Contact Information
| Office: | Bunche Hall 7271 |
| Office Phone: | (310) 825-2360 |
| Fax: | (310) 825-9528 |
| Email: | |
| Webpage: | Website |
Fields
Applied Macroeconomics.
Research
New approach to macroeconomic modeling by means of jump Markov processes by specifying transition rates appropriately in the backward Chapman-Kolmogorov (master equation); solutions of master equations to obtain aggregate dynamic equations, and fluctuations by solving the associated Fokker-Planck equations. Modeling and analysis of multi-agent models to investigate such things as herding behavior and return dynamics, i.e., power-laws in share or stock markets; Modeling and analysis of multiple country models by state space time series technique; aggregation of economy with heterogeneous agents by neural network methods; adaptive learning algorithms.
