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Disasters and the networked economy / / J.M. Albala-Bertrand
| Disasters and the networked economy / / J.M. Albala-Bertrand |
| Autore | Albala-Bertrand J. M. |
| Pubbl/distr/stampa | Abingdon, Oxon : , : Routledge, , 2013 |
| Descrizione fisica | 1 online resource (213 p.) |
| Disciplina | 363.34 |
| Collana | Routledge Studies in Development Economics |
| Soggetto topico |
Disasters - Economic aspects
Economic policy Social accounting Macroeconomics - Econometric models |
| Soggetto genere / forma | Electronic books. |
| ISBN |
0-203-40667-2
1-135-95338-4 |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Cover; Title Information; Title Page; Copyright Page; Table of Contents; List ofillustrations; Preface; List ofacronyms; Introduction; 1 The problem with quantitative studies; Introduction; Three failures of quantitative studies; Conclusion; 2 A political economy framework: functionality, localization and networks; Introduction; Functionality; An analytical framework; Societal networking; Isolation and insulation; Conclusion; 3 Networked reactions and public policy; Introduction; Endogenous and exogenous response balance; Inbuilt networked reactions
Market consistency and some response mechanismsSystemic public policy and institutional networks; Conclusion; 4 The networked macroeconomy and disasters; Introduction; Disaster escalation and catastrophe; An aggregate macroeconomic argument; A disaggregated macroeconomic argument; The analysis of networking and localization; Conclusion; 5 Regional disaggregation and two examples; Introduction; Interregional connections and switching; The use of IRIO, IO and national accounts; Two cases: Indonesia 2004 and Chile 2010; Conclusion; 6 Systemic consistency, business and network shifting IntroductionSystemic consistency; Business and networks; What response policies can be appropriate; Conclusion; 7 Conclusions; Appendix; Suggested surveys of networks after disasters; At country level; At international level; Notes; References; Index |
| Record Nr. | UNINA-9910463319603321 |
Albala-Bertrand J. M.
|
||
| Abingdon, Oxon : , : Routledge, , 2013 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Disasters and the networked economy / / J.M. Albala-Bertrand
| Disasters and the networked economy / / J.M. Albala-Bertrand |
| Autore | Albala-Bertrand J. M. |
| Pubbl/distr/stampa | Abingdon, Oxon : , : Routledge, , 2013 |
| Descrizione fisica | 1 online resource (213 p.) |
| Disciplina | 363.34 |
| Collana | Routledge Studies in Development Economics |
| Soggetto topico |
Disasters - Economic aspects
Economic policy Social accounting Macroeconomics - Econometric models |
| ISBN |
0-203-40667-2
1-135-95338-4 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Cover; Title Information; Title Page; Copyright Page; Table of Contents; List ofillustrations; Preface; List ofacronyms; Introduction; 1 The problem with quantitative studies; Introduction; Three failures of quantitative studies; Conclusion; 2 A political economy framework: functionality, localization and networks; Introduction; Functionality; An analytical framework; Societal networking; Isolation and insulation; Conclusion; 3 Networked reactions and public policy; Introduction; Endogenous and exogenous response balance; Inbuilt networked reactions
Market consistency and some response mechanismsSystemic public policy and institutional networks; Conclusion; 4 The networked macroeconomy and disasters; Introduction; Disaster escalation and catastrophe; An aggregate macroeconomic argument; A disaggregated macroeconomic argument; The analysis of networking and localization; Conclusion; 5 Regional disaggregation and two examples; Introduction; Interregional connections and switching; The use of IRIO, IO and national accounts; Two cases: Indonesia 2004 and Chile 2010; Conclusion; 6 Systemic consistency, business and network shifting IntroductionSystemic consistency; Business and networks; What response policies can be appropriate; Conclusion; 7 Conclusions; Appendix; Suggested surveys of networks after disasters; At country level; At international level; Notes; References; Index |
| Record Nr. | UNINA-9910786393103321 |
|
Albala-Bertrand J. M.
