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Dynamics, economic growth, and international trade [[electronic resource] /] / edited by Bjarne S. Jensen and Kar-yiu Wong
| Dynamics, economic growth, and international trade [[electronic resource] /] / edited by Bjarne S. Jensen and Kar-yiu Wong |
| Pubbl/distr/stampa | Ann Arbor, : University of Michigan Press, c1997 |
| Descrizione fisica | 1 online resource (385 p.) |
| Disciplina | 382 |
| Altri autori (Persone) |
JensenBjarne S
WongKar-yiu <1950-> |
| Collana | Studies in international economics |
| Soggetto topico |
International trade - Econometric models
Economic development - Econometric models |
| Soggetto genere / forma | Electronic books. |
| ISBN |
1-282-55594-4
9786612555947 0-472-02641-0 |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
""Contents""; ""List of Figures""; ""List of Tables""; ""Contributors""; ""Part I. Introduction""; ""1. Introduction / Bjarne S. Jensen and Kar-yiu Wong""; ""2. Endogenous Growth and International Trade: A Survey / Ngo Van Long and Kar-yiu Wong""; ""Part II. Dynamics of Basic Trade Models""; ""3. General Equilibrium Dynamics of Basic Trade Models for Growing Economies / Bjarne S. Jensen and Chunyan Wang""; ""4. Endogenous Growth, Trade, and Specialization under Variable Returns to Scale: The Case of a Small Open Economy / Ngo Van Long, Kazuo Nishimura, and Koji Shimomura""
""9. Interpreting East Asian Growth / Pham Hoang Van and Henry Y. Wan, Jr.""""Part V. Dynamics, Economic Growth, and International Factor Movement""; ""10. Endogenous Growth and International Labor Migration: The Case of a Small, Emigration Economy / Kar-yiu Wong""; ""11. The Human Capital Dimension to Foreign Direct Investment: Training, Adverse Selection, and Firm Location / Theo S. Eicher and Pantelis Kalaitzidakis"" |
| Record Nr. | UNINA-9910458293803321 |
| Ann Arbor, : University of Michigan Press, c1997 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Dynamics, economic growth, and international trade / / edited by Bjarne S. Jensen and Kar-yiu Wong
| Dynamics, economic growth, and international trade / / edited by Bjarne S. Jensen and Kar-yiu Wong |
| Pubbl/distr/stampa | Ann Arbor : , : University of Michigan Press, , c1997 |
| Descrizione fisica | 1 online resource (385 p.) |
| Disciplina | 382 |
| Altri autori (Persone) |
JensenBjarne S
WongKar-yiu <1950-> |
| Collana | Studies in international economics |
| Soggetto topico |
International trade - Econometric models
Economic development - Econometric models |
| ISBN |
1-282-55594-4
9786612555947 0-472-02641-0 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
""Contents""; ""List of Figures""; ""List of Tables""; ""Contributors""; ""Part I. Introduction""; ""1. Introduction / Bjarne S. Jensen and Kar-yiu Wong""; ""2. Endogenous Growth and International Trade: A Survey / Ngo Van Long and Kar-yiu Wong""; ""Part II. Dynamics of Basic Trade Models""; ""3. General Equilibrium Dynamics of Basic Trade Models for Growing Economies / Bjarne S. Jensen and Chunyan Wang""; ""4. Endogenous Growth, Trade, and Specialization under Variable Returns to Scale: The Case of a Small Open Economy / Ngo Van Long, Kazuo Nishimura, and Koji Shimomura""
""9. Interpreting East Asian Growth / Pham Hoang Van and Henry Y. Wan, Jr.""""Part V. Dynamics, Economic Growth, and International Factor Movement""; ""10. Endogenous Growth and International Labor Migration: The Case of a Small, Emigration Economy / Kar-yiu Wong""; ""11. The Human Capital Dimension to Foreign Direct Investment: Training, Adverse Selection, and Firm Location / Theo S. Eicher and Pantelis Kalaitzidakis"" |
| Record Nr. | UNINA-9910791229003321 |
| Ann Arbor : , : University of Michigan Press, , c1997 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Dynamics, economic growth, and international trade / / edited by Bjarne S. Jensen and Kar-yiu Wong
| Dynamics, economic growth, and international trade / / edited by Bjarne S. Jensen and Kar-yiu Wong |
| Pubbl/distr/stampa | Ann Arbor : , : University of Michigan Press, , c1997 |
