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Caught in a trap : identifying the least developed countries
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ISBN: 9782717857993 2717857990 Year: 2009 Publisher: Paris : Economica,


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Estimating and forecasting ARCH models using G@RCH 6
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ISBN: 0955707609 9780955707605 Year: 2009 Publisher: London : Timberlake Consultants Ltd,


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The economics of inaction : stochastic control models with fixed costs
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ISBN: 9780691135052 0691135053 9786612158735 1282158732 140082981X 9781400829811 9781282158733 Year: 2009 Publisher: Princeton : Princeton University Press,

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In economic situations where action entails a fixed cost, inaction is the norm. Action is taken infrequently, and adjustments are large when they occur. Interest in economic models that exhibit ''lumpy'' behavior of this kind has exploded in recent years, spurred by growing evidence that it is typical in many important economic decisions, including price setting, investment, hiring, durable goods purchases, and portfolio management. In The Economics of Inaction, leading economist Nancy Stokey shows how the tools of stochastic control can be applied to dynamic problems of decision making under uncertainty when fixed costs are present. Stokey provides a self-contained, rigorous, and clear treatment of two types of models, impulse and instantaneous control. She presents the relevant results about Brownian motion and other diffusion processes, develops methods for analyzing each type of problem, and discusses applications to price setting, investment, and durable goods purchases. This authoritative book will be essential reading for graduate students and researchers in macroeconomics.


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Quantifying the Roman economy : methods and problems
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ISBN: 9780199562596 0199562598 019172145X 0199679290 0191570044 9786612348969 1282348965 Year: 2009 Volume: *1 Publisher: Oxford : Oxford University Press,


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Economic modeling and inference
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ISBN: 9780691120591 0691120595 Year: 2009 Publisher: Princeton : Princeton University Press,

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Economic Modeling and Inference takes econometrics to a new level by demonstrating how to combine modern economic theory with the latest statistical inference methods to get the most out of economic data. This graduate-level textbook draws applications from both microeconomics and macroeconomics, paying special attention to financial and labor economics, with an emphasis throughout on what observations can tell us about stochastic dynamic models of rational optimizing behavior and equilibrium. Bent Jesper Christensen and Nicholas Kiefer show how parameters often thought estimable in applications are not identified even in simple dynamic programming models, and they investigate the roles of extensions, including measurement error, imperfect control, and random utility shocks for inference. When all implications of optimization and equilibrium are imposed in the empirical procedures, the resulting estimation problems are often nonstandard, with the estimators exhibiting nonregular asymptotic behavior such as short-ranked covariance, superconsistency, and non-Gaussianity. Christensen and Kiefer explore these properties in detail, covering areas including job search models of the labor market, asset pricing, option pricing, marketing, and retirement planning. Ideal for researchers and practitioners as well as students, Economic Modeling and Inference uses real-world data to illustrate how to derive the best results using a combination of theory and cutting-edge econometric techniques.Covers identification and estimation of dynamic programming models Treats sources of error--measurement error, random utility, and imperfect control Features financial applications including asset pricing, option pricing, and optimal hedging Describes labor applications including job search, equilibrium search, and retirement Illustrates the wide applicability of the approach using micro, macro, and marketing examples