|
||
| Abingdon, Oxon : , : Routledge, , 2013 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Disasters and the networked economy / / J.M. Albala-Bertrand
| Disasters and the networked economy / / J.M. Albala-Bertrand |
| Autore | Albala-Bertrand J. M. |
| Pubbl/distr/stampa | Abingdon, Oxon : , : Routledge, , 2013 |
| Descrizione fisica | 1 online resource (213 p.) |
| Disciplina | 363.34 |
| Collana | Routledge Studies in Development Economics |
| Soggetto topico |
Disasters - Economic aspects
Economic policy Social accounting Macroeconomics - Econometric models |
| ISBN |
0-203-40667-2
1-135-95338-4 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Cover; Title Information; Title Page; Copyright Page; Table of Contents; List ofillustrations; Preface; List ofacronyms; Introduction; 1 The problem with quantitative studies; Introduction; Three failures of quantitative studies; Conclusion; 2 A political economy framework: functionality, localization and networks; Introduction; Functionality; An analytical framework; Societal networking; Isolation and insulation; Conclusion; 3 Networked reactions and public policy; Introduction; Endogenous and exogenous response balance; Inbuilt networked reactions
Market consistency and some response mechanismsSystemic public policy and institutional networks; Conclusion; 4 The networked macroeconomy and disasters; Introduction; Disaster escalation and catastrophe; An aggregate macroeconomic argument; A disaggregated macroeconomic argument; The analysis of networking and localization; Conclusion; 5 Regional disaggregation and two examples; Introduction; Interregional connections and switching; The use of IRIO, IO and national accounts; Two cases: Indonesia 2004 and Chile 2010; Conclusion; 6 Systemic consistency, business and network shifting IntroductionSystemic consistency; Business and networks; What response policies can be appropriate; Conclusion; 7 Conclusions; Appendix; Suggested surveys of networks after disasters; At country level; At international level; Notes; References; Index |
| Record Nr. | UNINA-9910814856203321 |
|
Albala-Bertrand J. M.
|
||
| Abingdon, Oxon : , : Routledge, , 2013 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Dynamic factor models / / edited by Eric Hillebrand, Siem Jan Koopman
| Dynamic factor models / / edited by Eric Hillebrand, Siem Jan Koopman |
| Pubbl/distr/stampa | Wagon Lane, Bingley, [England] : , : Emerald Group Publishing Limited, , 2016 |
| Descrizione fisica | 1 online resource (685 p.) |
| Disciplina | 339 |
| Collana | Advances in Econometrics |
| Soggetto topico |
Macroeconomics
Macroeconomics - Econometric models |
| Soggetto genere / forma | Electronic books. |
| ISBN | 1-78560-352-3 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Front Cover; Dynamic Factor Models; Copyright page; Contents; List of Contributors; Editorial Introduction; Dynamic Factor Models: A Brief Retrospective; Notes; References; Part I: Methodology; An Overview of the Factor-augmented Error-Correction Model; 1. Introduction; 2. Factor-augmented error-correction model; 2.1. Representation of the FECM; 2.2. The FECM Form for Forecasting; 2.3. The FECM Form for Structural Analysis; 3. Data and empirical applications; 4. Forecasting macroeconomic variables; 4.1. Forecasting Results for the Euro Area; 4.2. Forecasting Results for the United States
4.3. Robustness Check to I(1) Idiosyncratic Errors5. Transmission of Monetary Policy Shocks in the FECM; 6. Conclusions; Notes; Acknowledgements; References; Appendix A. Additional Forecasting Results; Estimation of VAR Systems from Mixed-Frequency Data: The Stock and the Flow Case; 1. Introduction; 2. Mixed-Frequency Estimators; 2.1 Extended Yule-Walker Estimators: The Stock Case; 2.2 Extended Yule-Walker Estimators: The General Case; 2.3 Maximum Likelihood Estimation and the EM Algorithm; 3. Projecting the MF Estimators on the Parameter Space 3.1 Stabilization of the Estimated System Parameters3.2 Positive (Semi)-Definiteness of the Noise Covariance Matrix; 4. Asymptotic Properties of the XYW/GMM Estimators; 5. Simulations; 6. Outlook and Conclusions; Acknowledgments; References; Appendix; Modeling Yields at the Zero Lower Bound: Are Shadow Rates the Solution?; 1. Introduction; 2. A Standard