Format:
1 online resource (293 pages)
Edition:
1st ed.
ISBN:
9780198294979
,
9780191522390
Content:
Economists are increasingly using computer simulations to understand the implications of their theoretical models and to make policy recommendations. 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
Note:
Intro -- Preface -- Contents -- Contributors -- 1. Introduction: From pipeline economics to computational economics -- Part I: Almost linear methods -- 2. Linear quadratic approximations: An introduction -- 3. A toolkit for analysing nonlinear dynamic stochastic models easily -- 4. Solving nonlinear rational expectations models by eigenvalue-eigenvector decompositions -- Part II: Nonlinear methods -- 5. Discrete state-space methods for the study of dynamic economies -- 6. Application of weighted residual methods to dynamic economic models -- 7. The parameterized expectations approach: Some practical issues -- 8. Finite-difference methods for continuous-time dynamic programming -- Part III: Solving some dynamic economies -- 9. Optimal fiscal policy in a linear stochastic economy -- 10. Computing models of social security -- 11. Computation of equilibria in heterogeneous-agent models -- References -- Subject index -- A -- B -- C -- D -- E -- F -- G -- H -- I -- J -- K -- L -- M -- N -- O -- P -- Q -- R -- S -- T -- U -- V -- W -- Author index -- A -- B -- C -- D -- E -- F -- G -- H -- I -- J -- K -- L -- M -- N -- O -- P -- R -- Q -- S -- T -- U -- V -- W -- X -- Y -- Z.
Additional Edition:
Print version Marimon, Ramon Computational Methods for the Study of Dynamic Economies Oxford : Oxford University Press, Incorporated,c1999 ISBN 9780198294979
Language:
English
Keywords:
Electronic books
URL:
FULL
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