The Dynamics of Business Cycles: Stylized Facts, Economic Theory, Econometric Methodology and Applications by Michael ReiterThe Dynamics of Business Cycles: Stylized Facts, Economic Theory, Econometric Methodology and Applications by Michael Reiter

The Dynamics of Business Cycles: Stylized Facts, Economic Theory, Econometric Methodology and…

byMichael Reiter

Paperback | December 1, 1994

Pricing and Purchase Info

$193.95

Earn 970 plum® points

Prices and offers may vary in store

Quantity:

In stock online

Ships free on orders over $25

Not available in stores

about

The book uses the methods of spectral analysis to establish a set of stylized facts concerning the cyclical properties of the most important economic aggregates of Germany and the US. To explain these stylized facts, a series of investment cycle models is developed and evaluated. Thereby, the book provides a complete methodology for estimating and evaluating continuous time dynamic models.
Title:The Dynamics of Business Cycles: Stylized Facts, Economic Theory, Econometric Methodology and…Format:PaperbackDimensions:225 pagesPublished:December 1, 1994Publisher:Physica-Verlag HD

The following ISBNs are associated with this title:

ISBN - 10:3790808237

ISBN - 13:9783790808230

Reviews

Table of Contents

Contents: Part I. Methodology.- Importance of Stylized Facts. Further Methodological Issues. Part II. Business Cycle Stylized Facts.- Stylized Facts: Method. Stylized Facts: Results. Part III. Business Cycle Models.- SOA Models. Consumption. Prices and Wages. Part IV. Cyclical Growth.- Determinants of Growth. A Real Model of Cyclical Growth. Part V. Continuous Time Econometrics.- Estimating Continuous Time Models. The Discrete Kalman Filter. An Exact Gaussian Estimator for General Linear Continuous Time Models. Further Topics.- Conclusions.- Abbrevations.- Data.- References.