Gaussian Term Structure Model; 2.1. The General Model; 2.2. The CR Model; 2.3. Negative Short-Rate Projections in Standard Models; 3. A Shadow-Rate Model; 3.1. The Option-Based Approach to the Shadow-Rate Model; 3.2. The B-CR Model 3.3. Measuring the Effect of the ZLB3.4. Nonzero Lower Bound for the Short Rate; 4. Comparing Affine and Shadow-Rate Models; 4.1. Analysis of Parameter Estimates; 4.2. In-Sample Fit and Yield Volatility; 4.3. Forecast Performance; 4.3.1. Short-Rate Forecasts; 4.3.2. Yield Forecasts; 4.4. Decomposing 10-Year Yields; 4.5. Assessing Recent Shifts in Near-Term Monetary Policy Expectations; 5. Conclusion; Notes; Acknowledgments; References; Appendix A: How Good is the Option-Based Approximation?; Appendix B: Formula for Policy Expectations in AFNS and B-AFNS Models Appendix C: Analytical Formulas for Averages of Policy Expectations and for Term Premiums in the CR ModelDynamic Factor Models for the Volatility Surface; 1. Introduction; 2. Volatility Surface Data; 2.1. Constructing the Volatility Surface; 2.2. Summary Statistics and Preliminary Analysis; 3. Models for the Volatility Surface; 3.1. General DFM; 3.2. Restricted Economic DFMs; 3.3. Spline-Based DFMs; 4. Main Results; 5. Robustness and Extensions; 5.1. Alternative Surface Construction; 5.2. Higher-Dimensional Models; 5.3. Alternative Factor Dynamics 5.4. Alternative Sample Period and Log-Transformation |
| Record Nr. | UNINA-9910460625803321 |
| Wagon Lane, Bingley, [England] : , : Emerald Group Publishing Limited, , 2016 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Dynamic factor models [[electronic resource] /] / edited by Eric Hillebrand, Siem Jan Koopman
| Dynamic factor models [[electronic resource] /] / edited by Eric Hillebrand, Siem Jan Koopman |
| Pubbl/distr/stampa | Wagon Lane, Bingley, [England] : , : Emerald Group Publishing Limited, , 2016 |
| Descrizione fisica | 1 online resource (685 p.) |
| Disciplina | 339 |
| Altri autori (Persone) |
HillebrandEric
KoopmanS. J (Siem Jan) |
| Collana | Advances in econometrics |
| Soggetto topico |
Business & Economics - Economics - Macroeconomics
Econometrics Macroeconomics Macroeconomics - Econometric models |
| ISBN | 1-78560-352-3 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Front Cover; Dynamic Factor Models; Copyright page; Contents; List of Contributors; Editorial Introduction; Dynamic Factor Models: A Brief Retrospective; Notes; References; Part I: Methodology; An Overview of the Factor-augmented Error-Correction Model; 1. Introduction; 2. Factor-augmented error-correction model; 2.1. Representation of the FECM; 2.2. The FECM Form for Forecasting; 2.3. The FECM Form for Structural Analysis; 3. Data and empirical applications; 4. Forecasting macroeconomic variables; 4.1. Forecasting Results for the Euro Area; 4.2. Forecasting Results for the United States
4.3. Robustness Check to I(1) Idiosyncratic Errors5. Transmission of Monetary Policy Shocks in the FECM; 6. Conclusions; Notes; Acknowledgements; References; Appendix A. Additional Forecasting Results; Estimation of VAR Systems from Mixed-Frequency Data: The Stock and the Flow Case; 1. Introduction; 2. Mixed-Frequency Estimators; 2.1 Extended Yule-Walker Estimators: The Stock Case; 2.2 Extended Yule-Walker Estimators: The General Case; 2.3 Maximum Likelihood Estimation and the EM Algorithm; 3. Projecting the MF Estimators on the Parameter Space 3.1 Stabilization of the Estimated System Parameters3.2 Positive (Semi)-Definiteness of the Noise Covariance Matrix; 4. Asymptotic Properties of the XYW/GMM Estimators; 5. Simulations; 6. Outlook and Conclusions; Acknowledgments; References; Appendix; Modeling Yields at the Zero Lower Bound: Are Shadow Rates the Solution?; 1. Introduction; 2. A Standard Gaussian Term Structure Model; 2.1. The General Model; 2.2. The CR Model; 2.3. Negative Short-Rate Projections in Standard Models; 3. A Shadow-Rate Model; 3.1. The Option-Based Approach to the Shadow-Rate Model; 3.2. The B-CR Model 3.3. Measuring the Effect of the ZLB3.4. Nonzero Lower Bound for the Short Rate; 4. Comparing Affine and Shadow-Rate Models; 4.1. Analysis of Parameter Estimates; 4.2. In-Sample Fit and Yield Volatility; 4.3. Forecast Performance; 4.3.1. Short-Rate Forecasts; 4.3.2. Yield Forecasts; 