A. Data definitions; B. Stochastic processes; 1. Potential Output; 2. NAIRU; 3. Equilibrium real interest rate; 4. Real exchange rate; C. Behavioral equations for the G3 economies; 1. Output Gap; 2. Inflation; 3. Policy Interest Rate; 4. Medium-term Interest Rate; 5. Uncovered Interest Parity; 6. Unemployment Rate; D. Differences in specification of behavioral equations for the emerging economies; 1. Output Gap; 2. Uncovered Interest Parity; 3. Unemployment Rate
IV. Confronting the Model with the DataA. Bayesian estimation; 1. General approach; 2. Calibration and estimation in the GPM6 model; B. Results; 1. Estimated and calibrated coefficients; 2. Root Mean Squared Errors; 3. Variance decompositions; 4. Impulse response functions; 5. A global demand shock; V. Concluding Remarks; References; Appendix 1: GPM6 Data Definitions; Tables; 1. GPM6 Parameters Table; 2. Results from estimation of parameters in GPM6 (sample 1994Q1-2007Q4); 3. GPM6 Trade and Spillovers Table; 4. GPM6 Trade and Spillovers Table[2] 5. Results from estimation - standard deviation of structural shocks[1]6. Results from estimation - standard deviation of structural shocks[2]; 7. Root Mean Squared Errors 1999Q1-2007Q4 .; 8. Variance Decomposition[1]; 9. Variance Decomposition[2]; Figures; 1. Shock to (Omitted); 2. Shock to (Omitted); 3. Shock to (Omitted); 4. Shock to (Omitted); 5. Shock to (Omitted); 6. Shock to (Omitted); 7. Shock to (Omitted); 8. Shock to (Omitted); 9. Shock to (Omitted); 10. Shock to (Omitted); 11. Shock to (Omitted); 12. Shock to (Omitted); 13. Shock to (Omitted); 14. Shock to (Omitted) 15. Shock to (Omitted)16. Shock to (Omitted); 17. Shock to (Omitted); 18. Shock to (Omitted); 19. Shock to (Omitted); 20. Shock to (Omitted); 21. Shock to (Omitted); 22. Shock to (Omitted); 23. Global Demand Shock |
| Record Nr. | UNINA-9910463335703321 |
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Carabenciov Ioan
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| Washington, D.C., : International Monetary Fund, c2013 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
GPM6 : : The Global Projection Model with 6 Regions / / Ioan Carabenciov, Charles Freedman, Roberto Garcia-Saltos, Douglas Laxton, Ondrej Kamenik, Petar Manchev
| GPM6 : : The Global Projection Model with 6 Regions / / Ioan Carabenciov, Charles Freedman, Roberto Garcia-Saltos, Douglas Laxton, Ondrej Kamenik, Petar Manchev |
| Autore | Carabenciov Ioan |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2013 |
| Descrizione fisica | 1 online resource (80 p.) |
| Altri autori (Persone) |
FreedmanCharles
Garcia-SaltosRoberto LaxtonDouglas KamenikOndrej ManchevPetar |
| Collana | IMF Working Papers |
| Soggetto topico |
Economic policy - Mathematical models
Economics - Mathematical models Banks and Banking Foreign Exchange Inflation Production and Operations Management Model Construction and Estimation Price Level Deflation Monetary Policy Interest Rates: Determination, Term Structure, and Effects Macroeconomics: Production Macroeconomics Currency Foreign exchange Finance Banking Real exchange rates Output gap Real interest rates Central bank policy rate Production Financial services Prices Interest rates Economic theory |
| ISBN |
1-4843-9170-5
1-4843-0277-X 1-4843-2538-9 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Cover; Contents; I. Introduction; II. Background to the Model Specification; III. The specification of the model; A. Data definitions; B. Stochastic processes; 1. Potential Output; 2. NAIRU; 3. Equilibrium real interest rate; 4. Real exchange rate; C. Behavioral equations for the G3 economies; 1. Output Gap; 2. Inflation; 3. Policy Interest Rate; 4. Medium-term Interest Rate; 5. Uncovered Interest Parity; 6. Unemployment Rate; D. Differences in specification of behavioral equations for the emerging economies; 1. Output Gap; 2. Uncovered Interest Parity; 3. Unemployment Rate
