Articoli correlati a The Rational Expectation Hypothesis, Time-Varying Parameters...
The Rational Expectation Hypothesis, Time-Varying Parameters and Adaptive Control: A Promising Combination?: 19 - Rilegato
Sinossi
One of the major controversies in macroeconomics over the last 30 years has been that on the effectiveness of stabilization policies. However, this debate, between those who believe that this kind of policies is useless if not harmful and those who argue in favor of it, has been mainly theoretical so far.
The Rational Expectation Hypothesis, Time-Varying Parameters and Adaptive Control wants to represent a step toward the construction of a common ground on which to empirically compare the two "beliefs" and to do this three strands of literature are brought together. The first strand is the research on time-varying parameters (TVP), the second strand is the work on adaptive control and the third one is the literature on linear stationary models with rational expectations (RE).
The material presented in The Rational Expectation Hypothesis, Time-Varying Parameters and Adaptive Control is divided into two parts. Part 1 combines the strand of literature on adaptive control with that on TVP. It generalizes the approach pioneered by Tse and Bar-Shalom (1973) and Kendrick (1981) and one recently used in Amman and Kendrick (2002), where the law of motion of the TVP and the hyperstructural parameters are assumed known, to the case where the hyperstructural parameters are assumed unknown. Part 2 is devoted to the linear single-equation stationary RE model estimated with the error-in-variables (EV) method. It presents a new formulation of this problem based on the use of TVP in an EV model. This new formulation opens the door to a very promising development. All the theory developed in the first part to control a model with TVP can sic et simpliciter be applied to control a model with RE.
Le informazioni nella sezione "Riassunto" possono far riferimento a edizioni diverse di questo titolo.
Informazioni sull?autore
Marco P. Tucci graduated in Economics at the University of Sienna, then he went to the University of Texas at Austin (USA) where he got his Ph. D. specializing in Control Theory, Econometrics and Empirical Macroeconomics. He is currently Associate Professor at the University of Sienna and a member of the Society of Computational Economics. He has published in the Journal of Computational Economics, Journal of Economic Dynamics and Control, Journal of Structural Changes and Economic Dynamics, Economic Notes and has contributed to books. He is referee for the above mentioned journals and for Macroeconomic Dynamics.
Le informazioni nella sezione "Su questo libro" possono far riferimento a edizioni diverse di questo titolo.
Compra nuovo
Visualizza questo articolo
EUR 92,27
EUR 9,70 per la spedizione da Germania a Italia
Destinazione, tempi e costiAltre edizioni note dello stesso titolo
Risultati della ricerca per The Rational Expectation Hypothesis, Time-Varying Parameters...
Immagini fornite dal venditore
The Rational Expectation Hypothesis, Time-Varying Parameters and Adaptive Control
Print on DemandDa: moluna, Greven, Germania
Valutazione del venditore 5 su 5 stelle
Gebunden. Condizione: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. Marco P. Tucci graduated in Economics at the University of Sienna, then he went to the University of Texas at Austin (USA) where he got his Ph. D. specializing in Control Theory, Econometrics and Empirical Macroeconomics. He is currently Associate Profes. Codice articolo 5970199
Quantità: Più di 20 disponibili
Foto dell'editore
The Rational Expectation Hypothesis, Time-Varying Parameters and Adaptive Control: A Promising Combination?
Da: Book Dispensary, Concord, ON, Canada
Valutazione del venditore 5 su 5 stelle
Hardcover. Condizione: New. BRAND NEW hardcover. Book. Codice articolo 126799
Quantità: 1 disponibili
Foto dell'editore
The Rational Expectation Hypothesis, Time-varying Parameters And Adaptive Control
Da: Basi6 International, Irving, TX, U.S.A.
Valutazione del venditore 5 su 5 stelle
Condizione: Brand New. New. US edition. Expediting shipping for all USA and Europe orders excluding PO Box. Excellent Customer Service. Codice articolo ABEJUNE24-125253
Quantità: 1 disponibili
Foto dell'editore
The Rational Expectation Hypothesis, Time-varying Parameters And Adaptive Control
Da: Romtrade Corp., STERLING HEIGHTS, MI, U.S.A.
