Stochastic Dynamics of Economic Cycles(English, Electronic book text, Karmalita Viacheslav)

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Stochastic Dynamics of Economic Cycles(English, Electronic book text, Karmalita Viacheslav) is written by Karmalita Viacheslav and published by De Gruyter. It's available with International Standard Book Number or ISBN identification 3110707020 (ISBN 10) and 9783110707021 (ISBN 13).

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 economic cycles?and provide mathematical tools for their quantitative description. The introduced theory is applicable to macroeconomic analyses?as well as econometric estimations?of economic cycles.