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OverviewMacroeconomics increasingly uses stochastic dynamic general equilibrium models to understand theoretical and policy issues. Unless very strong assumptions are made, understanding the properties of particular models requires solving the model using a computer. 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. A broad spread of techniques are covered, and their application in a wide range of subjects discussed. The book provides the basics of a toolkit which researchers and graduate students can use to solve and analyse their own theoretical models. Full Product DetailsAuthor: Ramon Marimon (Professor, Professor, European University Institute, Florence) , Andrew Scott (Associate Professor, Associate Professor, London Business School)Publisher: Oxford University Press Imprint: Oxford University Press Dimensions: Width: 15.70cm , Height: 1.60cm , Length: 23.60cm Weight: 0.458kg ISBN: 9780199248278ISBN 10: 0199248273 Pages: 292 Publication Date: 18 October 2001 Audience: Professional and scholarly , Professional & Vocational Format: Paperback Publisher's Status: Active Availability: To order  Stock availability from the supplier is unknown. We will order it for you and ship this item to you once it is received by us. Table of Contents1: Ramon Marimon and Andrew Scott: Introduction 2: Javier Diaz-Gimenez: Linear Quadratic Approximations: An Introduction 3: Harald Uhlig: A Toolkit for Analyzing Nonlinear Dynamic Stochastic Models Easily 4: Alfonso Novales, Emilio Dominguez, Javier Perez and Jesus Ruiz: Solving Nonlinear Rational Expectations Models by Eigenvalue-Eigenvector Decompositions Part II: Craig Burnside: Non-Linear Methods 6: Ellen McGratten: Application of Weighted Residual Methods to Dynamic Economic Models 7: Albert Marcet and Guido Lorenzoni: The Parametrized Expectations Approach: Some Practical Issues 8: Graham V. Candler: Finite-Difference Methods for Continuous-Time Dynamic Programming Part III: Thomas J. Sargent and Francois R. Velde: Solving some dynamic economies 10: Douglas H. Joines, Ayse Imrohoroglu and Selo Imrohoroglu: Computing Models of Social Security 11: Jose Victor Rios-Rull: Computation of Equilibria in Heterogenous Agent EconomiesReviewsReview from previous edition An excellent introduction to computational methods for the study of stochastic rational expectations models. Leading researchers in the field cover the main numerical techniques currently applied in the computation of business cycle and growth models. Possibly the greatest merit of this volume is to provide a basis for graduate students from which they can start their own research. * Dr Burkhard Heer, KYKLOS * Review from previous edition An excellent introduction to computational methods for the study of stochastic rational expectations models. Leading researchers in the field cover the main numerical techniques currently applied in the computation of business cycle and growth models. Possibly the greatest merit of this volume is to provide a basis for graduate students from which they can start their own research. Dr Burkhard Heer, KYKLOS `Review from previous edition An excellent introduction to computational methods for the study of stochastic rational expectations models. Leading researchers in the field cover the main numerical techniques currently applied in the computation of business cycle and growth models. Possibly the greatest merit of this volume is to provide a basis for graduate students from which they can start their own research.' Dr Burkhard Heer, KYKLOS Author InformationRamon Marimon is Professor of Economics at the European University Institute, Florence. Andrew Scott is Associate Professor at the London Business School, and a Fellow of CEPR. He has taught at the LSE, Oxford, and Harvard University, and is an academic consultant to the Bank of England. Tab Content 6Author Website:Countries AvailableAll regions |
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