Impulse transmission model of macroeconomic cycle within the framework of the theory of shocks: Aspect of economic security

Hereinafter presented approach to the categories of the theory of shocks outlines a certain progress on the way to understand shocks in the context of cyclical development of national economies and on the global level [1]. The research evolves the Slutsky’ hypothesis of the cyclical model of the economic system’s reaction on the random effects of impulses (shocks) combined with the impulse transmission approach to the model of the macroeconomic business cycle by Ragnar Frish, tested by American scientists Irma And Frank Adelman [2] with the help of Klein-Goldberger model. © Springer International Publishing Switzerland 2016.

Authors
Pilipenko Z.A.1 , Savenkova E.V. 2 , Pilipenko A.I. 3 , Morosova E.A. 2 , Pilipenko O.I. 2
Journal
ADVANCES IN INTELLIGENT SYSTEMS AND COMPUTING
Language
English
Pages
363-372
Status
Published
DOI
10.1007/978-3-319-39639-2_32
Volume
470
Year
2016
Organizations
  • 1 Banking Supervision Department (Formerly Banking Regulation & Supervision Department), Bank of Russia, 12 Neglinnaya Street, Moscow, 107016, Russian Federation
  • 2 Department of Finance and Banking, Peoples’ Friendship University of Russia, Miklukho-Maklaya str. 6, Moscow, 117198, Russian Federation
  • 3 Department of Economics & Mathematics Models, Peoples’ Friendship University of Russia, Miklukho-Maklaya str. 6, Moscow, 117198, Russian Federation
Keywords
Assets real value; Bifurcation; Economic security; Kondratiev “big cycles”; Market prices; Marx cycle of reproduction; Shock; The Slutsky’ hypothesis of the cyclical model; Volatility
Date of creation
19.10.2018
Date of change
19.10.2018
Short link
https://repository.rudn.ru/en/records/article/record/4154/
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