Computational Solution of Large-Scale Macroeconometric Models

This book is the result of my doctoral dissertation research at the Department of Econometrics of the University of Geneva, Switzerland. This research was also partially financed by the Swiss National Science Foundation (grants 12- 31072.91 and 12-40300.94). First and foremost, I wish to express my...

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Bibliographic Details
Main Author: Pauletto, Giorgio
Format: eBook
Published: New York, NY Springer US 1997, 1997
Edition:1st ed. 1997
Series:Advances in Computational Economics
Online Access:
Collection: Springer Book Archives -2004 - Collection details see MPG.ReNa
Table of Contents:
  • 1 Introduction
  • 2 A Review of Solution Techniques
  • 3 Solution of Large-Scale Macroeconometric Models
  • 4 Model Simulation on Parallel Computers
  • 5 Rational Expectations Models
  • A Appendix
  • A.1 Finite Precision Arithmetic
  • A.2 Condition of a Problem
  • A.3 Complexity of Algorithms
  • Author Index