Computational Methods for the Study of Dynamic Economies
Oxford University Press (Verlag)
978-0-19-924827-8 (ISBN)
Macroeconomics increasingly uses stochastic dynamic general equilibrium models to understand theoretical and policy issues. Unless very strong assumptions are made, understanding the properties of particular models requires solving the model using a computer. This volume brings together leading contributors in the field who explain in detail how to implement the computational techniques needed to solve dynamic economics models. A broad spread of techniques are covered, and their application in a wide range of subjects discussed. The book provides the basics of a toolkit which researchers and graduate students can use to solve and analyse their own theoretical models.
Ramon Marimon is Professor of Economics at the European University Institute, Florence. Andrew Scott is Associate Professor at the London Business School, and a Fellow of CEPR. He has taught at the LSE, Oxford, and Harvard University, and is an academic consultant to the Bank of England.
1. Introduction ; 2. Linear Quadratic Approximations: An Introduction ; 3. A Toolkit for Analyzing Nonlinear Dynamic Stochastic Models Easily ; 4. Solving Nonlinear Rational Expectations Models by Eigenvalue-Eigenvector Decompositions ; Part II. Non-Linear Methods ; 6. Application of Weighted Residual Methods to Dynamic Economic Models ; 7. The Parametrized Expectations Approach: Some Practical Issues ; 8. Finite-Difference Methods for Continuous-Time Dynamic Programming ; Part III. Solving some dynamic economies ; 10. Computing Models of Social Security ; 11. Computation of Equilibria in Heterogenous Agent Economies
| Erscheint lt. Verlag | 18.10.2001 |
|---|---|
| Zusatzinfo | numerous figures |
| Verlagsort | Oxford |
| Sprache | englisch |
| Maße | 157 x 236 mm |
| Gewicht | 458 g |
| Themenwelt | Informatik ► Grafik / Design ► Digitale Bildverarbeitung |
| Wirtschaft ► Volkswirtschaftslehre ► Makroökonomie | |
| ISBN-10 | 0-19-924827-3 / 0199248273 |
| ISBN-13 | 978-0-19-924827-8 / 9780199248278 |
| Zustand | Neuware |
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