Keywords

Quantitative methods (economics) --- Econometric models --- Economics --- Statistical methods --- Mathematical models --- AA / International- internationaal --- 330.3 --- 303.6 --- 305.971 --- -Economics --- -330.015195 --- Economic theory --- Political economy --- Social sciences --- Economic man --- Econometrics --- Methode in staathuishoudkunde. Statische, dynamische economie. Modellen. Experimental economics. --- Raming : theorie (wiskundige statistiek). Bayesian analysis and inference. --- Speciale gevallen in econometrische modelbouw. --- Econometric models. --- Modèles économétriques. --- Économie politique --- Statistical methods. --- Mathematical models. --- Méthodes statistiques. --- Modèles mathématiques. --- Modèles mathématiques --- 330.015195 --- Economic statistics --- Economics, Mathematical --- Raming : theorie (wiskundige statistiek). Bayesian analysis and inference --- Speciale gevallen in econometrische modelbouw --- Methode in staathuishoudkunde. Statische, dynamische economie. Modellen. Experimental economics --- BUSINESS & ECONOMICS / Econometrics. --- Bayes estimate. --- Bellman equation. --- Brownian motion. --- CAPM. --- Euler equations. --- Feller Property. --- Fourier frequency. --- actions. --- ancillarity. --- annealing. --- arbitrage. --- asset allocation. --- asymmetric information. --- asymptotics. --- autocorrelation. --- auxiliary model. --- average reward. --- backwardation. --- baseline hazard. --- bimodality. --- bipower variation. --- bond. --- budget constraint. --- business cycle. --- cash flow. --- censoring. --- complexity. --- compounding. --- concavity. --- consistent drift condition. --- consumption. --- continuation region. --- contraction mapping theorem. --- convenience yield. --- debt-equity ratio. --- degeneracy. --- delivery. --- discount function. --- dynamic programming. --- efficiency. --- electricity. --- employment. --- encompassing. --- expected utility. --- factor loading. --- fiscal policy. --- growth model. --- hazard function. --- heavy-tailed distribution. --- hedging. --- instrumental variable. --- intertemporal substitution. --- Econometrische analyse. --- Economische modellen. --- Economics - Statistical methods --- Economics - Mathematical models --- Modèles économétriques. --- Économie politique --- Méthodes statistiques. --- Modèles mathématiques --- Modèles mathématiques.


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L'économie durable : le modèle rhénan.
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ISBN: 9782507002855 Year: 2009 Publisher: Bruxelles Pire

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Econometric models --- Econometrische modellen --- Economic theory --- Economics --- Economie (Science) --- Economie (Wetenschap) --- Economische wetenschap --- Modèles économiques --- Modèles économétriques --- Political economy --- Politieke economie --- Sciences économiques --- Économétrie--Modèles mathématiques --- BPB0906 --- Économie --- Union européenne --- Economie --- Europese unie --- Depressions --- 2007 --- -Econometric models --- Global Financial Crisis, 2008-2009 --- Global Economic Crisis, 2008-2009 --- Subprime Mortgage Crisis, 2008-2009 --- Financial crises --- Europese Unie --- Europska unija --- União Europeia --- Ευρωπαϊκή Ένωση --- Európska únia --- Európai Unió --- Europäische Union --- Europos Sąjunga --- Evropská unie --- Европска унија --- Unjoni Ewropea --- Европейски съюз --- Europeiska unionen --- European Union --- Euroopan unioni --- Eiropas Savienība --- Unión Europea --- Evropska unija --- Unia Europejska --- Unione europea --- Uniunea Europeană --- Den Europæiske Union --- Европска Унија --- Euroopa Liit --- an tAontas Eorpach --- Bashkimi Europian --- Sąjungos institucija --- Sąjungos teisė --- právo Únie --- νόμος της Ένωσης --- Savienības tiesības --- wet van de Unie --- legge dell'Unione --- Europæisk Union --- unionslagstiftning --- atto dell'Unione --- AE --- loi de l'Union --- EU --- e drejta e Bashkimit --- ЕУ --- lege a Uniunii Europene --- Union law --- hospodářství --- икономика --- talous --- gospodarka --- economia --- majandus --- hospodárstvo --- ekonomika --- economy --- economie --- Wirtschaft --- gazdaság --- økonomi --- οικονομία --- привреда --- gospodarstvo --- економија --- ekonomija --- ekonomi --- economía --- ekonomikos mokslas --- gazdálkodás --- стопанство --- Rhine River Valley --- Rhine Valley --- Economic conditions --- Economic policy --- Social conditions --- geilleagar --- ūkis --- Union européenne --- Économie

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