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Computational methods for the study of dynamic economies

Author: Ramón Marimon
Publisher: Oxford : Oxford Univ. Press, 1999.
Edition/Format:   Print book : EnglishView all editions and formats
Summary:

Economists are increasingly using computer simulations to understand the implications of theoretical models and to make policy recommendations. Model solution techniques are required to deal with the  Read more...

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Genre/Form: Aufsatzsammlung - Wirtschaftsmodell - Computerunterstütztes Verfahren - Dynamisches Modell
Aufsatzsammlung
Material Type: Internet resource
Document Type: Book, Internet Resource
All Authors / Contributors: Ramón Marimon
ISBN: 0198294972 9780198294979 0199248273 9780199248278
OCLC Number: 246412448
Notes: Literaturverz. S. [265] - 273.
Description: XI, 280 Seiten : Diagramme, Tabellen ; 24 cm
Contents: 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
Responsibility: ed. by Ramon Marimon ...

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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 Read more...

 
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