System Dynamics in Economic and Financial Models

Heij et alii

ISBN 10: 0471969346 / ISBN 13: 9780471969341

Published by Wiley, 1997

About this Item

System Dynamics in Economic and Financial Models | Heij et alii | Wiley & Sons, 1997, in-8 cartonnage éditeur, 371 pages. Couverture propre. Dos solide. Intérieur frais. Exemplaire de bibliothèque : petit code barre en pied de 1re de couv., cotation au dos, rares et discrets petits tampons à l'intérieur de l'ouvrage. Bel état ! [BT18] Pour les expéditions internationales, nous consulter au préalable pour l ajustement des frais de port qui seront peut-être revus à la baisse/ For international shipments, please contact us in advance to adjust shipping costs. |.

Seller Inventory # 0P-QI3G-BZF6

Bibliographic Details

• Title: System Dynamics in Economic and Financial Models
• Publisher: Wiley
• Publication Date: 1997
• Language: English
• ISBN 10: 0471969346
• ISBN 13: 9780471969341
• Binding: Hardcover
• Condition: Très bon

About this title

Synopsis

System Dynamics in Economic and Financial Models Edited by Christiaan Heij, Hans Schumacher, Bernard Hanzon and Kees Praagman System Dynamics in Economic and Financial Models discusses different approaches for dynamic modelling of economic and financial data, and includes empirical applications, particularly in finance and macroeconomics, to illustrate the methods discussed. Written by leading experts from a wide range of backgrounds, varying from econometries and finance to systems and control, each chapter is followed by a comments section that presents alternative and sometimes contrasting points of view. The authors look at the interface between economics and finance, and examine topics including

• non-linear dynamics
• chaos
• structural change
• trends and cointegration
• general methodologies in empirical modelling

About the Author

All four editors hold senior positions in econometric departments in The Netherlands, and share a common background in mathematical system theory. Dr Christiaan Heij is at the Erasmus University Rotterdam. Professor Dr Hans Schumacher is at the CWI, Amsterdam and Tilburg University, Dr Bernard Hanzon at the Free University of Amsterdam, and Dr Kees Praagman at the University of Groningen.