IV. Confronting the Model with the DataA. Bayesian estimation; 1. General approach; 2. Calibration and estimation in the GPM6 model; B. Results; 1. Estimated and calibrated coefficients; 2. Root Mean Squared Errors; 3. Variance decompositions; 4. Impulse response functions; 5. A global demand shock; V. Concluding Remarks; References; Appendix 1: GPM6 Data Definitions; Tables; 1. GPM6 Parameters Table; 2. Results from estimation of parameters in GPM6 (sample 1994Q1-2007Q4); 3. GPM6 Trade and Spillovers Table; 4. GPM6 Trade and Spillovers Table[2] 5. Results from estimation - standard deviation of structural shocks[1]6. Results from estimation - standard deviation of structural shocks[2]; 7. Root Mean Squared Errors 1999Q1-2007Q4 .; 8. Variance Decomposition[1]; 9. Variance Decomposition[2]; Figures; 1. Shock to (Omitted); 2. Shock to (Omitted); 3. Shock to (Omitted); 4. Shock to (Omitted); 5. Shock to (Omitted); 6. Shock to (Omitted); 7. Shock to (Omitted); 8. Shock to (Omitted); 9. Shock to (Omitted); 10. Shock to (Omitted); 11. Shock to (Omitted); 12. Shock to (Omitted); 13. Shock to (Omitted); 14. Shock to (Omitted) 15. Shock to (Omitted)16. Shock to (Omitted); 17. Shock to (Omitted); 18. Shock to (Omitted); 19. Shock to (Omitted); 20. Shock to (Omitted); 21. Shock to (Omitted); 22. Shock to (Omitted); 23. Global Demand Shock |
| Record Nr. | UNINA-9910787671403321 |
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Carabenciov Ioan
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| Washington, D.C. : , : International Monetary Fund, , 2013 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
GPM6 : : The Global Projection Model with 6 Regions / / Ioan Carabenciov, Charles Freedman, Roberto Garcia-Saltos, Douglas Laxton, Ondrej Kamenik, Petar Manchev
| GPM6 : : The Global Projection Model with 6 Regions / / Ioan Carabenciov, Charles Freedman, Roberto Garcia-Saltos, Douglas Laxton, Ondrej Kamenik, Petar Manchev |
| Autore | Carabenciov Ioan |
| Edizione | [1st ed.] |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2013 |
| Descrizione fisica | 1 online resource (80 p.) |
| Disciplina | 332.152 |
| Altri autori (Persone) |
FreedmanCharles
Garcia-SaltosRoberto LaxtonDouglas KamenikOndrej ManchevPetar |
| Collana | IMF Working Papers |
| Soggetto topico |
Economic policy - Mathematical models
Economics - Mathematical models Banks and Banking Foreign Exchange Inflation Production and Operations Management Model Construction and Estimation Price Level Deflation Monetary Policy Interest Rates: Determination, Term Structure, and Effects Macroeconomics: Production Macroeconomics Currency Foreign exchange Finance Banking Real exchange rates Output gap Real interest rates Central bank policy rate Production Financial services Prices Interest rates Economic theory |
| ISBN |
1-4843-9170-5
1-4843-0277-X 1-4843-2538-9 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Cover; Contents; I. Introduction; II. Background to the Model Specification; III. The specification of the model; A. Data definitions; B. Stochastic processes; 1. Potential Output; 2. NAIRU; 3. Equilibrium real interest rate; 4. Real exchange rate; C. Behavioral equations for the G3 economies; 1. Output Gap; 2. Inflation; 3. Policy Interest Rate; 4. Medium-term Interest Rate; 5. Uncovered Interest Parity; 6. Unemployment Rate; D. Differences in specification of behavioral equations for the emerging economies; 1. Output Gap; 2. Uncovered Interest Parity; 3. Unemployment Rate
IV. Confronting the Model with the DataA. Bayesian estimation; 1. General approach; 2. Calibration and estimation in the GPM6 model; B. Results; 1. Estimated and calibrated coefficients; 2. Root Mean Squared Errors; 3. Variance decompositions; 4. Impulse response functions; 5. A global demand shock; V. Concluding Remarks; References; Appendix 1: GPM6 Data Definitions; Tables; 1. GPM6 Parameters Table; 2. Results from estimation of parameters in GPM6 (sample 1994Q1-2007Q4); 3. GPM6 Trade and Spillovers Table; 4. GPM6 Trade and Spillovers Table[2] 5. Results from estimation - standard deviation of structural shocks[1]6. Results from estimation - standard deviation of structural shocks[2]; 7. Root Mean Squared Errors 1999Q1-2007Q4 .; 8. Variance Decomposition[1]; 9. Variance Decomposition[2]; Figures; 1. Shock to (Omitted); 2. Shock to (Omitted); 3. Shock to (Omitted); 4. Shock to (Omitted); 5. Shock to (Omitted); 6. Shock to (Omitted); 7. Shock to (Omitted); 8. Shock to (Omitted); 9. Shock to (Omitted); 10. Shock to (Omitted); 11. Shock to (Omitted); 12. Shock to (Omitted); 13. Shock to (Omitted); 14. Shock to (Omitted) 15. Shock to (Omitted)16. Shock to (Omitted); 17. Shock to (Omitted); 18. Shock to (Omitted); 19. Shock to (Omitted); 20. Shock to (Omitted); 21. Shock to (Omitted); 22. Shock to (Omitted); 23. Global Demand Shock |
