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Computational Methods for the Study of Dynamic Economies

Marimon Ramon Scott, Andrew
Heftet / 2001 / Engelsk

Produktdetaljer

ISBN
9780199248278
Publisert
2001
Utgiver
Vendor
Oxford University Press
Vekt
458 gr
Høyde
236 mm
Bredde
157 mm
Dybde
16 mm
Aldersnivå
P, 06
Språk
Product language
Engelsk
Format
Product format
Heftet
Antall sider
292

Redaktør
Marimon Ramon
Scott, Andrew

Biographical note

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.

Computational Methods for the Study of Dynamic Economies

Marimon Ramon Scott, Andrew
Heftet / 2001 / Engelsk
Marimon Ramon Scott, Andrew
Heftet / 2001 / Engelsk
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Review from previous edition An excellent introduction to computational methods for the study of stochastic rational expectations models. Leading researchers in the field cover the main numerical techniques currently applied in the computation of business cycle and growth models. Possibly the greatest merit of this volume is to provide a basis for graduate students from which they can start their own research.

Dr Burkhard Heer, KYKLOS

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.
Les mer
New model solution techniques are required to deal with the increasingly important role of dynamics and uncertainty in macroeconomics. This book consists of articles by leading contributors in the field showing how to use these techniques in the context of standard macroeconomic models.
Les mer
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
Les mer
`Review from previous edition An excellent introduction to computational methods for the study of stochastic rational expectations models. Leading researchers in the field cover the main numerical techniques currently applied in the computation of business cycle and growth models. Possibly the greatest merit of this volume is to provide a basis for graduate students from which they can start their own research.' Dr Burkhard Heer, KYKLOS
Les mer
Provides an essential toolkit of computational techniques Accessible introduction to crucial techniques
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.
Les mer
Provides an essential toolkit of computational techniques Accessible introduction to crucial techniques

Relaterte produkter

Review from previous edition An excellent introduction to computational methods for the study of stochastic rational expectations models. Leading researchers in the field cover the main numerical techniques currently applied in the computation of business cycle and growth models. Possibly the greatest merit of this volume is to provide a basis for graduate students from which they can start their own research.

Dr Burkhard Heer, KYKLOS

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.
Les mer
New model solution techniques are required to deal with the increasingly important role of dynamics and uncertainty in macroeconomics. This book consists of articles by leading contributors in the field showing how to use these techniques in the context of standard macroeconomic models.
Les mer
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
Les mer
`Review from previous edition An excellent introduction to computational methods for the study of stochastic rational expectations models. Leading researchers in the field cover the main numerical techniques currently applied in the computation of business cycle and growth models. Possibly the greatest merit of this volume is to provide a basis for graduate students from which they can start their own research.' Dr Burkhard Heer, KYKLOS
Les mer
Provides an essential toolkit of computational techniques Accessible introduction to crucial techniques
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.
Les mer
Provides an essential toolkit of computational techniques Accessible introduction to crucial techniques

Produktdetaljer

ISBN
9780199248278
Publisert
2001
Utgiver
Vendor
Oxford University Press
Vekt
458 gr
Høyde
236 mm
Bredde
157 mm
Dybde
16 mm
Aldersnivå
P, 06
Språk
Product language
Engelsk
Format
Product format
Heftet
Antall sider
292

Redaktør
Marimon Ramon
Scott, Andrew

Biographical note

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.

Relaterte produkter