Forecasting macroeconomic variables using artificial neural network and traditional smoothing techniques
For many years, economists have been using statistical tools to estimate parameters of
macroeconomic models. Forecasting plays a major role in macroeconomic planning and it is …
macroeconomic models. Forecasting plays a major role in macroeconomic planning and it is …
Financial fragility, mean-field interaction and macroeconomic dynamics: a stochastic model
C Di Guilmi, M Gallegati, S Landini - Mean-Field Interaction and …, 2008 - papers.ssrn.com
The links between aggregate financial indicators and business fluctuations have been
widely addressed in literature while the same interest has not been devoted to the role of …
widely addressed in literature while the same interest has not been devoted to the role of …
[HTML][HTML] Les développements récents de la macroéconomie post-keynésienne
A Asensio, S Charles, D Lang… - Revue de la régulation …, 2011 - journals.openedition.org
Cet article se propose de montrer en quoi les développements récents de la
macroéconomie post-keynésienne sont pertinents pour comprendre le fonctionnement du …
macroéconomie post-keynésienne sont pertinents pour comprendre le fonctionnement du …
Reconstructing Aggregate Dynamics in Heterogeneous Agents Models 1: A Markovian Approach
The restrictive assumptions imposed by the traditional methods of aggregation prevented so
far a sound analysis of complex system of feedback between microeconomic variables and …
far a sound analysis of complex system of feedback between microeconomic variables and …
On Keynes's seminal innovation and related essential features: Revisiting the notion of equilibrium in The General Theory
A Asensio - Keynes's General Theory, 2012 - elgaronline.com
While econometrics has been a powerful instrument of the mainstream academic
domination, it is becoming a major source of its weakening, as clearly attested in the …
domination, it is becoming a major source of its weakening, as clearly attested in the …
Economic dynamics with financial fragility and mean-field interaction: A model
C Di Guilmi, M Gallegati, S Landini - Physica A: Statistical Mechanics and …, 2008 - Elsevier
Following Aoki's statistical mechanics methodology [Masanao Aoki, New Approaches to
Macroeconomic Modeling, Cambridge University Press, 1996; Masanao Aoki, Modeling …
Macroeconomic Modeling, Cambridge University Press, 1996; Masanao Aoki, Modeling …
Are stock returns time reversible? International evidence from frequency domain tests
KP Lim, RD Brooks, M Hinich - International Evidence from …, 2008 - papers.ssrn.com
This paper first introduces the trispectrum-based time reversibility test to complement its
bispectrum counterpart introduced earlier in extant literature. Using these frequency domain …
bispectrum counterpart introduced earlier in extant literature. Using these frequency domain …
A critique of Dopfer and Potts's evolutionary realism
J Juniper - Australasian Journal of Regional Studies, The, 2009 - search.informit.org
Influenced by both the Classical Economics of Malthus and Marx and the Austrian
economics of Joseph Schumpeter, Evolutionary Economics has developed into a significant …
economics of Joseph Schumpeter, Evolutionary Economics has developed into a significant …
[PDF][PDF] Fuzzy cognitive map of pre-emergency prediction
MY Micheev, OV Prokofiev, AE Savochkin - Fuzzy technologies in the …, 2018 - ceur-ws.org
The state of a technically complex object (TCO) during its operation is determined by means
of a set of parametric sensors making it possible to determine dynamics features of both the …
of a set of parametric sensors making it possible to determine dynamics features of both the …
A statistical uncertainty principle for estimating the time of a discrete shift in the mean of a continuous time random process
The purpose of this article is to present a statistical uncertainty principle that can be used
when localizing a single change in the mean of a band-limited stationary random process …
when localizing a single change in the mean of a band-limited stationary random process …