Stochastic dynamics of economic cycles / Viacheslav Karmalita.

Format:

Book

Author/Creator:

Karmalita, Viacheslav, author.

Language:

English

Subjects (All):

Business cycles.

Economics.

Gross domestic product.

Physical Description:

1 online resource (VIII, 98 p.)

Place of Publication:

Berlin ; Boston : De Gruyter, [2020]

Language Note:

In English.

Summary:

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.

Contents:

Frontmatter

Preface

Contents

Introduction

Chapter I. Elements of Probability Theory

Chapter II. Adaptation of Probabilistic Models

Chapter III. Stochastic Oscillatory Processes

Chapter IV. Modelling of Economic Cycles

Chapter V. Features of Estimation Procedure

Summary

References

Index

Notes:

Description based on print version record.

ISBN:

3-11-070702-0

OCLC:

1202467042