| Descrizione fisica | 1 online resource (385 p.) |
| Disciplina | 382 |
| Altri autori (Persone) |
JensenBjarne S
WongKar-yiu <1950-> |
| Collana | Studies in international economics |
| Soggetto topico |
International trade - Econometric models
Economic development - Econometric models |
| ISBN |
1-282-55594-4
9786612555947 0-472-02641-0 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
""Contents""; ""List of Figures""; ""List of Tables""; ""Contributors""; ""Part I. Introduction""; ""1. Introduction / Bjarne S. Jensen and Kar-yiu Wong""; ""2. Endogenous Growth and International Trade: A Survey / Ngo Van Long and Kar-yiu Wong""; ""Part II. Dynamics of Basic Trade Models""; ""3. General Equilibrium Dynamics of Basic Trade Models for Growing Economies / Bjarne S. Jensen and Chunyan Wang""; ""4. Endogenous Growth, Trade, and Specialization under Variable Returns to Scale: The Case of a Small Open Economy / Ngo Van Long, Kazuo Nishimura, and Koji Shimomura""
""9. Interpreting East Asian Growth / Pham Hoang Van and Henry Y. Wan, Jr.""""Part V. Dynamics, Economic Growth, and International Factor Movement""; ""10. Endogenous Growth and International Labor Migration: The Case of a Small, Emigration Economy / Kar-yiu Wong""; ""11. The Human Capital Dimension to Foreign Direct Investment: Training, Adverse Selection, and Firm Location / Theo S. Eicher and Pantelis Kalaitzidakis"" |
| Record Nr. | UNINA-9910812787303321 |
| Ann Arbor : , : University of Michigan Press, , c1997 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Stochastic economic dynamics [[electronic resource] /] / Bjarne S. Jensen & Tapio Palokangas (editors)
| Stochastic economic dynamics [[electronic resource] /] / Bjarne S. Jensen & Tapio Palokangas (editors) |
| Edizione | [1st ed.] |
| Pubbl/distr/stampa | [Copenhagen?], : Copenhagen Business School Press |
| Descrizione fisica | 438 p. : ill |
| Disciplina | 519.2/3 |
| Altri autori (Persone) |
JensenBjarne S
PalokangasTapio |
| Soggetto topico |
Stochastic processes
Statics and dynamics (Social sciences) |
| Soggetto genere / forma | Electronic books. |
| ISBN | 87-630-9982-9 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-9910459616003321 |
| [Copenhagen?], : Copenhagen Business School Press | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Stochastic economic dynamics [[electronic resource] /] / Bjarne S. Jensen & Tapio Palokangas (editors)
| Stochastic economic dynamics [[electronic resource] /] / Bjarne S. Jensen & Tapio Palokangas (editors) |
| Edizione | [1st ed.] |
| Pubbl/distr/stampa | [Copenhagen?], : Copenhagen Business School Press |
| Descrizione fisica | 438 p. : ill |
| Disciplina | 519.2/3 |
| Altri autori (Persone) |
JensenBjarne S
PalokangasTapio |
| Soggetto topico |
Stochastic processes
Statics and dynamics (Social sciences) |
| ISBN | 87-630-9982-9 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-9910785429703321 |
| [Copenhagen?], : Copenhagen Business School Press | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Stochastic economic dynamics [[electronic resource] /] / Bjarne S. Jensen & Tapio Palokangas (editors)
| Stochastic economic dynamics [[electronic resource] /] / Bjarne S. Jensen & Tapio Palokangas (editors) |
| Edizione | [1st ed.] |
| Pubbl/distr/stampa | [Copenhagen?], : Copenhagen Business School Press |
| Descrizione fisica | 438 p. : ill |
| Disciplina | 519.2/3 |
| Altri autori (Persone) |
JensenBjarne S
PalokangasTapio |
| Soggetto topico |
Stochastic processes
Statics and dynamics (Social sciences) |
