Dynamic General Equilibrium Modelling Computational Methods and Applications /

• Κύριοι συγγραφείς: Heer, Burkhard (Συγγραφέας), Maußner, Alfred (Συγγραφέας)
• Συγγραφή απο Οργανισμό/Αρχή: SpringerLink (Online service)
• Μορφή: Ηλεκτρονική πηγή Ηλ. βιβλίο
• Γλώσσα: English
• Έκδοση: Berlin, Heidelberg : Springer Berlin Heidelberg, 2005.
• Θέματα: Economic theory.; Macroeconomics.; Economic growth.; Economics.; Economic Theory/Quantitative Economics/Mathematical Methods.; Macroeconomics/Monetary Economics//Financial Economics.; Economic Growth.

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...

Πίνακας περιεχομένων:

• 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.