Chaotic Dynamics: Theory and Applications to Economics - Brossura

Medio, Alfredo; Gallo, Giampaolo

Brossura

ISBN 10: 0521484618 ISBN 13: 9780521484619

Casa editrice: Cambridge University Press, 1995

Riassunto

This book is a tool for the theoretical and numerical investigation of nonlinear dynamical systems modelled by means of ordinary differential and difference equations. The work is divided into two parts: a book, comprising a theoretical overview of the subject matter and a number of applications; and an integrated software program. Although the emphasis is laid on dynamical systems arising from economic motivation, and the applications are derived from these systems, both the text and the program will also be of use to researchers in other fields of study. The book first discusses the fundamental concepts and methods of chaos theory, and then applies these theoretical results and the facilities provided by the companion software program to models suggested by economic problems.

Su questo libro

Descrizione del libro

This key book is a tool for the theoretical and numerical investigation of nonlinear dynamical systems modelled by means of ordinary differential and difference equations. Special attention is given to the analysis and understanding of chaotic dynamics. An integrated software program is also included.

Contenuti

Preface; Part I. Theory: 1. General introduction: chaos and economics; 2. Basic mathematical concepts; 3. A user's guide; 4. Surfaces of sections and Poincaré maps; 5. Spectral analysis; 6. Lyapunov characteristic exponents; 7. Dimensions; 8. Symbolic dynamics; 9. Transition to chaos: theoretical predictive criteria; 10. Analysis of experimental signals: some theoretical problems; Part II. Applications to Economics: 11. Discrete and continuous chaos; 12. Cycles and chaos in overlapping generations models with production; 13. Chaos in a continuous-time model of inventory business cycles; 14. Analysis of experimental signals; Part III. Software: 15. DMC manual; 16. MODEL; 17. EVAL; 18. PLOT; 19. STAT; 20. FILES; 21. UTIL; 22. OPTS; 23. QUIT; 24. Internal menu commands; 25. DMC internal compiler.

Dettagli dell?edizione

• Editore: Cambridge University Press
• Data di pubblicazione: 1995
• ISBN 10: 0521484618
• ISBN 13: 9780521484619
• Rilegatura: Copertina flessibile
• Lingua: Inglese
• Numero di pagine: 364