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020 _a9781608767618
_q(electronic bk.)
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
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.
264 4 _c©2009.
300 _a1 online resource (230 pages)
336 _atext
_btxt
_2rdacontent
337 _acomputer
_bc
_2rdamedia
338 _aonline resource
_bcr
_2rdacarrier
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