| Record Nr. | UNINA-9910828616903321 |
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Carabenciov Ioan
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| Washington, D.C. : , : International Monetary Fund, , 2013 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Hahn and economic methodology / / Thomas A. Boylan, Paschal F. O'Gorman
| Hahn and economic methodology / / Thomas A. Boylan, Paschal F. O'Gorman |
| Autore | Boylan Thomas A. |
| Pubbl/distr/stampa | Abingdon, Oxon : , : Routledge, , 2012 |
| Descrizione fisica | 1 online resource (183 p.) |
| Disciplina | 330.1 |
| Altri autori (Persone) | O'GormanPaschal F <1943-> (Paschal Francis) |
| Collana | Routledge frontiers of political economy |
| Soggetto topico |
Economics - Methodology
Economics - Mathematical models Equilibrium (Economics) |
| Soggetto genere / forma | Electronic books. |
| ISBN |
1-136-46202-3
0-203-12734-X |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Front Cover; Hahn and Economic Methodology; Copyright Page; Contents; Acknowledgements; 1. Introduction; 2. Hahn in context: an overview; 3. Hahn's hostility to methodology; 4. In defence of economic theorizing; 5. The core of neoclassical economics?; 6. Economics and axiomatization; 7. Kaldor and Hahn on equilibrium economics; 8. Economics, mathematics and rationality: a new grammarof argumentation?; 9. Economic theory and Hahn's virtues of understanding; Notes; Bibliography; Index |
| Record Nr. | UNINA-9910457715903321 |
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Boylan Thomas A.
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| Abingdon, Oxon : , : Routledge, , 2012 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Hahn and economic methodology / / Thomas A. Boylan, Paschal F. O'Gorman
| Hahn and economic methodology / / Thomas A. Boylan, Paschal F. O'Gorman |
| Autore | Boylan Thomas A. |
| Pubbl/distr/stampa | Abingdon, Oxon : , : Routledge, , 2012 |
| Descrizione fisica | 1 online resource (183 p.) |
| Disciplina | 330.1 |
| Altri autori (Persone) | O'GormanPaschal F <1943-> (Paschal Francis) |
| Collana | Routledge frontiers of political economy |
| Soggetto topico |
Economics - Methodology
Economics - Mathematical models Equilibrium (Economics) |
| ISBN |
1-136-46201-5
1-136-46202-3 0-203-12734-X |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Front Cover; Hahn and Economic Methodology; Copyright Page; Contents; Acknowledgements; 1. Introduction; 2. Hahn in context: an overview; 3. Hahn's hostility to methodology; 4. In defence of economic theorizing; 5. The core of neoclassical economics?; 6. Economics and axiomatization; 7. Kaldor and Hahn on equilibrium economics; 8. Economics, mathematics and rationality: a new grammarof argumentation?; 9. Economic theory and Hahn's virtues of understanding; Notes; Bibliography; Index |
| Record Nr. | UNINA-9910778922303321 |
|
Boylan Thomas A.
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||
| Abingdon, Oxon : , : Routledge, , 2012 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Hahn and economic methodology / / Thomas A. Boylan, Paschal F. O'Gorman
| Hahn and economic methodology / / Thomas A. Boylan, Paschal F. O'Gorman |
| Autore | Boylan Thomas A. |
| Edizione | [1st ed.] |
| Pubbl/distr/stampa | Abingdon, Oxon : , : Routledge, , 2012 |
| Descrizione fisica | 1 online resource (183 p.) |
| Disciplina | 330.1 |
| Altri autori (Persone) | O'GormanPaschal F <1943-> (Paschal Francis) |
| Collana | Routledge frontiers of political economy |
| Soggetto topico |
Economics - Methodology
Economics - Mathematical models Equilibrium (Economics) |
| ISBN |
1-136-46201-5
1-136-46202-3 0-203-12734-X |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Front Cover; Hahn and Economic Methodology; Copyright Page; Contents; Acknowledgements; 1. Introduction; 2. Hahn in context: an overview; 3. Hahn's hostility to methodology; 4. In defence of economic theorizing; 5. The core of neoclassical economics?; 6. Economics and axiomatization; 7. Kaldor and Hahn on equilibrium economics; 8. Economics, mathematics and rationality: a new grammarof argumentation?; 9. Economic theory and Hahn's virtues of understanding; Notes; Bibliography; Index |
| Record Nr. | UNINA-9910828461703321 |
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Boylan Thomas A.
