Dynamic General Equilibrium Modeling Computational Methods and Applications

In an accompanying home page to this book, computer codes to all applications can be downloaded. "This is perhaps the perfect book to learn how to solve quantitative macroeconomics models. Its balance between theory, choice of models, computational insights and use of examples make it an excell...

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Bibliographic Details
Main Authors: Heer, Burkhard, Maussner, Alfred (Author)
Format: eBook
Published: Berlin, Heidelberg Springer Berlin Heidelberg 2009, 2009
Edition:2nd ed. 2009
Online Access:
Collection: Springer eBooks 2005- - Collection details see MPG.ReNa
Table of Contents:
  • 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