Dynamic General Equilibrium Modeling

Computational Methods and Applications

Inbunden, Engelska, 2008

AvBurkhard Heer,Alfred Maussner

2 409 kr

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Modern business cycle theory and growth theory uses stochastic dynamic 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.

Produktinformation

Utgivningsdatum2008-11-24
Mått155 x 235 x 41 mm
Vikt1 182 g
FormatInbunden
SpråkEngelska
Antal sidor702
Upplaga2
FörlagSpringer-Verlag Berlin and Heidelberg GmbH & Co. KG
ISBN9783540856849

Tillhör följande kategorier

Nationalekonomi inom Ekonomi och Ledarskap

Representative Agent Models.- Basic Models.- Perturbation Methods.- Deterministic Extended Path.- Discrete State Space Methods.- Parameterized Expectations.- Projection Methods.- Heterogeneous Agent Models.- Computation of Stationary Distributions.- Dynamics of the Distribution function.- Deterministic Overlapping Generations Models.- Stochastic Overlapping Generations Models.- Tools.- Numerical Methods.- Various Other Tools.

From the reviews of the second edition: "The book is devoted to the presentation of such methods applied to solving a variety of discrete stochastic and deterministic DGE models in infinite time horizon. The way the book is written enables to use it as a lecture book for courses on computational methods in macroeconomics or modern dynamic equilibrium modeling for graduate students. There are given many useful practical hints on using the methods in practice - this makes the book very valuable for practical users of DGE models." (Piotr Mackowiak, Zentralblatt MATH, Vol. 1200, 2011)