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
Tabla de Contenidos:
  • 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.

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