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Dynamic General Equilibrium Modeling

Computational Methods and Applications. Inkl. Download
BuchKartoniert, Paperback
702 Seiten
Englisch
Springererschienen am12.08.20092nd ed. 2009. 2nd printing
Modern business cycle theory and growth theory uses stochastic dynamic general equilibrium models. In part I, the representative-agent stochastic growth model is solved with the help of value function iteration, linear and linear quadratic approximation methods, parameterised expectations and projection methods.mehr
Verfügbare Formate
BuchKartoniert, Paperback
EUR128,39
BuchGebunden
EUR181,89
BuchGebunden
EUR90,94
E-BookPDF1 - PDF WatermarkE-Book
EUR117,69
E-BookPDF1 - PDF WatermarkE-Book
EUR90,94

Produkt

KlappentextModern business cycle theory and growth theory uses stochastic dynamic general equilibrium models. In part I, the representative-agent stochastic growth model is solved with the help of value function iteration, linear and linear quadratic approximation methods, parameterised expectations and projection methods.
ZusammenfassungModern business cycle theory and growth theory uses stochastic dynamic general equilibrium models. A wide variety of mathematical tools are needed to solve these models. This book presents methods used to compute the dynamics of general equilibrium models.
Details
ISBN/GTIN978-3-642-03148-9
ProduktartBuch
EinbandartKartoniert, Paperback
Verlag
Erscheinungsjahr2009
Erscheinungsdatum12.08.2009
Auflage2nd ed. 2009. 2nd printing
Reihen-Nr.978-3-642-03148-9
Seiten702 Seiten
SpracheEnglisch
Gewicht1090 g
IllustrationenXXXII, 702 p.
Artikel-Nr.11139830
Rubriken
GenreWirtschaft

Inhalt/Kritik

Inhaltsverzeichnis
Representative Agent Models.- Basic Models.- Perturbation Methods.- Deterministic Extended Path.- Discrete State Space Methods.- Parameterized Expectations.- Projection Methods.- Heterogeneous Agent Models.- Computation of Stationary Distributions.- Dynamics of the Distribution function.- Deterministic Overlapping Generations Models.- Stochastic Overlapping Generations Models.- Tools.- Numerical Methods.- Various Other Tools.mehr
Kritik
From the reviews of the second edition:
"The book is devoted to the presentation of such methods applied to solving a variety of discrete stochastic and deterministic DGE models in infinite time horizon. The way the book is written enables to use it as a lecture book for courses on computational methods in macroeconomics or modern dynamic equilibrium modeling for graduate students. There are given many useful practical hints on using the methods in practice - this makes the book very valuable for practical users of DGE models." (Piotr Mackowiak, Zentralblatt MATH, Vol. 1200, 2011)mehr