4.4. Decomposing 10-Year Yields; 4.5. Assessing Recent Shifts in Near-Term Monetary Policy Expectations; 5. Conclusion; Notes; Acknowledgments; References; Appendix A: How Good is the Option-Based Approximation?; Appendix B: Formula for Policy Expectations in AFNS and B-AFNS Models Appendix C: Analytical Formulas for Averages of Policy Expectations and for Term Premiums in the CR ModelDynamic Factor Models for the Volatility Surface; 1. Introduction; 2. Volatility Surface Data; 2.1. Constructing the Volatility Surface; 2.2. Summary Statistics and Preliminary Analysis; 3. Models for the Volatility Surface; 3.1. General DFM; 3.2. Restricted Economic DFMs; 3.3. Spline-Based DFMs; 4. Main Results; 5. Robustness and Extensions; 5.1. Alternative Surface Construction; 5.2. Higher-Dimensional Models; 5.3. Alternative Factor Dynamics 5.4. Alternative Sample Period and Log-Transformation |
| Record Nr. | UNINA-9910797938203321 |
| Wagon Lane, Bingley, [England] : , : Emerald Group Publishing Limited, , 2016 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Dynamic factor models / / edited by Eric Hillebrand, Siem Jan Koopman
| Dynamic factor models / / edited by Eric Hillebrand, Siem Jan Koopman |
| Edizione | [1st ed.] |
| Pubbl/distr/stampa | Wagon Lane, Bingley, [England] : , : Emerald Group Publishing Limited, , 2016 |
| Descrizione fisica | 1 online resource (685 p.) |
| Disciplina | 339 |
| Altri autori (Persone) |
HillebrandEric
KoopmanS. J (Siem Jan) |
| Collana | Advances in econometrics |
| Soggetto topico |
Business & Economics - Economics - Macroeconomics
Econometrics Macroeconomics Macroeconomics - Econometric models |
| ISBN | 1-78560-352-3 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Front Cover; Dynamic Factor Models; Copyright page; Contents; List of Contributors; Editorial Introduction; Dynamic Factor Models: A Brief Retrospective; Notes; References; Part I: Methodology; An Overview of the Factor-augmented Error-Correction Model; 1. Introduction; 2. Factor-augmented error-correction model; 2.1. Representation of the FECM; 2.2. The FECM Form for Forecasting; 2.3. The FECM Form for Structural Analysis; 3. Data and empirical applications; 4. Forecasting macroeconomic variables; 4.1. Forecasting Results for the Euro Area; 4.2. Forecasting Results for the United States
4.3. Robustness Check to I(1) Idiosyncratic Errors5. Transmission of Monetary Policy Shocks in the FECM; 6. Conclusions; Notes; Acknowledgements; References; Appendix A. Additional Forecasting Results; Estimation of VAR Systems from Mixed-Frequency Data: The Stock and the Flow Case; 1. Introduction; 2. Mixed-Frequency Estimators; 2.1 Extended Yule-Walker Estimators: The Stock Case; 2.2 Extended Yule-Walker Estimators: The General Case; 2.3 Maximum Likelihood Estimation and the EM Algorithm; 3. Projecting the MF Estimators on the Parameter Space 3.1 Stabilization of the Estimated System Parameters3.2 Positive (Semi)-Definiteness of the Noise Covariance Matrix; 4. Asymptotic Properties of the XYW/GMM Estimators; 5. Simulations; 6. Outlook and Conclusions; Acknowledgments; References; Appendix; Modeling Yields at the Zero Lower Bound: Are Shadow Rates the Solution?; 1. Introduction; 2. A Standard Gaussian Term Structure Model; 2.1. The General Model; 2.2. The CR Model; 2.3. Negative Short-Rate Projections in Standard Models; 3. A Shadow-Rate Model; 3.1. The Option-Based Approach to the Shadow-Rate Model; 3.2. The B-CR Model 3.3. Measuring the Effect of the ZLB3.4. Nonzero Lower Bound for the Short Rate; 4. Comparing Affine and Shadow-Rate Models; 4.1. Analysis of Parameter Estimates; 4.2. In-Sample Fit and Yield Volatility; 4.3. Forecast Performance; 4.3.1. Short-Rate Forecasts; 4.3.2. Yield Forecasts; 4.4. Decomposing 10-Year Yields; 4.5. Assessing Recent Shifts in Near-Term Monetary Policy Expectations; 5. Conclusion; Notes; Acknowledgments; References; Appendix A: How Good is the Option-Based Approximation?; Appendix B: Formula for Policy Expectations in AFNS and B-AFNS Models Appendix C: Analytical Formulas for Averages of Policy Expectations and for Term Premiums in the CR ModelDynamic Factor Models for the Volatility Surface; 1. Introduction; 2. Volatility Surface Data; 2.1. Constructing the Volatility Surface; 2.2. Summary Statistics and Preliminary Analysis; 3. Models for the Volatility Surface; 3.1. General DFM; 3.2. Restricted Economic DFMs; 3.3. Spline-Based DFMs; 4. Main Results; 5. Robustness and Extensions; 5.1. Alternative Surface Construction; 5.2. Higher-Dimensional Models; 5.3. Alternative Factor Dynamics 5.4. Alternative Sample Period and Log-Transformation |
