ENGLISH

Stochastic Dynamics of Economic Cycles

By Viacheslav Karmalita

Book information

Publisher
de Gruyter
Year
2020
ISBN
9783110707021, 9783110706987
DOI
10.1515/9783110707021
Language
english
Format
PDF
Filesize
3 MB (3622136 bytes)
Pages
106\106
Library
degruyter.com
Time added
2023-07-26 12:26:29

Description

This book includes discussions related to solutions of such tasks as: probabilistic description of the investment function; recovering the income function from GDP estimates; development of models for the economic cycles; selecting the time interval of pseudo-stationarity of cycles; estimating characteristics/parameters of cycle models; analysis of accuracy of model factors. All of the above constitute the general principles of a theory explaining the phenomenon of economic cycles　and provide mathematical tools for their quantitative description. The introduced theory is applicable to macroeconomic analyses　as well as econometric estimations　of economic cycles.

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