Computational Methods for the Study of Dynamic Economies / Edition 1

Computational Methods for the Study of Dynamic Economies / Edition 1

by Ramon Marimon
     
 

ISBN-10: 0199248273

ISBN-13: 9780199248278

Pub. Date: 12/13/2001

Publisher: Oxford University Press

Economists are increasingly using computer simulations to understand the implications of their theoretical models and to make policy recommendations. This volume brings together leaders in the field who explain how to implement the computational techniques needed to solve dynamic economics models.  See more details below

Overview

Economists are increasingly using computer simulations to understand the implications of their theoretical models and to make policy recommendations. This volume brings together leaders in the field who explain how to implement the computational techniques needed to solve dynamic economics models.

Product Details

ISBN-13:
9780199248278
Publisher:
Oxford University Press
Publication date:
12/13/2001
Edition description:
New Edition
Pages:
296
Product dimensions:
9.20(w) x 6.10(h) x 0.70(d)

Table of Contents

1. Introduction: Computing Dynamic Economies, Ramon Marimon and Andrew Scott
2. Introduction to Linear Quadratic Approximation Methods, Javier Diaz-Jimenez
3. [missing data], Tom Sargent and Francois Velde
4. A Toolkit for Analysing Nonlinear Quadratic Approximation Methods, Harald Uhlig
5. Discrete State Space Methods for the Study of Dynamic Economies, Craig Burnside
6. Application of Weighted Residual Methods for Dynamic Economic Models, Ellen McGratten
7. Introduction to Parametrized Expectations Methods, Albert Marcet
8. Finite Difference Methods for Continuous Time Dynamic Programming, Graham Candler
9. Algorithms for Solving Dynamic Models with Occasionally Binding Constraints, Lawrence Christiano and Jonas Fischer
10. Solving Nonlinear Rational Expectations Models by Eigenvalue Methods, Alfonso Novales Cincas
11. Computation of Equilibria in Heterogenous Agent Economies, Jose Victor Rios-Rull
12. Computing Social Security Reforms, Douglas Jones, Ayse Imrohoroglu, and Selo Imrohoroglu

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