Computational Methods for the Study of Dynamic Economies
- Publisher's listprice GBP 57.00
-
27 231 Ft (25 935 Ft + 5% VAT)
The price is estimated because at the time of ordering we do not know what conversion rates will apply to HUF / product currency when the book arrives. In case HUF is weaker, the price increases slightly, in case HUF is stronger, the price goes lower slightly.
- Discount 10% (cc. 2 723 Ft off)
- Discounted price 24 509 Ft (23 342 Ft + 5% VAT)
Subcribe now and take benefit of a favourable price.
Subscribe
27 231 Ft
Availability
printed on demand
Why don't you give exact delivery time?
Delivery time is estimated on our previous experiences. We give estimations only, because we order from outside Hungary, and the delivery time mainly depends on how quickly the publisher supplies the book. Faster or slower deliveries both happen, but we do our best to supply as quickly as possible.
Product details:
- Publisher OUP Oxford
- Date of Publication 18 October 2001
- ISBN 9780199248278
- Binding Paperback
- No. of pages292 pages
- Size 236x157x16 mm
- Weight 458 g
- Language English
- Illustrations numerous figures 0
Categories
Short description:
Economists are increasingly using computer simulations to understand the implications of their theoretical models and to make policy recommendations. New model solution techniques are required to deal with the increasingly important role of dynamics and uncertainty in macroeconomics. This book consists of articles by leading contributors in the field showing how to use these techniques in the context of standard macroeconomic models.
MoreLong description:
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.
Review 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.
Table of Contents:
IntroductionAlmost Linear Methods
Linear Quadratic Approximations: An Introduction
A Toolkit for Analyzing Nonlinear Dynamic Stochastic Models Easily
Solving Nonlinear Rational Expectations Models by Eigenvalue-Eigenvector Decompositions
Non-Linear MethodsDiscrete State-Space Methods for the Study of Dynamic Economies
Application of Weighted Residual Methods to Dynamic Economic Models
The Parametrized Expectations Approach: Some Practical Issues
Finite-Difference Methods for Continuous-Time Dynamic Programming
Solving some dynamic economiesOptimal Fiscal Policy in a Linear Stochastic Economy
Computing Models of Social Security
Computation of Equilibria in Heterogenous Agent Economies
