Author: Richard E. Quandt
Publisher:
ISBN:
Category : Equilibrium (Economics)
Languages : en
Pages : 22
Book Description
Estimation in Disequilibrium Models with Aggregation
Author: Richard E. Quandt
Publisher:
ISBN:
Category : Equilibrium (Economics)
Languages : en
Pages : 22
Book Description
Publisher:
ISBN:
Category : Equilibrium (Economics)
Languages : en
Pages : 22
Book Description
Estimation of Disequilibrium Models
Author: Hans-Jürg Büttler
Publisher: Springer Science & Business Media
ISBN: 3642483402
Category : Business & Economics
Languages : en
Pages : 124
Book Description
This monograph grew out of a project which was sponsored by the Swiss National Foundation ("Schweizerischer Nationalfonds") under grant no. 4. 636-0. 83. 09. Yithin this project, prediction-oriented estimation methods for the canonical econometric disequilibrium model were developed. The present monograph deals with the application of these estimation techniques to three aggregative markets of the Swiss economy. Parts of the monograph have been presented at various places: the estimation techniques described in chapter 3 at the European Meeting of the Econometric Society, Madrid 1984; the application to residential investment described in chapter 4 at a symposium on housing policy at the University of Mannheim, 1984; the empirical study on the money stock described in chapter 5 at the Symposium on Money, Banking and Insurance held at the University of Karlsruhe, 1984, as well as at a joint seminar of the University of Basle and the Bank for International Settlements (BIS), 1985; and, finally, the empirical study on the aggregate labor market described in chapter 6 at a seminar of the University of ZUrich, 1985. Comments from toe seminar participants, in particular from Palle S. Andersen (BIS) who served as a discussant, Pascal Bridel (Swiss National Bank, SNB), Franz Ettlin (SNB), and Kurt Schiltknecht (Nordfinanz-Bank, Zurich) are gratefully acknowledged, without implying any responsibility on their part. The methodological part described in chapters 2 and 3 is contributed by G. Frei and B.
Publisher: Springer Science & Business Media
ISBN: 3642483402
Category : Business & Economics
Languages : en
Pages : 124
Book Description
This monograph grew out of a project which was sponsored by the Swiss National Foundation ("Schweizerischer Nationalfonds") under grant no. 4. 636-0. 83. 09. Yithin this project, prediction-oriented estimation methods for the canonical econometric disequilibrium model were developed. The present monograph deals with the application of these estimation techniques to three aggregative markets of the Swiss economy. Parts of the monograph have been presented at various places: the estimation techniques described in chapter 3 at the European Meeting of the Econometric Society, Madrid 1984; the application to residential investment described in chapter 4 at a symposium on housing policy at the University of Mannheim, 1984; the empirical study on the money stock described in chapter 5 at the Symposium on Money, Banking and Insurance held at the University of Karlsruhe, 1984, as well as at a joint seminar of the University of Basle and the Bank for International Settlements (BIS), 1985; and, finally, the empirical study on the aggregate labor market described in chapter 6 at a seminar of the University of ZUrich, 1985. Comments from toe seminar participants, in particular from Palle S. Andersen (BIS) who served as a discussant, Pascal Bridel (Swiss National Bank, SNB), Franz Ettlin (SNB), and Kurt Schiltknecht (Nordfinanz-Bank, Zurich) are gratefully acknowledged, without implying any responsibility on their part. The methodological part described in chapters 2 and 3 is contributed by G. Frei and B.
The Estimation of Macroeconomic Disequilibrium Models with Regime Classification Information
Author: Glenn D. Rudebusch
Publisher: Springer Science & Business Media
ISBN: 3642456251
Category : Business & Economics
Languages : en
Pages : 137
Book Description
Publisher: Springer Science & Business Media
ISBN: 3642456251
Category : Business & Economics
Languages : en
Pages : 137
Book Description
Estimation of a Disequilibrium Aggregate Labor Market
Author: Harvey S. Rosen
Publisher:
ISBN:
Category : Labor supply
Languages : en
Pages : 50
Book Description
Publisher:
ISBN:
Category : Labor supply
Languages : en
Pages : 50
Book Description
The Estimation of Macroeconomic Disequilibrium Models with Regime Classification Information
Author: Glenn D. Rudebusch
Publisher: Springer
ISBN:
Category : Business & Economics
Languages : en
Pages : 148
Book Description
Publisher: Springer
ISBN:
Category : Business & Economics
Languages : en
Pages : 148
Book Description
An Aggregate Two Market Disequilibrium Model with Foreign Trade
Author: P. Kooiman
Publisher:
ISBN:
Category :
Languages : en
Pages : 0
Book Description
Publisher:
ISBN:
Category :
Languages : en
Pages : 0
Book Description
Disequilibrium Macroeconomic Models
Author: Jean-Paul Lambert
Publisher: CUP Archive
ISBN: 9780521322096
Category : Business & Economics
Languages : en
Pages : 204
Book Description
Publisher: CUP Archive
ISBN: 9780521322096
Category : Business & Economics
Languages : en
Pages : 204
Book Description
The Collected Essays of Richard E. Quandt
Author: Richard E. Quandt
Publisher: Edward Elgar Publishing
ISBN: 9781782543176
Category : Business & Economics
Languages : en
Pages : 876
Book Description
Professor Richard Quandt has made a major contribution to the development of economics in the 20th century. The range and significance of his work has long required a collection of his essays which will allow his contribution to be assessed as a whole. Despite an early interest in microeconomic theory, Richard Quandt has devoted most of his career to econometrics and, in particular, modal split estimation. More recently his work has focused on the econometrics of disequilibrium models with reference to both free market and planned economies. As well as outlining his many articles in microtheory, general econometrics, disequilibrium modeling, financial economics and the economics of planned economies, this collection should have a particular value for all scholars interested in the emergence of the new economies in Eastern Europe, a subject to which Professor Quandt has applied himself in recent years. This book includes an introduction by Professor Quandt describing his early life in Budapest and the circumstances which led him to study economics in America.
