Ramon Marimon / Andrew Scott (eds.)

Computational Methods for the Study of Dynamic Economies

Herausgeber: Marimon, Ramon; Scott, Andrew

• Gebundenes Buch

Produktbeschreibung

Macroeconomics increasingly uses stochastic dynamic general equilibrium models to understand theoretical and policy issues. Unles 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.

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Produktdetails

• Verlag: Hurst & Co.
• Seitenzahl: 292
• Erscheinungstermin: 29. April 1999
• Englisch
• Abmessung: 240mm x 161mm x 22mm
• Gewicht: 549g
• ISBN-13: 9780198294979
• ISBN-10: 0198294972
• Artikelnr.: 21378234

Autorenporträt

Ramon Marimon is Professor at the European University Institute, Florence. Andrew Scott is Associate Professor at the London Business School, and a Fellow of CEPR. A Fellow of All Souls College, Oxford, he has also been Visiting Professor at Harvard University.

Inhaltsangabe

* 1Part 1.: Ramon Marimon and Andrew Scott: IntroductionAlmost Linear
Methods
* 2: Javier Diaz-Gimenez: Linear Quadratic Approximations: An
Introduction
* 3: Harald Uhlig: A Toolkit for Analyzing Nonlinear Dynamic Stochastic
Models Easily
* 4: Alfonso Novales, Emilio Dominguez, Javier Perez and Jesus Ruiz:
Solving Nonlinear Rational Expectations Models by
Eigenvalue-Eigenvector Decompositions
* Part II.5: Craig Burnside: Non-Linear MethodsDiscrete State-Space
Methods for the Study of Dynamic Economies
* 6: Ellen McGratten: Application of Weighted Residual Methods to
Dynamic Economic Models
* 7: Albert Marcet and Guido Lorenzoni: The Parametrized Expectations
Approach: Some Practical Issues
* 8: Graham V. Candler: Finite-Difference Methods for Continuous-Time
Dynamic Programming
* Part III.9: Thomas J. Sargent and Francois R. Velde: Solving some
dynamic economiesOptimal Fiscal Policy in a Linear Stochastic Economy
* 10: Douglas H. Joines, Ayse Imrohoroglu and Selo Imrohoroglu:
Computing Models of Social Security
* 11: Jose Victor Rios-Rull: Computation of Equilibria in Heterogenous
Agent Economies