A high-dimensional model of real-financial market interaction: the cascade of stable matrices approach

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dc.contributor.author Chiarella, Carl en_US
dc.contributor.author Flaschel, Peter en_US
dc.contributor.author Franke, Reiner en_US
dc.contributor.author Semmler, Willi en_US
dc.contributor.editor Chiarella, C; Franke, R; Flaschel, P; Semmler, W en_US
dc.date.accessioned 2010-06-16T04:56:24Z
dc.date.available 2010-06-16T04:56:24Z
dc.date.issued 2006 en_US
dc.identifier 2006004525 en_US
dc.identifier.citation Chiarella Carl et al. 2006, 'A high-dimensional model of real-financial market interaction: the cascade of stable matrices approach', Elsevier, Amsterdam, Netherlands, pp. 359-384. en_US
dc.identifier.issn 0-444-52122-4 en_US
dc.identifier.other B1 en_US
dc.identifier.uri http://hdl.handle.net/10453/11709
dc.description.abstract en_US
dc.language en_US
dc.publisher Elsevier en_US
dc.relation.isbasedon en_US
dc.title A high-dimensional model of real-financial market interaction: the cascade of stable matrices approach en_US
dc.parent Quantitative and Empirical Analysis of Nonlinear Dynamic Macromodels en_US
dc.journal.volume en_US
dc.journal.number en_US
dc.publocation Amsterdam, Netherlands en_US
dc.identifier.startpage 359 en_US
dc.identifier.endpage 384 en_US
dc.cauo.name BUS.School of Finance and Economics en_US
dc.conference Verified OK en_US
dc.for 140102 en_US
dc.personcode 716350 en_US
dc.personcode 0000017722 en_US
dc.personcode 0000018280 en_US
dc.personcode 0000017791 en_US
dc.percentage 50 en_US
dc.classification.name Macroeconomic Theory en_US
dc.classification.type FOR-08 en_US
dc.edition 1 en_US
dc.custom en_US
dc.date.activity en_US
dc.location.activity en_US
dc.description.keywords real-financial interaction; high-order local stability analysis; cascade of stable matrices; Tobin's average q; wage-price dynamics; Hopf bifurcation en_US


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