Research Catalog

Title

Dynamic disequilibrium modeling : theory and applications : proceedings of the Ninth International Symposium in Economic Theory and Econometrics / edited by William A. Barnett, Giancarlo Gandolfo, Claude Hillinger.

Author

International Symposium in Economic Theory and Econometrics (9th : 1993 : University of Munich)

Publication

Cambridge [England] ; New York : Cambridge University Press, 1996.

Items in the Library & Off-site

Holdings

Details

Additional Authors

• Barnett, William A.
• Gandolfo, Giancarlo.
• Hillinger, Claude, 1930-

Description

xiv, 534 pages; 24 cm.

Summary

• Dynamic Disequilibrium Modeling presents some recent surveys and developments in dynamic disequilibrium and continuous time econometric modeling, along with related research from associated fields. Specific areas covered include applications in business cycles and growth, tests for nonlinearity rationing and disequilibrium dynamics, and demographic and international applications.
• The contents of this volume are drawn from the proceedings of the ninth conference in The International Symposia in Economic Theory and Econometrics series, under the general editorship of William Barnett. The proceedings volume includes the most important papers presented at a conference held at the University of Munich on August 31 - September 4, 1993.
• The symposia in the series are sponsored by the IC[superscript 2] Institute at the University of Texas at Austin and are cosponsored by the RGK Foundation. This ninth conference was cosponsored also by the Deutsche Forschungsgemeinschaft (DFG) and the Bavarian Ministry of Education, along with the Seminar for Mathematical Economics (SEMECON), the Center for Economics Studies (CES), and the Economics Department at the University of Munich. The symposium was held at the University of Munich.
• . The organizers of the ninth symposium, which produced the current proceedings volume, were Claude Hillinger at the University of Munich, Giancarlo Gandolfo at the University of Rome "La Sapienza," A. R. Bergstrom at the University of Essex, and P. C. B. Phillips at Yale University.

Series Statement

International symposia in economic theory and econometrics

Uniform Title

International symposia in economic theory and econometrics.

Subject

Equilibrium (Economics) > Econometric models > Congresses

Bibliography (note)

• Includes bibliographical references.

Contents

• 1. Survey of continuous time econometrics / A. R. Bergstrom -- 2. Dynamic disequilibrium economics: history, conceptual foundations, possible futures / Claude Hillinger -- 3. The role of continuous time disequilibrium models in macroeconomics / Clifford R. Wymer -- 4. Nonlinear estimation of a nonlinear continuous time model / Giancarlo Gandolfo, Pier Carlo Padoan, Giuseppe De Arcangelis and Clifford R. Wymer -- 5. Endogenous regime switching in a model of accumulation, credit, and monetary policy / D. Delli Gatti, M. Gallegati and P. C. Padoan -- 6. A note on continuous time dynamic disequilibrium macroeconometric modeling of the United Kingdom / K. B. Nowman -- 7. Evaluation of discrete and continuous time dynamic models by spectral methods with an application to automobile demand / Michael Reiter -- 8. A continuous time method for modeling optimal investment subject to adjustment costs and gestation lags / Peter A. Zadrozny --
• 9. Monopolistic price setting, subjective demand, and the business cycle / Alfred Maussner -- 10. The G7 countries: a multivariate description of the business cycle stylized facts / Ulrich Woitek -- 11. Comparisons of the available tests for nonlinearity and chaos / William A. Barnett, A. Ronald Gallant, Melvin J. Hinich, Mark Jensen and Jochen Jungeilges -- 12. Testing for nonlinearity in the exchange-rate series: an empirical investigation of the lira/dollar spot rate / Laura Sabani -- 13. Dynamic stochastic choice modeling of disequilibrium in an economy / B. Dejon, F. Graef, H.-J. Meier and J. Novotny -- 14. Nonlinear models of employment adjustment / Werner Smolny -- 15. A simulation study of disequilibrium price dynamics / Claus Weddepohl -- 16. Disequilibrium in the Canadian population distribution / William P. Anderson and Yorgos Y. Papageorgiou -- 17. Optimality of the target-zone regime / Guiseppe De Arcangelis --
• 18. Neighborhood feedbacks, endogenous stratification, and income inequality / Steven N. Durlauf.

ISBN

0521462754 (hc)

LCCN

95047537

OCLC

• 33439965
• ocm33439965

Owning Institutions

Columbia University Libraries