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Computational methods for the study of dynamic economies

Author: Ramon Marimon; Andrew Scott; European University Institute.; European Economic Association. Summer School
Publisher: Oxford [England] ; New York : Oxford University Press, Reprinted 2002, ©1999.
Edition/Format:   eBook : Document : Conference publication : EnglishView all editions and formats
Summary:
This volume brings together leading contributors in the field of macroeconomics who explain how to implement the computational techniques needed to solve dynamic economics models. The contributors cover a broad range of techniques.
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Genre/Form: Electronic books
Conference papers and proceedings
Congresses
Additional Physical Format: Print version:
Computational methods for the study of dynamic economies.
Oxford [England] ; New York : Oxford University Press, Reprinted 2002, ©1999
(DLC) 99219972
(OCoLC)41257039
Material Type: Conference publication, Document, Internet resource
Document Type: Internet Resource, Computer File
All Authors / Contributors: Ramon Marimon; Andrew Scott; European University Institute.; European Economic Association. Summer School
ISBN: 9780191522390 0191522392 0198294972 9780198294979 0199248273 9780199248278 9786611970741 6611970746
OCLC Number: 311509931
Notes: Papers presented at the 7th Summer School of the European Economic Association in Sept. 1996, held at Fiesole and convened by the European University Institute.
Description: 1 online resource (xi, 280 pages) : illustrations
Contents: Introduction : From pipeline economics to computational economics / Ramon Marimon and Andrew Scott --
Linear quadratic approximations : an introduction / Javier Díaz-Giménez --
A toolkit for analysing nonlinear dynamic stochastic models easily / Harald Uhlig --
Solving nonlinear rational expectations models by eigenvalue-eigenvector decompositions / Alfonso Novales [and others] --
Discrete state-space methods for the study of dynamic economies / Craig Burnside --
Application of weighted residual methods to dynamic economic models / Ellen R. McGrattan --
The parameterized expectations approach : some practical issues / Albert Marcet and Guido Lorenzoni --
Finite-difference methods for continuous-time dynamic programming / Graham V. Candler --
Optimal fiscal policy in a linear stochastic economy / Thomas J. Sargent and François R. Velde --
Computing models of social security / Ayşe İmrohoroğlu, Selahattin İmrohoroğlu and Douglas H. Joines --
Computation of equilibria in heterogeneous-agent models / José Víctor Rios-Rull.
Responsibility: edited by Ramon Marimon, Andrew Scott.

Abstract:

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  Read more...

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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 Read more...

 
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