Publisher: Edward Elgar Publishing
ISBN: 9781782543176
Category : Business & Economics
Languages : en
Pages : 876
Book Description
Professor Richard Quandt has made a major contribution to the development of economics in the 20th century. The range and significance of his work has long required a collection of his essays which will allow his contribution to be assessed as a whole. Despite an early interest in microeconomic theory, Richard Quandt has devoted most of his career to econometrics and, in particular, modal split estimation. More recently his work has focused on the econometrics of disequilibrium models with reference to both free market and planned economies. As well as outlining his many articles in microtheory, general econometrics, disequilibrium modeling, financial economics and the economics of planned economies, this collection should have a particular value for all scholars interested in the emergence of the new economies in Eastern Europe, a subject to which Professor Quandt has applied himself in recent years. This book includes an introduction by Professor Quandt describing his early life in Budapest and the circumstances which led him to study economics in America.
Dynamic Disequilibrium Modeling: Theory and Applications
Author: William A. Barnett
Publisher: Cambridge University Press
ISBN: 9780521462754
Category : Business & Economics
Languages : en
Pages : 556
Book Description
. 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.
Publisher: Cambridge University Press
ISBN: 9780521462754
Category : Business & Economics
Languages : en
Pages : 556
Book Description
. 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.
Models of Disequilibrium and Shortage in Centrally Planned Economies
Author: C.M. Davis
Publisher: Springer Science & Business Media
ISBN: 9400908237
Category : Business & Economics
Languages : en
Pages : 504
Book Description
The centrally planned economies (CPEs) of the Soviet Union and Eastern Europe have experienced severe imbalances in domestic and external markets over the past several decades. As a result, they have been chronically afflicted by problems such as excess demand, repressed inflation, deficits of commodities, queues, waiting lists, and forced savings. Economists have responded to these phenomena by developing appropriate theoretical and empirical models of CPEs. Of particular note have been the pioneering studies of Richard Portes on disequilibrium econometric models and Janos Kornai on the shortage economy. Each approach has attracted followers who have produced numerous, innovative macro- and microeconomic models of Poland, Czechoslovakia, the German Democratic Republic, Hungary, and the USSR. These models have proved to be of considerable value in the analysis of the causes, consequences and remedies of disequilibrium phenomena. Inevitably, the new research has also generated controversies both between and within the schools of shortage and disequilibrium modelling, concerning the fundamental nature of the socialist economy, theoretical concepts and definitions, the specification of models, estimation techniques, interpretation of empirical findings, and policy recommend ations. Furthermore, the research effort has been energetic but incomplete, so many gaps exist in the field.
Publisher: Springer Science & Business Media
ISBN: 9400908237
Category : Business & Economics
Languages : en
Pages : 504
Book Description
The centrally planned economies (CPEs) of the Soviet Union and Eastern Europe have experienced severe imbalances in domestic and external markets over the past several decades. As a result, they have been chronically afflicted by problems such as excess demand, repressed inflation, deficits of commodities, queues, waiting lists, and forced savings. Economists have responded to these phenomena by developing appropriate theoretical and empirical models of CPEs. Of particular note have been the pioneering studies of Richard Portes on disequilibrium econometric models and Janos Kornai on the shortage economy. Each approach has attracted followers who have produced numerous, innovative macro- and microeconomic models of Poland, Czechoslovakia, the German Democratic Republic, Hungary, and the USSR. These models have proved to be of considerable value in the analysis of the causes, consequences and remedies of disequilibrium phenomena. Inevitably, the new research has also generated controversies both between and within the schools of shortage and disequilibrium modelling, concerning the fundamental nature of the socialist economy, theoretical concepts and definitions, the specification of models, estimation techniques, interpretation of empirical findings, and policy recommend ations. Furthermore, the research effort has been energetic but incomplete, so many gaps exist in the field.