Untertitel:
Computational Methods and Applications
Autor:
Alfred Maussner, Burkhard Heer
Herausgeber:
Springer Berlin Heidelberg
Erscheinungsdatum:
24.11.2008
Modern business cycle theory and growth theory uses stochastic dynamic general equilibrium models. A wide variety of mathematical tools are needed to solve these models. This book presents methods used to compute the dynamics of general equilibrium models.
Presents various methods for computing the dynamics of 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 In order to apply these methods, fundamentals from numerical analysis are reviewed in detail Part II discusses methods for solving heterogeneous-agent economies
Introduction to the use of numerical methods for solving dynamic general equilibrium models Applicable to the models most widely used in modern macroeconomics / monetary economics Algorithms and program codes provided on an accompanying website Second edition with three additional chapters and several new applications Includes supplementary material: sn.pub/extras
Inhalt
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.
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