Books in the International Symposia in Economic Theory and Econometrics series

The Sixth Annual International Symposium in Economic Theory and Econometrics was dedicated to Jacques Dreze on the occasion of his retirement.

This book features technical portrayals of today's constantly developing banking issues; including stock market contagion, the impact of internet technology (IT) and financial innovation on stock markets, and a perspective on the loan puzzle in emerging markets.

Banking sector transformation, economic growth and inequality and exchange rate arrangements are critical issues whose importance has been highlighted during the recent financial crisis. This volume contains new research on the relationships between economic growth, inequality and the financial sector.

This collection of papers delivered at the Fifth International Symposium in Economic Theory and Econometrics in 1988 is devoted to the estimation and testing of models that impose relatively weak restrictions on the stochastic behaviour of data.

This book presents some of the more recent developments in nonlinear time series, including Bayesian analysis and cointegration tests.

Drawn from the Seventh International Symposium in Economic Theory and Econometrics, the contents of this volume represent recent advances in the development of concepts and methods in political economy and include formal, applied, and historical approaches.

This collection of papers delivered at the Fifth International Symposium in Economic Theory and Econometrics in 1988 is devoted to the estimation and testing of models that impose relatively weak restrictions on the stochastic behaviour of data.

This book brings together presentations of some of the fundamental new research that has begun to appear in the areas of dynamic structural modeling, nonlinear structural modeling, time series modeling, nonparametric inference, and chaotic attractor inference.

Covers the period from the middle 1980's through the end of David Cass' life in 2008.

Consists of the work David Cass completed after leaving Carnegie Mellon for the University of Pennsylvania's Economics Department (where he remained for the rest of his career).

Consists of David Cass' early work from his time in graduate school at Stanford University, studying under Hirofumi Uzawa, and as an assistant professor at Yale's Cowles Commission, and his tenure at Carnegie Mellon University's Graduate School of Industrial Administration.

Presents researches in linear and nonlinear modelling of economic and financial time-series. This book provides a comprehensive understanding of financial and economic dynamics in various aspects using modern financial econometric methods. It also presents and discusses research findings and their implications.

This book presents some 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.

This collection brings together important contributions by leading econometricians on (i) parametric approaches to qualitative and sample selection models, (ii) nonparametric and semi-parametric approaches to qualitative and sample selection models, and (iii) nonlinear estimation of cross-sectional and time series models.

This book provides a data-based approach to present and future developments in the Muslim world. It focuses on the economics of the Muslim world, including hot topics such as terrorism and oil-prices and also suggests an approach that deals with the high illiteracy rates and inadequate education facilities in many Muslim countries.

Volume 27 of the International Symposia in Economic Theory and Econometrics series collects a range of unique and diverse chapters, each investigating different spheres of development in emerging markets with a specific focus on significant engines of growth and advancement in the Asia-Pacific economies.

A significant contribution to the paradigm which acknowledges that commercial systems are evolutionary, and must be analysed using evolutionary tools. This volume considers systems from the entire economy to the behaviour of single markets. Topics include: debt-deflation, stock management, consumer interactions, and nonlinear methods to profit from market volatility.

New Approaches to Monetary Economics brings together presentations of innovative research in the field of monetary economics. Much of this research develops and applies approaches to modelling financial intermediation, aggregate fluctuations, monetary aggregation and transactions-motivated monetary equilibrium.

This book presents an overview of developments in social choice theory and welfare economics, drawn from the proceedings of the eighth conference in the International Symposia in Economic Theory and Econometrics series under the general editorship of William Barnett.

This book presents some of the more recent developments in nonlinear time series, including Bayesian analysis and cointegration tests.

This book brings together presentations of some of the fundamental new research that has begun to appear in the areas of dynamic structural modeling, nonlinear structural modeling, time series modeling, nonparametric inference, and chaotic attractor inference.

The contents of this volume comprise the proceedings of the International Symposia in Economic Theory and Econometrics conference held in 1987 at the IC^T2 (Innovation, Creativity, and Capital) Institute at the University of Texas at Austin. The essays present fundamental new research on the analysis of complicated outcomes in relatively simple macroeconomic models.

This collection brings together important contributions by leading econometricians on (i) parametric approaches to qualitative and sample selection models, (ii) nonparametric and semi-parametric approaches to qualitative and sample selection models, and (iii) nonlinear estimation of cross-sectional and time series models.

This 1997 book presents developments in nonlinear economic dynamics along with related research from other fields, including mathematics, statistics, biology, and physics.

This book presents some 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.

This book presents an overview of developments in social choice theory and welfare economics, drawn from the proceedings of the eighth conference in the International Symposia in Economic Theory and Econometrics series under the general editorship of William Barnett.

The Sixth Annual International Symposium in Economic Theory and Econometrics was dedicated to Jacques Dreze on the occasion of his retirement.

Drawn from the Seventh International Symposium in Economic Theory and Econometrics, the contents of this volume represent recent advances in the development of concepts and methods in political economy and include formal, applied, and historical approaches.

The contents of this volume comprise the proceedings of the International Symposia in Economic Theory and Econometrics conference held in 1987 at the IC^T2 (Innovation, Creativity, and Capital) Institute at the University of Texas at Austin. The essays present fundamental new research on the analysis of complicated outcomes in relatively simple macroeconomic models.