Computational methods for the study of dynamic economies

edited by Ramon Marimon, Andrew Scott

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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Year of publication:	1999
Other Persons:	Scott, Andrew (contributor) ; Marimon, Ramon (contributor)
Institutions:	European Economic Association / Summer School <1996, Fiesole, Italy)> (contributor) ; European University Institute (contributor) ; Oxford University Press (contributor)
Publisher:	Oxford [England] : Oxford University Press
Subject:	Mathematische Optimierung \| Mathematical programming \| Theorie \| Theory \| Nichtlineare Dynamik \| Nonlinear dynamics \| Dynamische Optimierung \| Dynamic programming
Description of contents:	Table of Contents [external.dandelon.com]

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Extent:	Online-Ressource (xi, 280 p) ill
Series:	Oxford scholarship online
Type of publication:	Book / Working Paper
Language:	English
Notes:	Includes bibliographical references (p. [265]-273) and indexes 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 ""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"" Electronic reproduction; Available via World Wide Web
ISBN:	0-19-829497-2 ; 978-0-19-829497-9 ; 0-19-924827-3 ; 978-0-19-829497-9
Source:	ECONIS - Online Catalogue of the ZBW

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