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  • © 2005

New Tools of Economic Dynamics

Part of the book series: Lecture Notes in Economics and Mathematical Systems (LNE, volume 551)

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Table of contents (22 chapters)

  1. Front Matter

    Pages I-XIX
  2. Econometrics and Time Series

    1. Smooth Transition Models of Structural Change

      • Bernhard Böhm
      Pages 167-190
    2. Fraction-of-Time Approach in Predicting Value-at-Risk

      • Jacek Leśkow, Antonio Napolitano
      Pages 191-201
    3. Spectral Analysis for Economic Time Series

      • Alessandra Iacobucci
      Pages 203-219
    4. Policy Analysis Using a Microsimulation Model of the Italian Households

      • Carlo Bianchi, Marzia Romanelli, Pietro A. Vagliasindi
      Pages 221-238
    5. Validating a Dynamic Microsimulation Model of the Italian Households

      • Carlo Bianchi, Marzia Romanelli, Pietro A. Vagliasindi
      Pages 239-254
  3. Themes of Growth and Development

    1. Environmental Policy Options in the Multi-Regimes Framework

      • Salvatore Bimonte, Lionello F. Punzo
      Pages 297-318
    2. An Empirical Analysis of Growth Volatility: A Markov Chain Approach

      • Davide Fiaschi, Andrea Mario Lavezzi
      Pages 319-334

About this book

New Tools of Economic Dynamics gives an introduction and overview of recently developed methods and tools, most of them developed outside economics, to deal with the qualitative analysis of economic dynamics. It reports the results of a three-year research project by a European and Latin American network on the intersection of economics with mathematical, statistical, and computational methods and techniques. Focusing upon the evolution and manifold structure of complex dynamic phenomena, the book reviews and shows applications of a variety of tools, such as symbolic and coded dynamics, interacting agents models, microsimulation in econometrics, large-scale system analysis, and dynamical systems theory. It shows the potential of a comprehensive analysis of growth, fluctuations, and structural change along the lines indicated by pioneers like Harrod, Haavelmo, Hicks, Goodwin, Morishima, and it highlights the explanatory power of the qualitative approach they initiated.

Editors and Affiliations

  • Econometrics Department Nowy Sacz Graduate School of Business, National Louis University, Poland

    Jacek Leskow

  • Department of Political Economy, UNISI, Siena, Italy

    Lionello F. Punzo

  • Economics Faculty, UNAM, Ciudad Universitaria, México D. F., Mexico

    Martín Puchet Anyul

Bibliographic Information

Buy it now

Buying options

eBook USD 84.99
Price excludes VAT (Canada)
  • Available as PDF
  • Read on any device
  • Instant download
  • Own it forever
Softcover Book USD 109.99
Price excludes VAT (Canada)
  • Compact, lightweight edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info

Tax calculation will be finalised at checkout

Other ways to access