Dynamic Economic Models in Discrete Time: Theory and Empirical Applications

✍ Scribed by Brian Ferguson

• Publisher: Taylor & Francis
• Year: 2005
• Tongue: English
• Leaves: 174
• Edition: 1
• Category: Library

✦ Synopsis

This new book will be welcomed by econometricians and students of econometrics everywhere. Introducing discrete time modelling techniques and bridging the gap between economics and econometric literature, this ambitious book is sure to be an invaluable resource for all those to whom the terms unit roots, cointegration and error correction forms, chaos theory and random walks are recognisable if not yet fully understood.

✦ Table of Contents

Book Cover......Page 1
Title......Page 4
Copyright......Page 5
Contents......Page 6
1 Introduction......Page 8
2 First-order difference equations......Page 12
3 Second-order difference equations......Page 38
4 Higher-order and systems of difference equations......Page 60
5 Intertemporal optimization......Page 83
6 Nonlinear difference equations......Page 114
7 Empirical analysis of economic dynamics......Page 131
Notes......Page 162
Bibliography......Page 167
Index......Page 172

✦ Subjects

Финансово-экономические дисциплины;Математические методы и моделирование в экономике;