This chapter describes methods for solving simple versions that arise in nonlinear pricing and mechanism design. Nonlinear pricing is one instance of a wide variety of problems derived from the principalagent paradigm and its extensions to mechanism design. The key ingredient of the standard...

This chapter discusses computational methods for the estimation and analysis of macroeconometric models. The chapter focuses on methods that, while possibly computationally routine, are not trivial. Most of the methods discussed are methods for complete models. The results reported in Fair and...

This chapter provides an overview of the latest state of the art of methods for numerical computation of Nash equilibria and refinements of Nash equilibria for general finite n -person games. The appropriate method for computing Nash equilibria for a game depends on a number of factors. The...

This chapter describes computable general equilibrium (CGE) modeling and the history of its development. The chapter illustrates the computation of solutions for CGE models and reviews its achievements, failures, and potential. The model illustrated in the chapter can be used in two ways: as a...

This chapter discusses a common set of methods that are not currently in wide use in either microeconomics or macroeconomics, but constitute a core of the methodology for models in many different sectors of the economy. The chapter also provides an overview of the varieties of sectoral models,...

This paper describes the recent advances for rapidly and accurately solving matrix Riccati and Sylvester equations and applies them to devise efficient computational methods for solving and estimating dynamic linear economies. The chapter explores the most promising solution methods available...