System Dynamics In Economic And Financial Models
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System Dynamics in Economic and Financial Models
Author | : Christiaan Heij |
Publisher | : Wiley |
Total Pages | : 408 |
Release | : 1997-12-05 |
Genre | : Business & Economics |
ISBN | : |
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System Dynamics in Economic and Financial Models Edited by Christiaan Heij, Hans Schumacher, Bernard Hanzon and Kees Praagman System Dynamics in Economic and Financial Models discusses different approaches for dynamic modelling of economic and financial data, and includes empirical applications, particularly in finance and macroeconomics, to illustrate the methods discussed. Written by leading experts from a wide range of backgrounds, varying from econometries and finance to systems and control, each chapter is followed by a comments section that presents alternative and sometimes contrasting points of view. The authors look at the interface between economics and finance, and examine topics including non-linear dynamics chaos structural change trends and cointegration general methodologies in empirical modelling
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