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Stochastic Dynamics of Economic Cycles
Language:
English
Published/Copyright:
2020
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
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Frontmatter
I -
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Preface
V -
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Contents
VII -
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Introduction
1 -
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Chapter I. Elements of Probability Theory
4 -
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Chapter II. Adaptation of Probabilistic Models
26 -
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Chapter III. Stochastic Oscillatory Processes
39 -
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Chapter IV. Modelling of Economic Cycles
58 -
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Chapter V. Features of Estimation Procedure
68 -
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Summary
92 -
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References
95 -
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Index
97
Publishing information
Pages and Images/Illustrations in book
eBook published on:
October 12, 2020
eBook ISBN:
9783110707021
Hardcover published on:
October 12, 2020
Hardcover ISBN:
9783110706987
Pages and Images/Illustrations in book
Front matter:
8
Main content:
98
Illustrations:
33
Audience(s) for this book
Economists with mathematical maturity, mathematicians looking for applications in economics.
Safety & product resources
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Manufacturer information:
Walter de Gruyter GmbH
Genthiner Straße 13
10785 Berlin
productsafety@degruyterbrill.com
