Stochastic Dynamics of Economic Cycles

This book includes discussions related to solutions of such tasks as:

• probabilistic description of the investment function;
• recovering the income function from GDP estimates;

• development of models for the economic cycles;
• selecting the time interval of pseudo-stationarity of cycles;
• estimating characteristics/parameters of cycle models;
• analysis of accuracy of model factors.

All of the above constitute the general principles of a theory explaining the phenomenon of e...