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001 | EBC3018544 | ||
003 | MiAaPQ | ||
005 | 20240729124103.0 | ||
006 | m o d | | ||
007 | cr cnu|||||||| | ||
008 | 240724s2008 xx o ||||0 eng d | ||
020 |
_a9781608767618 _q(electronic bk.) |
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020 | _z9781604569117 | ||
035 | _a(MiAaPQ)EBC3018544 | ||
035 | _a(Au-PeEL)EBL3018544 | ||
035 | _a(CaPaEBR)ebr10660405 | ||
035 | _a(OCoLC)761862315 | ||
040 |
_aMiAaPQ _beng _erda _epn _cMiAaPQ _dMiAaPQ |
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050 | 4 | _aHB171 -- .E242 2009eb | |
082 | 0 | _a330.01/5195 | |
100 | 1 | _aHurlington, Chester W. | |
245 | 1 | 0 |
_aEconomic Dynamics : _bTheory, Games and Empirical Studies. |
250 | _a1st ed. | ||
264 | 1 |
_aNew York : _bNova Science Publishers, Incorporated, _c2008. |
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264 | 4 | _c©2009. | |
300 | _a1 online resource (230 pages) | ||
336 |
_atext _btxt _2rdacontent |
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337 |
_acomputer _bc _2rdamedia |
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338 |
_aonline resource _bcr _2rdacarrier |
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505 | 0 | _aIntro -- 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. | |
505 | 8 | _aEndogenous 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. | |
588 | _aDescription based on publisher supplied metadata and other sources. | ||
590 | _aElectronic reproduction. Ann Arbor, Michigan : ProQuest Ebook Central, 2024. Available via World Wide Web. Access may be limited to ProQuest Ebook Central affiliated libraries. | ||
650 | 0 | _aEconomics. | |
650 | 0 | _aEconomics -- Mathematical models. | |
650 | 0 | _aStatics and dynamics (Social sciences). | |
655 | 4 | _aElectronic books. | |
776 | 0 | 8 |
_iPrint version: _aHurlington, Chester W. _tEconomic Dynamics _dNew York : Nova Science Publishers, Incorporated,c2008 _z9781604569117 |
797 | 2 | _aProQuest (Firm) | |
856 | 4 | 0 |
_uhttps://ebookcentral.proquest.com/lib/orpp/detail.action?docID=3018544 _zClick to View |
999 |
_c59734 _d59734 |