| Record Nr. | UNINA-9910826114903321 |
| Wagon Lane, Bingley, [England] : , : Emerald Group Publishing Limited, , 2016 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
International Macroeconomics [[electronic resource] ] : Theory and Policy
| International Macroeconomics [[electronic resource] ] : Theory and Policy |
| Autore | Argy Victor |
| Pubbl/distr/stampa | Hoboken, : Taylor and Francis, 2013 |
| Descrizione fisica | 1 online resource (677 p.) |
| Disciplina | 339 |
| Soggetto topico |
Foreign exchange
Macroeconomics Macroeconomics - Econometric models Economic Theory Business & Economics |
| Soggetto genere / forma | Electronic books. |
| ISBN |
1-283-96979-3
1-134-96177-4 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
INTERNATIONAL MACROECONOMICS THEORY AND POLICY; Copyright; Contents; List of figures; List of tables; Acknowledgements; General introduction; Part I Global exchange rate regimes; 1 The gold standard regime; 2 The International Monetary Fund system; 3 The float; 4 The European Monetary System; 5 The increased financial interdependence in the world economy; Part II Open economy models - comparative statics analysis; 6 The Mundell-Fleming model; 7 The Mundell-Fleming model - its strengths and limitations; 8 The Mundell-Fleming model with wage and price adjustment
9 Disequilibrium models of product and labour markets10 The portfolio balance model of the monetary sector; 11 The Mundell-Fleming model with wealth; 12 The classical elasticities approach to a devaluation; 13 A two-country Mundell-Fleming type model; 14 The two-country model with flexible wages and prices; 15 Econometric evidence - the large-country case; 16 A three-country model and the European Monetary System; 17 A two-sector model of a small economy with flexible exchange rates; Part III Open economy models - dynamic analysis 18 Dynamic effects of a monetary expansion under flexible rates - the Dornbusch 1976 model19 Branson's portfolio balance model - monetary expansion under flexible rates; 20 The dynamic adjustment to a fiscal deficit - a simple framework; 21 An extended Mundell-Fleming model with J curves; 22 Effects of a restrictive money growth policy on the path of inflation and unemployment; Part IV New Classical themes; 23 Macro policy impotence and the New Classical paradigm; 24 The effects of anticipated monetary and fiscal policies in a small economy with flexible exchange rates 25 The equilibrium rate of inflation with discretion and some reputation26 The Ricardian equivalence hypothesis; Part V A general framework; 27 Modelling goods and money markets; 28 Modelling production and labour markets; 29 Imposing medium- to long-run constraints on the model; 30 The effects in the short and the long run of a monetary and fiscal expansion under flexible rates in a more general framework; Part VI Models of exchange rates; 31 Modelling exchange rates (1); 32 Modelling exchange rates (2); 33 Foreign exchange market efficiency and financial integration - concepts and evidence Part VII Policy design34 Macro policy targets; 35 The regulatory-institutional environment, the policy regime and macro performance; 36 Choosing the exchange rate regime; 37 Rules versus discretion; 38 Assignment rules for internal and external balance; 39 Theoretical evaluation of alternative simple policy regimes; 40 Econometric evaluation of policy regimes; 41 Issues raised by nominal income targeting; 42 Global macro performance - 1972-91; 43 The rise and fall of monetarism; 44 Unemployment performance and policy; 45 Macro policy coordination; Part VIII Case studies of macro policy 46 A decade of Thatcherism: 1979-89 - Thatcherism and Reaganomics compared |
| Record Nr. | UNINA-9910452709603321 |
|
Argy Victor
|
||
| Hoboken, : Taylor and Francis, 2013 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
International Macroeconomics [[electronic resource] ] : Theory and Policy
