Dynamic Disequilibrium Modeling: Theory and Applications: Proceedings of the Ninth International Symposium in Economic Theory and Econometrics

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Overview

Dynamic Disequilibrium Modeling presents some recent surveys and developments in dynamic disequilibrium and continuous time econometric modeling, along with related research from associated fields. Specific areas covered include applications in business cycles and growth, tests for nonlinearity rationing and disequilibrium dynamics, and demographic and international applications. The contents of this volume are drawn from the proceedings of the ninth conference in The International Symposia in Economic Theory and Econometrics series, under the general editorship of William Barnett. The proceedings volume includes the most important papers presented at a conference held at the University of Munich on August 31 - September 4, 1993. The symposia in the series are sponsored by the IC[superscript 2] Institute at the University of Texas at Austin and are cosponsored by the RGK Foundation. This ninth conference was cosponsored also by the Deutsche Forschungsgemeinschaft (DFG) and the Bavarian Ministry of Education, along with the Seminar for Mathematical Economics (SEMECON), the Center for Economics Studies (CES), and the Economics Department at the University of Munich. The symposium was held at the University of Munich. The organizers of the ninth symposium, which produced the current proceedings volume, were Claude Hillinger at the University of Munich, Giancarlo Gandolfo at the University of Rome "La Sapienza," A. R. Bergstrom at the University of Essex, and P. C. B. Phillips at Yale University.
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Editorial Reviews

From the Publisher
Review of the hardback: 'For researchers interested in dynamic modelling, this volume has much to recommend it ...'. Marcus J. Chambers, The Economic Journal
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Product Details

Table of Contents

Volume editor's preface
Series editor's preface
List of contributors
1 Survey of continuous time econometrics 3
2 Dynamic disequilibrium economics: history, conceptual foundations, possible futures 27
3 The role of continuous time disequilibrium models in macroeconomics 67
4 Nonlinear estimation of a nonlinear continuous time model 127
5 Endogenous regime switching in a model of accumulation, credit, and monetary policy 151
6 A note on continuous time dynamic disequilibrium macroeconometric modeling of the United Kingdom 185
7 Evaluation of discrete and continuous time dynamic models by spectral methods with an application to automobile demand 197
8 A continuous time method for modeling optimal investment subject to adjustment costs and gestation lags 231
9 Monopolistic price setting, subjective demand, and the business cycle 263
10 The G7 countries: a multivariate description of the business cycle stylized facts 283
11 Comparisons of the available tests for nonlinearity and chaos 313
12 Testing for nonlinearity in the exchange-rate series: an empirical investigation of the lira/dollar spot rate 347
13 Dynamic stochastic choice modeling of disequilibrium in an economy 365
14 Nonlinear models of employment adjustment 395
15 A simulation study of disequilibrium price dynamics 421
16 Disequilibrium in the Canadian population distribution 447
17 Optimality of the target-zone regime 475
18 Neighborhood feedbacks, endogenous stratification, and income inequality 505
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