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Surveys in Economic Dynamics

Surveys in Economic Dynamics

Donald A. R. George (Editor), Les Oxley (Editor), Simon M. Potter (Editor)

ISBN: 978-0-631-22036-7

Jul 2000, Wiley-Blackwell

192 pages

Select type: Paperback

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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.
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).

  • Surveys of recent work on nonlinear modeling in economics taken from the Journal of Economic Surveys
  • Accessible to the technically competent, non-specialist economist.