| International Macroeconomics [[electronic resource] ] : Theory and Policy |
| Autore | Argy Victor |
| Pubbl/distr/stampa | Hoboken, : Taylor and Francis, 2013 |
| Descrizione fisica | 1 online resource (677 p.) |
| Disciplina | 339 |
| Soggetto topico |
Foreign exchange
Macroeconomics Macroeconomics - Econometric models Economic Theory Business & Economics |
| ISBN |
0-415-09823-8
1-134-96176-6 0-203-08630-9 1-283-96979-3 1-134-96177-4 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
INTERNATIONAL MACROECONOMICS THEORY AND POLICY; Copyright; Contents; List of figures; List of tables; Acknowledgements; General introduction; Part I Global exchange rate regimes; 1 The gold standard regime; 2 The International Monetary Fund system; 3 The float; 4 The European Monetary System; 5 The increased financial interdependence in the world economy; Part II Open economy models - comparative statics analysis; 6 The Mundell-Fleming model; 7 The Mundell-Fleming model - its strengths and limitations; 8 The Mundell-Fleming model with wage and price adjustment
9 Disequilibrium models of product and labour markets10 The portfolio balance model of the monetary sector; 11 The Mundell-Fleming model with wealth; 12 The classical elasticities approach to a devaluation; 13 A two-country Mundell-Fleming type model; 14 The two-country model with flexible wages and prices; 15 Econometric evidence - the large-country case; 16 A three-country model and the European Monetary System; 17 A two-sector model of a small economy with flexible exchange rates; Part III Open economy models - dynamic analysis 18 Dynamic effects of a monetary expansion under flexible rates - the Dornbusch 1976 model19 Branson's portfolio balance model - monetary expansion under flexible rates; 20 The dynamic adjustment to a fiscal deficit - a simple framework; 21 An extended Mundell-Fleming model with J curves; 22 Effects of a restrictive money growth policy on the path of inflation and unemployment; Part IV New Classical themes; 23 Macro policy impotence and the New Classical paradigm; 24 The effects of anticipated monetary and fiscal policies in a small economy with flexible exchange rates 25 The equilibrium rate of inflation with discretion and some reputation26 The Ricardian equivalence hypothesis; Part V A general framework; 27 Modelling goods and money markets; 28 Modelling production and labour markets; 29 Imposing medium- to long-run constraints on the model; 30 The effects in the short and the long run of a monetary and fiscal expansion under flexible rates in a more general framework; Part VI Models of exchange rates; 31 Modelling exchange rates (1); 32 Modelling exchange rates (2); 33 Foreign exchange market efficiency and financial integration - concepts and evidence Part VII Policy design34 Macro policy targets; 35 The regulatory-institutional environment, the policy regime and macro performance; 36 Choosing the exchange rate regime; 37 Rules versus discretion; 38 Assignment rules for internal and external balance; 39 Theoretical evaluation of alternative simple policy regimes; 40 Econometric evaluation of policy regimes; 41 Issues raised by nominal income targeting; 42 Global macro performance - 1972-91; 43 The rise and fall of monetarism; 44 Unemployment performance and policy; 45 Macro policy coordination; Part VIII Case studies of macro policy 46 A decade of Thatcherism: 1979-89 - Thatcherism and Reaganomics compared |
| Record Nr. | UNINA-9910782071203321 |
|
Argy Victor
|
||
| Hoboken, : Taylor and Francis, 2013 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
International Macroeconomics [[electronic resource] ] : Theory and Policy
| International Macroeconomics [[electronic resource] ] : Theory and Policy |
| Autore | Argy Victor |
| Pubbl/distr/stampa | Hoboken, : Taylor and Francis, 2013 |
| Descrizione fisica | 1 online resource (677 p.) |
| Disciplina | 339 |
| Soggetto topico |
Foreign exchange
Macroeconomics Macroeconomics - Econometric models Economic Theory Business & Economics |
| ISBN |
0-415-09823-8
1-134-96176-6 0-203-08630-9 1-283-96979-3 1-134-96177-4 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
