Macroeconomics increasingly uses stochastic dynamic general equilibrium models to understand theoretical and policy issues. Unles 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.
Macroeconomics increasingly uses stochastic dynamic general equilibrium models to understand theoretical and policy issues. Unles 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.
Ramon Marimon is Professor at the European University Institute, Florence. Andrew Scott is Associate Professor at the London Business School, and a Fellow of CEPR. A Fellow of All Souls College, Oxford, he has also been Visiting Professor at Harvard University.
Inhaltsangabe
* 1Part 1.: Ramon Marimon and Andrew Scott: IntroductionAlmost Linear Methods * 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.5: Craig Burnside: Non-Linear MethodsDiscrete State-Space Methods for the Study of Dynamic Economies * 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.9: Thomas J. Sargent and Francois R. Velde: Solving some dynamic economiesOptimal Fiscal Policy in a Linear Stochastic Economy * 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 Economies
* 1Part 1.: Ramon Marimon and Andrew Scott: IntroductionAlmost Linear Methods * 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.5: Craig Burnside: Non-Linear MethodsDiscrete State-Space Methods for the Study of Dynamic Economies * 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.9: Thomas J. Sargent and Francois R. Velde: Solving some dynamic economiesOptimal Fiscal Policy in a Linear Stochastic Economy * 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 Economies
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