[PDF] Advanced Lectures In Quantitative Economics eBook

Author : Frederick van Der Ploeg
Publisher : Academic Press
Page : 649 pages
File Size : 35,2 MB
Release : 2014-05-01
Category : Business & Economics
ISBN : 148327036X

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Advanced Lectures in Quantitative Economics summarizes some of the efforts of a second-phase program for first-rate candidates with a Master's degree in economics who wish to continue with a doctoral degree in quantitative economics. This book is organized into three main topics—macroeconomics, microeconomics, and econometrics. This text specifically discusses the Neo-Keynesian macroeconomics in an open economy, international coordination of monetary policies under alternative exchange-rate regimes, and prospects for global trade imbalances. The post-war developments in labor economics, introduction to overlapping generation models, and measurement of expectations and direct tests of the REH are also elaborated. This monograph likewise covers the dynamic econometric modeling of decisions under uncertainty and fundamental bordered matrix of linear estimation. This publication is a good reference for students and specialists interested in quantitative economics.

Author : Aart de Zeeuw
Publisher : Academic Press
Page : 276 pages
File Size : 18,95 MB
Release : 1993-07-20
Category : Business & Economics
ISBN :

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This book contains a series of lectures recently given to researchers and students in quantitative economics by an international group of distinguished scholars. The topics covered are at the forefront of recent developments of research in economics and econometrics. The book is divided into three sections: Microeconomics, Macroeconomics and Econometrics. The section on Microeconomics contains chapters on the economics of destitution and an overview of general equilibrium theory with incomplete markets. The section on Macroeconomics contains chapters on the new endogenous growth theory and the microeconomic underpinning of dynamic international macroeconomic models. The section on Econometrics contains chapters on the rapidly expanding literature for GARCH models of volatility, empirical analysis of time series and asymptotic estimation theory for nonlinear econometric models. This will be essential reading for graduate students and researchers in economics, econometrics and finance.

Author : Jacob T. Schwartz
Publisher : Courier Dover Publications
Page : 305 pages
File Size : 47,87 MB
Release : 2018-11-14
Category : Mathematics
ISBN : 0486828034

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An early but still useful and frequently cited contribution to the science of mathematical economics, this volume is geared toward graduate students in the field. Prerequisites include familiarity with the basic theory of matrices and linear transformations and with elementary calculus. Author Jacob T. Schwartz begins his treatment with an exploration of the Leontief input-output model, which forms a general framework for subsequent material. An introductory treatment of price theory in the Leontief model is followed by an examination of the business-cycle theory, following ideas pioneered by Lloyd Metzler and John Maynard Keynes. In the final section, Schwartz applies the teachings of previous chapters to a critique of the general equilibrium approach devised by Léon Walras as the theory of supply and demand, and he synthesizes the notions of Walras and Keynes. 1961 edition.

Author : John Stachurski
Publisher : MIT Press
Page : 395 pages
File Size : 16,13 MB
Release : 2022-08-16
Category : Business & Economics
ISBN : 0262544776

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The second edition of a rigorous and example-driven introduction to topics in economic dynamics that emphasizes techniques for modeling dynamic systems. This text provides an introduction to the modern theory of economic dynamics, with emphasis on mathematical and computational techniques for modeling dynamic systems. Written to be both rigorous and engaging, the book shows how sound understanding of the underlying theory leads to effective algorithms for solving real-world problems. The material makes extensive use of programming examples to illustrate ideas, bringing to life the abstract concepts in the text. Key topics include algorithms and scientific computing, simulation, Markov models, and dynamic programming. Part I introduces fundamentals and part II covers more advanced material. This second edition has been thoroughly updated, drawing on recent research in the field. New for the second edition: “Programming-language agnostic” presentation using pseudocode. New chapter 1 covering conceptual issues concerning Markov chains such as ergodicity and stability. New focus in chapter 2 on algorithms and techniques for program design and high-performance computing. New focus on household problems rather than optimal growth in material on dynamic programming. Solutions to many exercises, code, and other resources available on a supplementary website.

Author : Michael Harrison
Publisher : Routledge
Page : 700 pages
File Size : 46,73 MB
Release : 2011-03-31
Category : Business & Economics
ISBN : 1136819215

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The aim of this book is to bring students of economics and finance who have only an introductory background in mathematics up to a quite advanced level in the subject, thus preparing them for the core mathematical demands of econometrics, economic theory, quantitative finance and mathematical economics, which they are likely to encounter in their final-year courses and beyond. The level of the book will also be useful for those embarking on the first year of their graduate studies in Business, Economics or Finance. The book also serves as an introduction to quantitative economics and finance for mathematics students at undergraduate level and above. In recent years, mathematics graduates have been increasingly expected to have skills in practical subjects such as economics and finance, just as economics graduates have been expected to have an increasingly strong grounding in mathematics. The authors avoid the pitfalls of many texts that become too theoretical. The use of mathematical methods in the real world is never lost sight of and quantitative analysis is brought to bear on a variety of topics including foreign exchange rates and other macro level issues.

Author : Aart J. de Zeeuw
Publisher : Academic Press
Page : 250 pages
File Size : 29,33 MB
Release : 1993-08-03
Category : Business & Economics
ISBN : 9780122146855

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This book covers topics at the forefront of recent developments of research in economics, macroeconomics, and econometrics. The first section on microeconomics contains chapters on the economics of destitution and an overview of general equilibrium theory with incomplete markets. The next section on macroeconomics contains chapters on classical growth theory, the endogenous growth theory, and the microeconomic underpinning of dynamic international macroeconomic models. The last section on econometrics contains chapters on the rapidly expanding literature for GARCH models for time varying volatility models and asymptotic estimation theory for non-linear econometric models. This book will be essential reading for graduate students and researchers in economics and finance.

Author : Brian Haines
Publisher : Routledge
Page : 162 pages
File Size : 35,75 MB
Release : 2018-04-09
Category : Business & Economics
ISBN : 1351140795

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Originally published in 1978. This book is designed to enable students on main courses in economics to comprehend literature which employs econometric techniques as a method of analysis, to use econometric techniques themselves to test hypotheses about economic relationships and to understand some of the difficulties involved in interpreting results. While the book is mainly aimed at second-year undergraduates undertaking courses in applied economics, its scope is sufficiently wide to take in students at postgraduate level who have no background in econometrics - it integrates fully the mathematical and statistical techniques used in econometrics with micro- and macroeconomic case studies.