bibtype J - Journal Article
ARLID 0392967
utime 20240103202626.2
mtime 20130913235959.9
WOS 000326206200004
title (primary) (eng) Complex Price Dynamics in the Modified Kaldorian Model
specification
page_count 27 s.
media_type P
serial
ARLID cav_un_epca*0290424
ISSN 1210-0455
title Prague Economic Papers
volume_id 22
volume 3 (2013)
page_num 358-384
publisher
name Vysoká škola ekonomická v Praze
keyword Priice dynamics,
keyword numerical examples
keyword two-equation model
keyword four-equation model
keyword nonlinear time series analysis
author (primary)
ARLID cav_un_auth*0101132
name1 Kodera
name2 Jan
full_dept (cz) Ekonometrie
full_dept (eng) Department of Econometrics
department (cz) E
department (eng) E
institution UTIA-B
fullinstit Ústav teorie informace a automatizace AV ČR, v. v. i.
author
ARLID cav_un_auth*0293636
name1 Van Tran
name2 Q.
country CZ
author
ARLID cav_un_auth*0101230
name1 Vošvrda
name2 Miloslav
full_dept (cz) Ekonometrie
full_dept Department of Econometrics
department (cz) E
department E
institution UTIA-B
full_dept Department of Econometrics
fullinstit Ústav teorie informace a automatizace AV ČR, v. v. i.
source
url http://library.utia.cas.cz/separaty/2013/E/kodera-model of price dynamics and chaos.pdf
cas_special
project
project_id GBP402/12/G097
agency GA ČR
country CZ
ARLID cav_un_auth*0281000
abstract (eng) To reconstruct the neoclassical theory of inflation to obtain a model which generates non-periodical oscillations of price level which is considered to be a realistic approximation of actual price level evolution. Analysis with the Fisherian equation of exchange. The assumption on non-variability of the velocity of money circulation parameter is relaxed in favour of dependence on expected inflation. Model of inflation is a two-equation model where price evolution depends on production dynamics which is assumed to be an exogeneous variable. By adding Kaldor's model to the two equation systm a four equation model is formed.Constructed model is able to generate more complex dynamics i.e. non-linear cycles and chaos.
reportyear 2014
RIV AH
num_of_auth 3
inst_support RVO:67985556
permalink http://hdl.handle.net/11104/0223563
mrcbT16-e ECONOMICS
mrcbT16-f 0.282
mrcbT16-g 0.100
mrcbT16-i 0.00014
mrcbT16-j 0.077
mrcbT16-k 47
mrcbT16-l 30
mrcbT16-s 0.379
mrcbT16-4 Q3
mrcbT16-B 4.499
mrcbT16-C 9.760
mrcbT16-D Q4
mrcbT16-E Q3
arlyear 2013
mrcbU34 000326206200004 WOS
mrcbU63 cav_un_epca*0290424 Prague Economic Papers 1210-0455 2336-730X Roč. 22 č. 3 2013 358 384 Vysoká škola ekonomická v Praze