书目名称 | Fourier Analysis of Economic Phenomena |
编辑 | Toru Maruyama |
视频video | |
概述 | Is the first book to explain how to apply Fourier analysis in business cycle theory in a mathematically rigorous manner.Provides an explanation of Fourier analysis of generalized functions, which is i |
丛书名称 | Monographs in Mathematical Economics |
图书封面 |  |
描述 | This is the first monograph that discusses in detail the interactions between Fourier analysis and dynamic economic theories, in particular, business cycles..Many economic theories have analyzed cyclical behaviors of economic variables. In this book, the focus is on a couple of trials: (1) the Kaldor theory and (2) the Slutsky effect. The Kaldor theory tries to explain business fluctuations in terms of nonlinear, 2nd-order ordinary differential equations (ODEs). In order to explain periodic behaviors of a solution, the Hopf-bifurcation theorem frequently plays a key role. Slutsky‘s idea is to look at the periodic movement as an overlapping effect of random shocks. The Slutsky process is a weakly stationary process, the periodic (or almost periodic) behavior of which can be analyzed by the Bochner theorem. The goal of this book is to give a comprehensive and rigorous justification of these ideas. Therefore, the aim is first to give a complete theory that supports the Hopftheorem and to prove the existence of periodic solutions of ODEs; and second to explain the mathematical structure of the Bochner theorem and its relation to periodic (or almost periodic) behaviors of weakly station |
出版日期 | Book 2018 |
关键词 | Fourier analysis; business cycle; Bochner Theorem; Kaldor-Kalecki theory; Slutsky effect |
版次 | 1 |
doi | https://doi.org/10.1007/978-981-13-2730-8 |
isbn_ebook | 978-981-13-2730-8Series ISSN 2364-8279 Series E-ISSN 2364-8287 |
issn_series | 2364-8279 |
copyright | Springer Nature Singapore Pte Ltd. 2018 |