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Computational Methods for the Study of Dynamic Economies.

By: Contributor(s): Material type: TextTextPublisher: Oxford : Oxford University Press, Incorporated, 1999Copyright date: ©1999Edition: 1st edDescription: 1 online resource (293 pages)Content type:
  • text
Media type:
  • computer
Carrier type:
  • online resource
ISBN:
  • 9780191522390
Subject(s): Genre/Form: Additional physical formats: Print version:: Computational Methods for the Study of Dynamic EconomiesDDC classification:
  • 339.0113
LOC classification:
  • HB172.5.C65 2002
Online resources:
Contents:
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.
Summary: 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.
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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.

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.

Description based on publisher supplied metadata and other sources.

Electronic reproduction. Ann Arbor, Michigan : ProQuest Ebook Central, 2024. Available via World Wide Web. Access may be limited to ProQuest Ebook Central affiliated libraries.

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