| ISBN | 87-630-9982-9 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Stochastic Economic Dynamics -- Table of Contents -- Introduction -- Part I: Developments in Stochastic Dynamics -- 1. Fractional Brownian Motion in Finance -- 1.1 Introduction -- 1.2 Framework and definitions -- 1.3 Classical white noise theory and Hida-Malliavin calculus -- 1.4 Fractional stochastic calculus -- 1.5 Summary of results -- 1.6 Concluding remarks -- 2. Moment Evolution of Gaussian and Geometric Wiener Diffusions -- 2.1 Introduction -- 2.2 Structure of basic diffusion processes -- 2.3 Dynamics of first-order and second-order moments -- 2.4 Expectation vector functions -- 2.5 Covariance matrix functions -- 2.6 Probability density functions -- 2.7 Final comments -- Appendices -- 3. Two-Dimensional Linear Dynamic Systems with Small Random Terms -- 3.1 Introduction -- 3.2 Non-random dynamic system -- 3.3 Lyapunov index of the random system -- 3.4 One-dimensional diffusion process in an interval -- 3.5 Spiral point and center -- 3.6 Saddle point -- 3.7 Improper and proper node -- 4. Dynamic Theory of Stochastic Movement of Systems -- 4.1 Dynamic theory of stochastic processes -- 4.2 Kinematic theory -- 4.3 Sample path equation in kinematic theory -- 4.4 Mechanics and the equation of motion -- 4.5 Evolution function and kinematic equation -- 4.6 Exponent of motion and initial condition -- 4.7 Examples -- 4.8 Schr¨odinger's wave theory and dynamic theory -- 4.9 Sample paths of motion governed by theSchr¨odinger equation -- 4.10 Interference phenomena and entangled motion -- Part II: Stochastic Dynamics of BasicGrowth Models and Time Delays -- 5. Stochastic One-Sector and Two-Sector Growth Models in Continuous Time -- 5.1 Introduction -- 5.2 Neoclassical technologies and CES forms -- 5.3 Stochastic one-sector growth models -- 5.4 Boundaries, steady-state, and convergence -- 5.5 Explicit steady-state distribution with CD technologies.
5.6 Sample paths and asymptotic densities with CD andCES technologies -- 5.7 General equilibria of two-sector economies -- 5.8 Dynamics of two-sector economies -- 5.9 Sample paths of two-sector models and CES -- 6. Comparative Dynamics in a Stochastic Growth and Trade Model with a Variable Savings Rate -- 6.1 Introduction -- 6.2 Stochastic dynamic systems for trading economies -- 6.3 Comparative dynamics and policy parameters -- 7. Inada Conditions and Global Dynamic Analysis of Basic Growth Models with Time Delays -- 7.1 Introduction -- 7.2 Neoclassical growth model with time delays -- 7.3 Dynamics with delays in production and depreciation -- 7.4 Persistent oscillation in a growth model with delays -- 7.5 Final comments -- 8. Hopf Bifurcation in Growth Models with Time Delays -- 8.1 Introduction -- 8.2 Dynamics of growth and cycles -- 8.3 Hopf bifurcation analysis -- 8.4 CD technologies and time delays -- 8.5 CES technologies and time delays -- 8.6 CES and delays with cycles, square waves, and chaos -- 8.7 Final comments -- Part III: Intertemporal Optimization in Consumption, Finance, and Growth -- 9. Optimal Consumption and Investment Strategiesin Dynamic Stochastic Economies -- 9.1 Introduction -- 9.2 Consumption and investment in complete markets -- 9.3 Results for CRRA utility in general markets -- 9.4 Examples -- 9.5 Extensions -- 9.6 Concluding remarks -- Appendix -- 10. Differential Systems in Finance and Life Insurance -- 10.1 Introduction -- 10.2 The differential equations of Thiele and Black-Scholes -- 10.3 Surplus and dividends -- 10.4 Intervention -- 10.5 Quadratic optimization -- 10.6 Utility optimization -- 11. Uncertain Technological Change and Capital Mobility -- 11.1 Introduction -- 11.2 Framework of the model -- 11.3 The effect of uncertainty on growth -- 11.4 Conclusion -- Appendices. 12. Stochastic Control, Non-Depletion of Renewable Resources, and Intertemporal Substitution -- 12.1 Introduction -- 12.2 The preferences -- 12.3 The optimal control problem -- 12.4 Non-optimality of immediate total depletion -- 12.5 Concluding remarks -- 13. Capital Accumulation in a Growth Model with Creative Destruction -- 13.1 Introduction -- 13.2 Framework of the model -- 13.3 Solving the model -- 13.4 Cycles and growth -- 13.5 Conclusions -- Appendices -- 14. Employment Cycles in a Growth Model with Creative Destruction -- 14.1 Introduction -- 14.2 Technology -- 14.3 R& -- D and capital accumulation -- 14.4 Capitalists -- 14.5 Wage settlement -- 14.6 Economic growth -- 14.7 Cycles -- 14.8 Conclusions. |
| Record Nr. | UNINA-9910823629003321 |
| [Copenhagen?], : Copenhagen Business School Press | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||