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Stochastic Dynamics of Economic Cycles / Viacheslav Karmalita.

By: Material type: TextTextPublisher: Berlin ; Boston : De Gruyter, [2020]Copyright date: ©2020Description: 1 online resource (VIII, 98 p.)Content type:
Media type:
Carrier type:
ISBN:
  • 9783110706987
  • 9783110707038
  • 9783110707021
Subject(s): Other classification:
  • online - DeGruyter
Online resources: Available additional physical forms:
  • Issued also in print.
Contents:
Frontmatter -- Preface -- Contents -- Introduction -- Chapter I. Elements of Probability Theory -- Chapter II. Adaptation of Probabilistic Models -- Chapter III. Stochastic Oscillatory Processes -- Chapter IV. Modelling of Economic Cycles -- Chapter V. Features of Estimation Procedure -- Summary -- References -- Index
Summary: 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.

Frontmatter -- Preface -- Contents -- Introduction -- Chapter I. Elements of Probability Theory -- Chapter II. Adaptation of Probabilistic Models -- Chapter III. Stochastic Oscillatory Processes -- Chapter IV. Modelling of Economic Cycles -- Chapter V. Features of Estimation Procedure -- Summary -- References -- Index

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http://purl.org/coar/access_right/c_16ec

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.

Issued also in print.

Mode of access: Internet via World Wide Web.

In English.

Description based on online resource; title from PDF title page (publisher's Web site, viewed 27. Jan 2023)