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| Abingdon, Oxon : , : Routledge, , 2012 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Handbook in Monte Carlo simulation : applications in financial engineering, risk management, and economics / / Paolo Brandimarte
| Handbook in Monte Carlo simulation : applications in financial engineering, risk management, and economics / / Paolo Brandimarte |
| Autore | Brandimarte Paolo |
| Edizione | [1st edition] |
| Pubbl/distr/stampa | Hoboken, New Jersey : , : Wiley, , 2014 |
| Descrizione fisica | 1 online resource (685 p.) |
| Disciplina | 330.01/518282 |
| Collana | Wiley Handbooks in Financial Engineering and Econometrics |
| Soggetto topico |
Finance - Mathematical models
Economics - Mathematical models Monte Carlo method |
| ISBN |
1-118-59451-7
1-118-59326-X 1-118-59364-2 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Cover; Title Page; Copyright Page; Contents; Preface; Part I Overview and Motivation; 1 Introduction to Monte Carlo Methods; 1.1 Historical origin of Monte Carlo simulation; 1.2 Monte Carlo simulation vs. Monte Carlo sampling; 1.3 System dynamics and the mechanics of Monte Carlo simulation; 1.3.1 Discrete-time models; 1.3.2 Continuous-time models; 1.3.3 Discrete-event models; 1.4 Simulation and optimization; 1.4.1 Nonconvex optimization; 1.4.2 Stochastic optimization; 1.4.3 Stochastic dynamic programming; 1.5 Pitfalls in Monte Carlo simulation; 1.5.1 Technical issues
1.5.2 Philosophical issues1.6 Software tools for Monte Carlo simulation; 1.7 Prerequisites; 1.7.1 Mathematical background; 1.7.2 Financial background; 1.7.3 Technical background; For further reading; References; 2 Numerical Integration Methods; 2.1 Classical quadrature formulas; 2.1.1 The rectangle rule; 2.1.2 Interpolatory quadrature formulas; 2.1.3 An alternative derivation; 2.2 Gaussian quadrature; 2.2.1 Theory of Gaussian quadrature: The role of orthogonal polynomials; 2.2.2 Gaussian quadrature in R; 2.3 Extension to higher dimensions: Product rules 2.4 Alternative approaches for high-dimensional integration2.4.1 Monte Carlo integration; 2.4.2 Low-discrepancy sequences; 2.4.3 Lattice methods; 2.5 Relationship with moment matching; 2.5.1 Binomial lattices; 2.5.2 Scenario generation in stochastic programming; 2.6 Numerical integration in R; For further reading; References; Part II Input Analysis: Modeling and Estimation; 3 Stochastic Modeling in Finance and Economics; 3.1 Introductory examples; 3.1.1 Single-period portfolio optimization and modeling returns; 3.1.2 Consumption-saving with uncertain labor income 3.1.3 Continuous-time models for asset prices and interest rates3.2 Some common probability distributions; 3.2.1 Bernoulli, binomial, and geometric variables; 3.2.2 Exponential and Poisson distributions; 3.2.3 Normal and related distributions; 3.2.4 Beta distribution; 3.2.5 Gamma distribution; 3.2.6 Empirical distributions; 3.3 Multivariate distributions: Covariance and correlation; 3.3.1 Multivariate distributions; 3.3.2 Covariance and Pearson''s correlation; 3.3.3 R functions for covariance and correlation; 3.3.4 Some typical multivariate distributions; 3.4 Modeling dependence with copulas 3.4.1 Kendall''s tau and Spearman''s rho3.4.2 Tail dependence; 3.5 Linear regression models: A probabilistic view; 3.6 Time series models; 3.6.1 Moving-average processes; 3.6.2 Autoregressive processes; 3.6.3 ARMA and ARIMA processes; 3.6.4 Vector autoregressive models; 3.6.5 Modeling stochastic volatility; 3.7 Stochastic differential equations; 3.7.1 From discrete to continuous time; 3.7.2 Standard Wiener process; 3.7.3 Stochastic integration and Itô''s lemma; 3.7.4 Geometric Brownian motion; 3.7.5 Generalizations; 3.8 Dimensionality reduction; 3.8.1 Principal component analysis (PCA) 3.8.2 Factor models |
| Record Nr. | UNINA-9910132196003321 |
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Brandimarte Paolo
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| Hoboken, New Jersey : , : Wiley, , 2014 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Soggetto topico
-
Economics - Mathematical models
(115)
- Economics, Mathematical (18)
- Economics (16)
- Finance - Mathematical models (12)
- Game theory (12)