Computational Methods for the Study of Dynamic Economies
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.
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