Dynamic General Equilibrium Modeling: Computational Methods and Applications (Paperback)

Name: Dynamic General Equilibrium Modeling: Computational Methods and Applications (Paperback)
Brand: Burkhard Heer; Alfred Maussner
SKU: 13028853
Price: 129.99 USD
Availability: OutOfStock

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Book format
Paperback
Fiction/nonfiction
Non-Fiction
Publication date
August, 2009
Pages
702
Subgenre
Computers
Number in series
1

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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

Dynamic General Equilibrium Modeling: Computational Methods and Applications (Paperback)

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Specifications

Book format

Paperback

Fiction/nonfiction

Non-Fiction

Publication date

August, 2009

Pages

702

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