- Melbourne Institute of Applied Economic and Social Research - Research Publications
Melbourne Institute of Applied Economic and Social Research - Research Publications
Permanent URI for this collection
2 results
Filters
Reset filtersSettings
Statistics
Citations
Search Results
Now showing
1 - 2 of 2
-
ItemNo Preview AvailableDynamic economic models in discrete time: theory and empirical applicationsFERGUSON, BS ; LIM, G (Routledge, 2003)Economic behaviour is inherently dynamic. While things change continuously over time, much of economic analysis is based on discrete time, such as a month, a quarter, or a year, reflecting the periodic nature of data collecting and decisionmaking. This book introduces and develops the techniques of discrete time modelling starting with first-order difference equation models and building up to systems of difference equations, covering the following topics along the way: • nonlinear difference equation models • random walks and chaotic processes • optimization in discrete time models This easy-to-follow book will primarily be of interest to upper-level students carrying out economic modelling. The nature of the book – bridging a gap between dynamic economic models and empirical analysis – will mean that it will also appeal to all academics with an interest in econometrics and mathematical economics.
-
ItemComputational Macroeconomics for the Open EconomyLim, GC ; McNelis, PD (MIT PRESS, 2008)