Dynamic General Equilibrium Modelling Computational Methods and Applications /

Modern business cycle theory and growth theory uses stochastic dynamic general equilibrium models. Many mathematical tools are needed to solve these models. The book presents various methods for computing the dynamics of general equilibrium models. In part I, the representative-agent stochastic grow...

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Detalles Bibliográficos
Clasificación:Libro Electrónico
Autores principales: Heer, Burkhard (Autor), Maussner, Alfred (Autor)
Autor Corporativo: SpringerLink (Online service)
Formato: Electrónico eBook
Idioma:Inglés
Publicado: Berlin, Heidelberg : Springer Berlin Heidelberg : Imprint: Springer, 2005.
Edición:1st ed. 2005.
Temas:
Econometrics.
Macroeconomics.
Economic development.
Quantitative Economics.
Macroeconomics and Monetary Economics.
Economic Growth.
Acceso en línea:Texto Completo

MARC

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100 1 |a Heer, Burkhard.  |e author.  |4 aut  |4 http://id.loc.gov/vocabulary/relators/aut 
245 1 0 |a Dynamic General Equilibrium Modelling  |h [electronic resource] :  |b Computational Methods and Applications /  |c by Burkhard Heer, Alfred Maussner. 
250 |a 1st ed. 2005. 
264 1 |a Berlin, Heidelberg :  |b Springer Berlin Heidelberg :  |b Imprint: Springer,  |c 2005. 
300 |a XX, 540 p. 63 illus.  |b online resource. 
336 |a text  |b txt  |2 rdacontent 
337 |a computer  |b c  |2 rdamedia 
338 |a online resource  |b cr  |2 rdacarrier 
347 |a text file  |b PDF  |2 rda 
505 0 |a Representative Agent Models -- Basic Models and Elementary Algorithms -- Linear Quadratic and Linear Approximation Methods -- Parameterized Expectations -- Projection Methods -- Heterogeneous Agent Models -- Computation of Stationary Distributions -- Dynamics of the Distribution Function -- Overlapping Generations Models -- Tools -- Numerical Methods -- Various Other Tools. 
520 |a Modern business cycle theory and growth theory uses stochastic dynamic general equilibrium models. Many mathematical tools are needed to solve these models. The book presents various methods for computing the dynamics of general equilibrium models. In part I, the representative-agent stochastic growth model is solved with the help of value function iteration, linear and linear quadratic approximation methods, parameterised expectations and projection methods. In order to apply these methods, fundamentals from numerical analysis are reviewed in detail. Part II discusses methods for solving heterogeneous-agent economies. In such economies, the distribution of the individual state variables is endogenous. This part of the book also serves as an introduction to the modern theory of distribution economics. Applications include the dynamics of the income distribution over the business cycle or the overlapping-generations model. Through an accompanying home page to this book, computer codes to all applications can be downloaded. 
650 0 |a Econometrics. 
650 0 |a Macroeconomics. 
650 0 |a Economic development. 
650 1 4 |a Quantitative Economics. 
650 2 4 |a Macroeconomics and Monetary Economics. 
650 2 4 |a Economic Growth. 
700 1 |a Maussner, Alfred.  |e author.  |4 aut  |4 http://id.loc.gov/vocabulary/relators/aut 
710 2 |a SpringerLink (Online service) 
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776 0 8 |i Printed edition:  |z 9783540801993 
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856 4 0 |u https://doi.uam.elogim.com/10.1007/b138909  |z Texto Completo 
912 |a ZDB-2-SBE 
912 |a ZDB-2-SXEF 
950 |a Business and Economics (SpringerNature-11643) 
950 |a Economics and Finance (R0) (SpringerNature-43720) 

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