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Cover: 9783642031489 | Dynamic General Equilibrium Modeling | Burkhard Heer (u. a.) | Buch
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Dynamic General Equilibrium Modeling
Computational Methods and Applications. Inkl. Download
Taschenbuch von Burkhard Heer (u. a.)
Sprache: Englisch

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Beschreibung
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 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. In particular, the book discusses issues that are often neglected in existing work on computational methods, e.g. how to find a good initial value.

In part II, the authors discuss methods in order to solve heterogeneous-agent economies. In such economies, the distribution of the individual state variables is endogenous. This part of the book also serves as an introduction to the modern theory of distribution economics. Applications include the dynamics of the income distribution over the business cycle or the overlapping-generations model.

In an accompanying home page to this book, computer codes to all applications can be downloaded.

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 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. In particular, the book discusses issues that are often neglected in existing work on computational methods, e.g. how to find a good initial value.

In part II, the authors discuss methods in order to solve heterogeneous-agent economies. In such economies, the distribution of the individual state variables is endogenous. This part of the book also serves as an introduction to the modern theory of distribution economics. Applications include the dynamics of the income distribution over the business cycle or the overlapping-generations model.

In an accompanying home page to this book, computer codes to all applications can be downloaded.

Inhaltsverzeichnis
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.
Details
Fachbereich: Volkswirtschaft
Genre: Wirtschaft
Rubrik: Recht & Wirtschaft
Medium: Taschenbuch
Seiten: 702
ISBN-13: 9783642031489
ISBN-10: 364203148X
Sprache: Englisch
Herstellernummer: 978-3-642-03148-9
Autor: Heer, Burkhard
Maußner, Alfred
Auflage: 2nd ed. 2009. 2nd printing
Hersteller: Springer
Springer, Berlin
Springer Berlin Heidelberg
Abbildungen: XXXII, 702 p.
Maße: 40 x 156 x 234 mm
Von/Mit: Burkhard Heer (u. a.)
Erscheinungsdatum: 12.08.2009
Gewicht: 1,09 kg
preigu-id: 101510018
Inhaltsverzeichnis
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.
Details
Fachbereich: Volkswirtschaft
Genre: Wirtschaft
Rubrik: Recht & Wirtschaft
Medium: Taschenbuch
Seiten: 702
ISBN-13: 9783642031489
ISBN-10: 364203148X
Sprache: Englisch
Herstellernummer: 978-3-642-03148-9
Autor: Heer, Burkhard
Maußner, Alfred
Auflage: 2nd ed. 2009. 2nd printing
Hersteller: Springer
Springer, Berlin
Springer Berlin Heidelberg
Abbildungen: XXXII, 702 p.
Maße: 40 x 156 x 234 mm
Von/Mit: Burkhard Heer (u. a.)
Erscheinungsdatum: 12.08.2009
Gewicht: 1,09 kg
preigu-id: 101510018
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