System Dynamics in Economic and Financial Models Edited byChristiaan Heij, Hans Schumacher, Bernard Hanzon and Kees PraagmanSystem Dynamics in Economic and Financial Models discussesdifferent approaches for dynamic modelling of economic andfinancial data, and includes empirical applications, particularlyin finance and macroeconomics, to illustrate the methods discussed.Written by leading experts from a wide range of backgrounds,varying from econometries and finance to systems and control, eachchapter is followed by a comments section that presents alternativeand sometimes contrasting points of view. The authors look at theinterface between economics and finance, and examine topicsincluding
* non-linear dynamics
* chaos
* structural change
* trends and cointegration
* general methodologies in empirical modelling
Christiaan Heij
Finance & Investments Financial Engineering Finanz- u. Anlagewesen Finanztechnik