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Stochastic Dynamics of Economic Cycles

Bag om Stochastic Dynamics of Economic Cycles

This book exposes the theory under the phenomenon of economic cycles and provides mathematical tools for their quantitative description. The approach allows to provide the stochastic description of the investment function, to recover the income function from GDP estimates, and to propose the identification procedure for pseudo-stationary models of economic cycles. .

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  • Sprog:
  • Engelsk
  • ISBN:
  • 9783110706987
  • Indbinding:
  • Hardback
  • Sideantal:
  • 106
  • Udgivet:
  • 12. oktober 2020
  • Vægt:
  • 312 g.
  • 2-4 uger.
  • 27. november 2024

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This book exposes the theory under the phenomenon of economic cycles and provides mathematical tools for their quantitative description. The approach allows to provide the stochastic description of the investment function, to recover the income function from GDP estimates, and to propose the identification procedure for pseudo-stationary models of economic cycles. .

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