Nonlinear Dynamics in Monetary and Financial Economics. Theory and Empirical Models.
Project goals
The project is aimed at nonlinear dynamics application to monetary and financial economics. It will consider the theoretical questions of nonlinear systems in monetary economics and finance, as well as econometric modelling of monetary and financial dependencies. The area of monetary research will be aimed at classical macro monetary nonlinear models, where the potentials of complex dynamics (chaos) will be investigated. Analysis of the models of real business cycles and models of dynamic equilibrium will be also addressed by the project. In this part the connection of possible nonlinearities of these models and more complex dynamic behaviour (nonlinear cycles and chaos) will also be researched. New agent oriented approach to modeling of capital marketstructures will also be applied. This analysis will be associated to the neural networks models and also stochastic catastrophe models.
Keywords
Chaosnelineární dynamikapeněžní ekonomiefinancekapitálové trhy
Public support
Provider
Czech Science Foundation
Programme
Doctor grants
Call for proposals
Doktorské granty 4 (SGA02009GA-DG)
Main participants
—
Contest type
VS - Public tender
Contract ID
402/09/H045
Alternative language
Project name in Czech
Nelineární dynamika v peněžní ekonomii a financích. Teorie a empirické modely.
Annotation in Czech
Analyzovat chování nelineárních ekonomických systémů se zahrnutím peněžních a finančních procesů a ukázat souvislosti mezi nelinearitou těchto systémů a složitostí jejich dynamického chování. Součástí bude i empirická analýza realizovaná pomocí nelineárních dynamických ekonometrických modelů.
Scientific branches
Completed project evaluation
Provider evaluation
V - Vynikající výsledky projektu (s mezinárodním významem atd.)
Project results evaluation
The project gone according to plan both in terms of expertise and in terms of disbursement of funds.
Solution timeline
Realization period - beginning
Jan 1, 2009
Realization period - end
Dec 31, 2011
Project status
U - Finished project
Latest support payment
Apr 16, 2011
Data delivery to CEP
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů
Data delivery code
CEP12-GA0-GD-U/01:1
Data delivery date
Feb 9, 2015
Finance
Total approved costs
8,433 thou. CZK
Public financial support
8,433 thou. CZK
Other public sources
0 thou. CZK
Non public and foreign sources
0 thou. CZK
Recognised costs
8 433 CZK thou.
Public support
8 433 CZK thou.
0%
Provider
Czech Science Foundation
CEP
AH - Economics
Solution period
01. 01. 2009 - 31. 12. 2011