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Surveys in Economic Dynamics

Donald A. R. George (Editor), Les Oxley (Editor), Simon M. Potter (Editor)
ISBN: 978-0-631-22036-7
192 pages
July 2000, Wiley-Blackwell
Surveys in Economic Dynamics (0631220364) cover image
The book contains a number of articles on nonlinear dynamic modeling in economics. They cover topics such as chaos, robustness, statistical inference and undecidability. They have been selected to be accessible to the technically competent non-specialist economist.
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1. Nonlinear Time Series Modelling: An Introduction: Simon Potter (Federal Reserve Bank of New York).

2. (Robustness and Local Linearisation in Economic Models: Donald A. R. George (University of Edinburgh) and Les Oxley (University of Waikato).

3. Testing for Linearity: Bruce E. Hansen (University of Wisconsin).

4. Nonlinearity, Computational Complexity and Macroeconomic Modeling: Peter McAdam (University of Kent) and A. J. Hughes Hallett (University of Strathclyde).

5. Nonlinear Dynamics in the Infinite Time Horizon Model: Kazuo Nishimura (Kyoto University) and Gerhard Sorger (University of Vienna).

6. Undecidability, Computation Universality and Minimality in Economic Dynamics: K. Vela Velupillai (University of Trento).

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Donald A. R. George, Senior Lecturer in Economics, University of Edinburgh. He holds a BSc in Pure Mathematics (University of Sussex) and a B. Phil. in Economics (University of Oxford). His research interests are the Economics of Product and Service Quality, Nonlinear Economic Dynamics and the Economics of Self-Management and Worker Participation.
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  • Surveys of recent work on nonlinear modeling in economics taken from the Journal of Economic Surveys
  • Accessible to the technically competent, non-specialist economist.
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