Table of Contents

1. Introduction: Computing Dynamic Economies, Ramon Marimon and Andrew Scott2. Introduction to Linear Quadratic Approximation Methods, Javier Diaz-Jimenez3. [missing data], Tom Sargent and Francois Velde4. A Toolkit for Analysing Nonlinear Quadratic Approximation Methods, Harald Uhlig5. Discrete State Space Methods for the Study of Dynamic Economies, Craig Burnside6. Application of Weighted Residual Methods for Dynamic Economic Models, Ellen McGratten7. Introduction to Parametrized Expectations Methods, Albert Marcet8. Finite Difference Methods for Continuous Time Dynamic Programming, Graham Candler9. Algorithms for Solving Dynamic Models with Occasionally Binding Constraints, Lawrence Christiano and Jonas Fischer10. Solving Nonlinear Rational Expectations Models by Eigenvalue Methods, Alfonso Novales Cincas11. Computation of Equilibria in Heterogenous Agent Economies, Jose Victor Rios-Rull12. Computing Social Security Reforms, Douglas Jones, Ayse Imrohoroglu, and Selo Imrohoroglu