| 书目名称 | Nonlinear Dynamics in Economics |
| 副标题 | A Theoretical and St |
| 编辑 | Bärbel Finkenstädt |
| 视频video | |
| 丛书名称 | Lecture Notes in Economics and Mathematical Systems |
| 图书封面 |  |
| 描述 | 1. 1 Introduction In economics, one often observes time series that exhibit different patterns of qualitative behavior, both regular and irregular, symmetric and asymmetric. There exist two different perspectives to explain this kind of behavior within the framework of a dynamical model. The traditional belief is that the time evolution of the series can be explained by a linear dynamic model that is exogenously disturbed by a stochastic process. In that case, the observed irregular behavior is explained by the influence of external random shocks which do not necessarily have an economic reason. A more recent theory has evolved in economics that attributes the patterns of change in economic time series to an underlying nonlinear structure, which means that fluctua tions can as well be caused endogenously by the influence of market forces, preference relations, or technological progress. One of the main reasons why nonlinear dynamic models are so interesting to economists is that they are able to produce a great variety of possible dynamic outcomes - from regular predictable behavior to the most complex irregular behavior - rich enough to meet the economists‘ objectives of modeling |
| 出版日期 | Book 1995 |
| 关键词 | Fitting; Nichtlineare Abhängigkeit; Nonlinear Dynamics; STATISTICA; Time series; Zeitreihen; correlation; p |
| 版次 | 1 |
| doi | https://doi.org/10.1007/978-3-642-46821-6 |
| isbn_softcover | 978-3-540-59374-4 |
| isbn_ebook | 978-3-642-46821-6Series ISSN 0075-8442 Series E-ISSN 2196-9957 |
| issn_series | 0075-8442 |
| copyright | Springer-Verlag Berlin Heidelberg 1995 |
发表于 2025-3-21 19:23:45
