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Bertrand M. Roehner - Theory of Markets_ Trade and Space-time Patterns of Price Fluctuations A Study in Analytical Economics
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Home Investment and Economy Theory of Markets: Trade and Space-time Patterns of Price Fluctuations A Study in Analytical Economics
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Theory of Markets: Trade and Space-time Patterns of Price Fluctuations A Study in Analytical Economics

$36.12

Author(s)

Bertrand M. Roehner

Pages

416

Format

PDF

Published Date

1995

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Category: Investment and Economy
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The aim in Theory of Markets  is to analyse the connections between spatially separated markets. A preliminary step in this direction is to understand how prices are determined in a single market.

Introduction:

In first chapter we give an outline of the rest of the book along with a few reading suggestions which we hope to be useful.In the second chapter of the prologue we discuss how equilibrium prices are fixed in result of the confrontation of supply and demand. In chapter 3, which is one of the key chapters, we develop the stochastic Enke-Samuelson (thereafter SES) trade model.

In chapter 4, we confront the predictions of the SES model with empirical evidence. In chapter 5 which is a digression from the main subject of the book we discuss the implications of decreasing transport costs for the evolution of urban networks and for demographic fluctuations.

Chapter 6 is a purely empirical introduction to the subject in the sense that whenever autoregressive models are used our objective is to squeeze more detailed information out of our time series; such partial and phenomenological models are not considered as providing an adequate description of a network of markets. In chapter 7 which is a technical preparation for chapter 8 we review spatial autoregressive processes as well as space-time autoregressive processes and we discuss parameter estimation.

In chapter 8 we introduce the dynamic SES models. In chapter 9 we consider these models in the framework or continuous second order space-time processes; such models are analytically solvable and their intercorrelation functions turn out to exhibit a plateau in the small delay region. Chapter 10 summarizes some methodological comments and proposes a research agenda for future work.

Contents:

  • Pricing models
  • The stochastic Enke-Samuelson arbitrage model
  • Empirical evidence about transport costs
  • Grain markets and demographic phenomena
  • Interdependence between markets and autoregressive modelling
  • Spatial and space-time autoregressive processes
  • Time dependent Enke-Samuelson trade models
  • Dynamic random field models
  • Conclusion and perspectives
Theory of Markets: Trade and Space-time Patterns of Price Fluctuations A Study in Analytical Economics By Bertrand M. Roehner pdf

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