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Computational Methods for the Study of Dynamic Economies

Edited by Ramon Marimon and Andrew Scott

Price: £24.00 (Paperback)
ISBN-13: 978-0-19-924827-8
Publication date: 18 October 2001
292 pages, numerous figures, 234x156 mm

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Reviews

Review(s) 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

Description

Provides an essential toolkit of computational techniques
Accessible introduction to crucial techniques

Macroeconomics 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.

Readership: Graduate students and researchers in macroeconomics; advisors on economic policy.

Contents

Part 1. Almost Linear Methods , Ramon Marimon and Andrew Scott

2. Linear Quadratic Approximations: An Introduction , Javier Diaz-Gimenez

3. A Toolkit for Analyzing Nonlinear Dynamic Stochastic Models Easily , Harald Uhlig

4. Solving Nonlinear Rational Expectations Models by Eigenvalue-Eigenvector Decompositions , Alfonso Novales, Emilio Dominguez, Javier Perez and Jesus Ruiz

5. Discrete State-Space Methods for the Study of Dynamic Economies , Craig Burnside

6. Application of Weighted Residual Methods to Dynamic Economic Models , Ellen McGratten

7. The Parametrized Expectations Approach: Some Practical Issues , Albert Marcet and Guido Lorenzoni

8. Finite-Difference Methods for Continuous-Time Dynamic Programming , Graham V. Candler

9. Optimal Fiscal Policy in a Linear Stochastic Economy , Thomas J. Sargent and Francois R. Velde

10. Computing Models of Social Security , Douglas H. Joines, Ayse Imrohoroglu and Selo Imrohoroglu

11. Computation of Equilibria in Heterogenous Agent Economies , Jose Victor Rios-Rull

Authors, editors, and contributors

Edited by Ramon Marimon, European University Institute, Florence and
Andrew Scott, London Business School

Contributors:Ramon Marimon and Andrew Scott
Javier Diaz-Gimenez
Harald Uhlig
Alfonso Novales, Emilio Dominguez, Javier Perez and Jesus Ruiz
Craig Burnside
Ellen McGratten
Albert Marcet and Guido Lorenzoni
Graham V. Candler
Thomas J. Sargent and Francois R. Velde
Douglas H. Joines, Ayse Imrohoroglu and Selo Imrohoroglu
Jose Victor Rios-Rull

Links to web resources and related information

More in the same subject area:
Macroeconomics
Applications of computing

The specification in this catalogue, including without limitation price, format, extent, number of illustrations, and month of publication, was as accurate as possible at the time the catalogue was compiled. Occasionally, due to the nature of some contractual restrictions, we are unable to ship a specific product to a particular territory. Jacket images are provisional and liable to change before publication.