Dynamic General Equilibrium Modeling

• 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, 2009.
• Θέματα: Computer simulation.; Economic theory.; Macroeconomics.; Economic growth.; Economics.; Economic Theory/Quantitative Economics/Mathematical Methods.; Macroeconomics/Monetary Economics//Financial Economics.; Economic Growth.; Simulation and Modeling.

Modern business cycle theory and growth theory uses stochastic dynamic general equilibrium models. In order to solve these models, economists need to use many mathematical tools. This book presents various methods in order to compute the dynamics of general equilibrium models. In part I, the represe...

Πίνακας περιεχομένων:

• 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.