Computational methods for the study of dynamic economies /
Call Number: | Libro Electrónico |
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Corporate Authors: | , , |
Other Authors: | , |
Format: | Electronic eBook |
Language: | Inglés |
Published: |
Oxford [England] ; New York :
Oxford University Press,
1999.
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Subjects: | |
Online Access: | Texto completo |
Table of Contents:
- Introduction : From pipeline economics to computational economics / Ramon Marimon and Andrew Scott
- Linear quadratic approximations : an introduction / Javier Díaz-Giménez
- A toolkit for analysing nonlinear dynamic stochastic models easily / Harald Uhlig
- Solving nonlinear rational expectations models by eigenvalue-eigenvector decompositions / Alfonso Novales [and others]
- Discrete state-space methods for the study of dynamic economies / Craig Burnside
- Application of weighted residual methods to dynamic economic models / Ellen R. McGrattan
- The parameterized expectations approach : some practical issues / Albert Marcet and Guido Lorenzoni
- Finite-difference methods for continuous-time dynamic programming / Graham V. Candler
- Optimal fiscal policy in a linear stochastic economy / Thomas J. Sargent and François R. Velde
- Computing models of social security / Ayşe İmrohoroğlu, Selahattin İmrohoroğlu and Douglas H. Joines
- Computation of equilibria in heterogeneous-agent models / José Víctor Rios-Rull.