Valutazione del venditore 5 su 5 stelle
Condizione: New. This is a Brand-new US Edition. This Item may be shipped from US or any other country as we have multiple locations worldwide. Codice articolo ABNR-92636
Quantità: 1 disponibili
Immagini fornite dal venditore
The Rational Expectation Hypothesis, Time-Varying Parameters and Adaptive Control
Print on DemandDa: BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, Germania
Valutazione del venditore 5 su 5 stelle
Buch. Condizione: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -One of the major controversies in macroeconomics over the last 30 years has been that on the effectiveness of stabilization policies. However, this debate, between those who believe that this kind of policies is useless if not harmful and those who argue in favor of it, has been mainly theoretical so far.The Rational Expectation Hypothesis, Time-Varying Parameters and Adaptive Control wants to represent a step toward the construction of a common ground on which to empirically compare the two 'beliefs' and to do this three strands of literature are brought together. The first strand is the research on time-varying parameters (TVP), the second strand is the work on adaptive control and the third one is the literature on linear stationary models with rational expectations (RE). The material presented in The Rational Expectation Hypothesis, Time-Varying Parameters and Adaptive Control is divided into two parts. Part 1 combines the strand of literature on adaptive control with that on TVP. It generalizes the approach pioneered by Tse and Bar-Shalom (1973) and Kendrick (1981) and one recently used in Amman and Kendrick (2002), where the law of motion of the TVP and the hyperstructural parameters are assumed known, to the case where the hyperstructural parameters are assumed unknown. Part 2 is devoted to the linear single-equation stationary RE model estimated with the error-in-variables (EV) method. It presents a new formulation of this problem based on the use of TVP in an EV model. This new formulation opens the door to a very promising development. All the theory developed in the first part to control a model with TVP can sic et simpliciter be applied to control a model with RE. 280 pp. Englisch. Codice articolo 9780792374848
Quantità: 2 disponibili
Immagini fornite dal venditore
The Rational Expectation Hypothesis, Time-Varying Parameters and Adaptive Control
Editore:
Springer US, Springer New York Jan 2005, 2005
ISBN 10: 0792374843
ISBN 13: 9780792374848
Nuovo
Rilegato
Da: buchversandmimpf2000, Emtmannsberg, BAYE, Germania
Valutazione del venditore 5 su 5 stelle
Buch. Condizione: Neu. Neuware -One of the major controversies in macroeconomics over the last 30 years has been that on the effectiveness of stabilization policies. However, this debate, between those who believe that this kind of policies is useless if not harmful and those who argue in favor of it, has been mainly theoretical so far.The Rational Expectation Hypothesis, Time-Varying Parameters and Adaptive Control wants to represent a step toward the construction of a common ground on which to empirically compare the two 'beliefs' and to do this three strands of literature are brought together. The first strand is the research on time-varying parameters (TVP), the second strand is the work on adaptive control and the third one is the literature on linear stationary models with rational expectations (RE).The material presented in The Rational Expectation Hypothesis, Time-Varying Parameters and Adaptive Control is divided into two parts. Part 1 combines the strand of literature on adaptive control with that on TVP. It generalizes the approach pioneered by Tse and Bar-Shalom (1973) and Kendrick (1981) and one recently used in Amman and Kendrick (2002), where the law of motion of the TVP and the hyperstructural parameters are assumed known, to the case where the hyperstructural parameters are assumed unknown. Part 2 is devoted to the linear single-equation stationary RE model estimated with the error-in-variables (EV) method. It presents a new formulation of this problem based on the use of TVP in an EV model. This new formulation opens the door to a very promising development. All the theory developed in the first part to control a model with TVP can sic et simpliciter be applied to control a model with RE.Springer Verlag GmbH, Tiergartenstr. 17, 69121 Heidelberg 280 pp. Englisch. Codice articolo 9780792374848
Quantità: 2 disponibili
Foto dell'editore
The Rational Expectation Hypothesis, Time-Varying Parameters and Adaptive Control: A Promising Combination? (Advances in Computational Economics, 19)
Da: Ria Christie Collections, Uxbridge, Regno Unito
Valutazione del venditore 5 su 5 stelle
Condizione: New. In. Codice articolo ria9780792374848_new
Quantità: Più di 20 disponibili
Immagini fornite dal venditore
The Rational Expectation Hypothesis, Time-Varying Parameters and Adaptive Control : A Promising Combination?
Editore:
Springer US, Springer New York, 2005
ISBN 10: 0792374843
ISBN 13: 9780792374848
Nuovo
Rilegato
Da: AHA-BUCH GmbH, Einbeck, Germania
Valutazione del venditore 5 su 5 stelle
Buch. Condizione: Neu. Druck auf Anfrage Neuware - Printed after ordering - One of the major controversies in macroeconomics over the last 30 years has been that on the effectiveness of stabilization policies. However, this debate, between those who believe that this kind of policies is useless if not harmful and those who argue in favor of it, has been mainly theoretical so far.The Rational Expectation Hypothesis, Time-Varying Parameters and Adaptive Control wants to represent a step toward the construction of a common ground on which to empirically compare the two 'beliefs' and to do this three strands of literature are brought together. The first strand is the research on time-varying parameters (TVP), the second strand is the work on adaptive control and the third one is the literature on linear stationary models with rational expectations (RE). The material presented in The Rational Expectation Hypothesis, Time-Varying Parameters and Adaptive Control is divided into two parts. Part 1 combines the strand of literature on adaptive control with that on TVP. It generalizes the approach pioneered by Tse and Bar-Shalom (1973) and Kendrick (1981) and one recently used in Amman and Kendrick (2002), where the law of motion of the TVP and the hyperstructural parameters are assumed known, to the case where the hyperstructural parameters are assumed unknown. Part 2 is devoted to the linear single-equation stationary RE model estimated with the error-in-variables (EV) method. It presents a new formulation of this problem based on the use of TVP in an EV model. This new formulation opens the door to a very promising development. All the theory developed in the first part to control a model with TVP can sic et simpliciter be applied to control a model with RE. Codice articolo 9780792374848
Quantità: 1 disponibili
Foto dell'editore
The Rational Expectation Hypothesis, Time-Varying Parameters and Adaptive Control: A Promising Combination?
Print on DemandDa: THE SAINT BOOKSTORE, Southport, Regno Unito
Valutazione del venditore 5 su 5 stelle
Hardback. Condizione: New. This item is printed on demand. New copy - Usually dispatched within 5-9 working days 601. Codice articolo C9780792374848
Quantità: Più di 20 disponibili
Foto dell'editore
The Rational Expectation Hypothesis, Time-Varying Parameters and Adaptive Control: A Promising Combination? (Advances in Computational Economics, 19)
Da: Lucky's Textbooks, Dallas, TX, U.S.A.
Valutazione del venditore 5 su 5 stelle
Condizione: New. Codice articolo ABLIING23Feb2416190184521
Quantità: Più di 20 disponibili