Stochastic Dynamics of Economic Cycles

Viacheslav Karmalita

Published by De Gruyter 2020

Stochastic Dynamics of Economic Cycles

Viacheslav Karmalita

https://doi.org/10.1515/9783110707021

Overview
Contents

About this book

This book includes discussions related to solutions of such tasks as:

probabilistic description of the investment function;

recovering the income function from GDP estimates;

development of models for the economic cycles;

selecting the time interval of pseudo-stationarity of cycles;

estimating characteristics/parameters of cycle models;

analysis of accuracy of model factors.

All of the above constitute the general principles of a theory explaining the phenomenon of economic cycles　and provide mathematical tools for their quantitative description. The introduced theory is applicable to macroeconomic analyses　as well as econometric estimations　of economic cycles.

Author / Editor information

Viaceslav Karmalita, Quebec, Canada.

Topics

Frontmatter Publicly Available Download PDF	I
Preface Publicly Available Download PDF	V
Contents Publicly Available Download PDF	VII
Introduction Requires Authentication Unlicensed Licensed Download PDF	1
Chapter I. Elements of Probability Theory Requires Authentication Unlicensed Licensed Download PDF	4
Chapter II. Adaptation of Probabilistic Models Requires Authentication Unlicensed Licensed Download PDF	26
Chapter III. Stochastic Oscillatory Processes Requires Authentication Unlicensed Licensed Download PDF	39
Chapter IV. Modelling of Economic Cycles Requires Authentication Unlicensed Licensed Download PDF	58
Chapter V. Features of Estimation Procedure Requires Authentication Unlicensed Licensed Download PDF	68
Summary Requires Authentication Unlicensed Licensed Download PDF	92
References Requires Authentication Unlicensed Licensed Download PDF	95
Index Requires Authentication Unlicensed Licensed Download PDF	97

(Deutsch)

Language: English
Publisher: De Gruyter
Audience: Economists with mathematical maturity, mathematicians looking for applications in economics.
Pages
- Front matter: 8
- Main content: 98
Illustrations
- Illustrations: 33
Keywords: Stochastik; Wirtschaftstheorie; Wirtschaftszyklen

eBook

Published: October 12, 2020
ISBN: 9783110707021

Hardcover

Published: October 12, 2020
ISBN: 9783110706987