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Dynamics of Business Cycles : Contributions to Economics : Contributions to Economics - Michael Reiter

Dynamics of Business Cycles : Contributions to Economics

Contributions to Economics

Paperback

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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.

Introduction
Methodology
Importance of Stylized Factsp. 9
Further Methodological Issuesp. 13
Business Cycle Stylized Facts
Stylized Facts: Methodp. 21
Stylized Facts: Resultsp. 27
Business Cycle Models
SOA Modelsp. 53
Consumptionp. 73
Prices and Wagesp. 97
Cyclical Growth
Determinants of Growthp. 119
A Real Model of Cyclical Growthp. 125
Continuous Time Econometrics
Estimating Continuous Time Modelsp. 159
The Discrete Kalman Filterp. 163
An Exact Gaussian Estimator for General Linear Continuous Time Modelsp. 169
Further Topicsp. 181
Conclusions
A. Abbreviations
B. Data
References
Table of Contents provided by Blackwell. All Rights Reserved.

ISBN: 9783790808230
ISBN-10: 3790808237
Series: Contributions to Economics
Audience: General
Format: Paperback
Language: English
Number Of Pages: 215
Publisher: Springer-Verlag Berlin and Heidelberg Gmbh & Co. Kg
Country of Publication: DE
Dimensions (cm): 23.39 x 15.6  x 1.22
Weight (kg): 0.33