Each chapter of Macroeconometrics is written by respected econometricians in order to provide useful information and perspectives for those who wish to apply econometrics in macroeconomics.
An accessible treatment of Monte Carlo methods, techniques, and applications in the field of finance and economics Providing readers with an in-depth and comprehensive guide, the Handbook in Monte Carlo Simulation: Applications in Financial Engineering, Risk Management, and Economics presents a timely account of the applicationsof Monte Carlo methods in financial engineering and economics.
This book describes the characteristics of he five different disciplines of systems which are Systems Theory, Systems Science, Thinking in Systems, Systems Architecting, and Systems Engineering.
This textbook guides the student step-by-step in developing and solving a DSGE (Dynamic Stochastic General Equilibrium) model-not only from the technical and conceptual aspects but also through the simulation process of each model.
The present study has been accepted as a doctoral thesis by the Depart- ment of Economics of the Johann Wolfgang Goethe-University in Frankfurt am Main.
Proven Methods for Big Data Analysis As big data has become standard in many application areas, challenges have arisen related to methodology and software development, including how to discover meaningful patterns in the vast amounts of data.
Handbook of Computational Economics: Heterogeneous Agent Modeling, Volume Four, focuses on heterogeneous agent models, emphasizing recent advances in macroeconomics (including DSGE), finance, empirical validation and experiments, networks and related applications.
Developed over 20 years of teaching academic courses, the Handbook of Financial Risk Management can be divided into two main parts: risk management in the financial sector; and a discussion of the mathematical and statistical tools used in risk management.
With applications using SmartPLS -the primary software used in partial least squares structural equation modeling (PLS-SEM)-this practical guide provides concise instructions on how to use this evolving statistical technique to conduct research and obtain solutions.
This book demonstrates how mathematical models constructed in system dynamics modelling platforms, such as Vensim, can be used for long-term management of environmental change.
This book focuses on the assessment of different coal gasification technologies for the utilization of Russian coals with analyses of economically feasible process chains for preparation of marketable products from high-ash coals.
This is a practical guide to solutions for a case study of forecasting demand for services and products in international markets - and so much more than just another listing of dry theoretical methods.
Factor Analysis and Dimension Reduction in R provides coverage, with worked examples, of a large number of dimension reduction procedures along with model performance metrics to compare them.
For three decades, Henry Neave's Statistics Tables has been the gold standard for all students taking an introductory statistical methods course as part of their wider degree in a host of disciplines including mathematics, economics, business and management, geography and psychology.
Packed with insights, Lorenzo Bergomi's Stochastic Volatility Modeling explains how stochastic volatility is used to address issues arising in the modeling of derivatives, including:Which trading issues do we tackle with stochastic volatility?
First published in 1999, this book attempts to understand housing co-operatives in terms of their development over time and their relationships to other types of housing tenure.
This book is an extension of the author's first book and serves as a guide and manual on how to specify and compute 2-, 3-, and 4-Event Bayesian Belief Networks (BBN).
Robust and reliable measures of consumer expenditures are essential for analyzing aggregate economic activity and for measuring differences in household circumstances.
This book provides an introduction to the asymptotic theory of random summation, combining a strict exposition of the foundations of this theory and recent results.
This book assesses how efficient primary and upper primary education is across different states of India considering both output oriented and input oriented measures of technical efficiency.
Complex Systems in Finance and Econometrics is an authoritative reference to the basic tools and concepts of complexity and systems theory as applied to an understanding of complex, financial-based business and social systems.
Praise for the first edition:[This book] reflects the extensive experience and significant contributions of the author to non-linear and non-Gaussian modeling.
Developed from the author's course on Monte Carlo simulation at Brown University, this text provides a self-contained introduction to Monte Carlo methods in financial engineering.