Computational Methods for the Study of Dynamic Economies

Computational Methods for the Study of Dynamic Economies

by Ramon Marimon, Andrew Scott
     
 

ISBN-10: 0198294972

ISBN-13: 9780198294979

Pub. Date: 04/29/1999

Publisher: Oxford University Press

Macroeconomics increasingly uses stochastic dynamic general equilibrium models to understand theoretical and policy issues. This volume brings together leading contributors in the field who explain in detail how to implement the computational techniques needed to solve dynamic economics models.

Overview

Macroeconomics increasingly uses stochastic dynamic general equilibrium models to understand theoretical and policy issues. This volume brings together leading contributors in the field who explain in detail how to implement the computational techniques needed to solve dynamic economics models.

Product Details

ISBN-13:
9780198294979
Publisher:
Oxford University Press
Publication date:
04/29/1999
Pages:
296
Product dimensions:
6.30(w) x 9.30(h) x 1.00(d)
Lexile:
1500L (what's this?)

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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