System-Theoretic Methods in Economic Modelling II

Preface, S Mittnik. A systems approach to recursive economic forecasting and seasonal adjustment, P Young et al. Non-Gaussian seasonal adjustment, G Kitagawa. Filtering and smoothing algorithms for state space models, R Kohn & C F Ansley. State-space approximation of multi-input multi-output systems with stochastic exogenous inputs, P W Otter & R van Dal. Analytic derivatives for estimation of linear dynamic models, P A Zadrozny. A state space model of the economic fundamentals, R Craine & D Bowman. A dynamic view of the portfolio efficiency frontier, J K Sengupta. State space methods in asset pricing, M Cerchi. Some thoughts on rational expectations models, and alternate formulations, T Basar. The solution of dynamic linear rational expectations models, F X Diebold. Controllability of economic systems under alternative expectations hypotheses - the discrete case, H Kuhn & H-W Wohltmann. Extensions of linearisation to large econometric models with rational expectations, N M Christodoulakis. Remarks on equilibrium state achievement in state space control, V Strejc. Optimal feedback stabilization policy with asymmetric loss functions, P Jain & Maheshwari. Globally optimal paths in the nonclassical growth model, R Amir. An integrated system model for a fishery management process-II. A case study, E Tse & A Khilnani.