INTERNATIONAL MACROECONOMICS THEORY AND POLICY; Copyright; Contents; List of figures; List of tables; Acknowledgements; General introduction; Part I Global exchange rate regimes; 1 The gold standard regime; 2 The International Monetary Fund system; 3 The float; 4 The European Monetary System; 5 The increased financial interdependence in the world economy; Part II Open economy models - comparative statics analysis; 6 The Mundell-Fleming model; 7 The Mundell-Fleming model - its strengths and limitations; 8 The Mundell-Fleming model with wage and price adjustment
9 Disequilibrium models of product and labour markets10 The portfolio balance model of the monetary sector; 11 The Mundell-Fleming model with wealth; 12 The classical elasticities approach to a devaluation; 13 A two-country Mundell-Fleming type model; 14 The two-country model with flexible wages and prices; 15 Econometric evidence - the large-country case; 16 A three-country model and the European Monetary System; 17 A two-sector model of a small economy with flexible exchange rates; Part III Open economy models - dynamic analysis 18 Dynamic effects of a monetary expansion under flexible rates - the Dornbusch 1976 model19 Branson's portfolio balance model - monetary expansion under flexible rates; 20 The dynamic adjustment to a fiscal deficit - a simple framework; 21 An extended Mundell-Fleming model with J curves; 22 Effects of a restrictive money growth policy on the path of inflation and unemployment; Part IV New Classical themes; 23 Macro policy impotence and the New Classical paradigm; 24 The effects of anticipated monetary and fiscal policies in a small economy with flexible exchange rates 25 The equilibrium rate of inflation with discretion and some reputation26 The Ricardian equivalence hypothesis; Part V A general framework; 27 Modelling goods and money markets; 28 Modelling production and labour markets; 29 Imposing medium- to long-run constraints on the model; 30 The effects in the short and the long run of a monetary and fiscal expansion under flexible rates in a more general framework; Part VI Models of exchange rates; 31 Modelling exchange rates (1); 32 Modelling exchange rates (2); 33 Foreign exchange market efficiency and financial integration - concepts and evidence Part VII Policy design34 Macro policy targets; 35 The regulatory-institutional environment, the policy regime and macro performance; 36 Choosing the exchange rate regime; 37 Rules versus discretion; 38 Assignment rules for internal and external balance; 39 Theoretical evaluation of alternative simple policy regimes; 40 Econometric evaluation of policy regimes; 41 Issues raised by nominal income targeting; 42 Global macro performance - 1972-91; 43 The rise and fall of monetarism; 44 Unemployment performance and policy; 45 Macro policy coordination; Part VIII Case studies of macro policy 46 A decade of Thatcherism: 1979-89 - Thatcherism and Reaganomics compared |
| Record Nr. | UNINA-9910824685703321 |
|
Argy Victor
|
||
| Hoboken, : Taylor and Francis, 2013 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Introduction to agent-based economics / / edited by Mauro Gallegati, Antonio Palestrini, Alberto Russo
| Introduction to agent-based economics / / edited by Mauro Gallegati, Antonio Palestrini, Alberto Russo |
| Pubbl/distr/stampa | London, [England] : , : Academic Press, , 2017 |
| Descrizione fisica | 1 online resource (261 pages) |
| Disciplina | 339 |
| Soggetto topico | Macroeconomics - Econometric models |
| ISBN |
0-12-803903-5
0-12-803834-9 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Introduction to agent-based economics -- Decentralized interacting macroeconomics and the agent-based "modellaccio" -- AD-AS representation of macroeconomic emergent properties -- Heterogeneity in macroeconomics: DSGE and agent-based model approach -- Early warning indicator for crises in an agent-based macromodel -- Expectation models in agent-based computational economics -- Experimental economics for ABM validation -- Econometric methods for agent-based models -- Modeling for joint distribution of income and consumption in Italy -- Network economy: a survey on the effect of interaction in credit markets. |
| Record Nr. | UNINA-9910583064803321 |
| London, [England] : , : Academic Press, , 2017 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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