Dynamic General Equilibrium Modeling Computational Methods and Applications
provides the reader with exactly the necessary computational tools to solve the dynamic general equilibrium models macroeconomists care about. It is therefore the perfect complement to Stokey, Lucas and Prescott's and Sargent and Ljungqvist's theoretical treatment of modern macroeconomics....
| Main Authors: | , |
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| Format: | eBook |
| Language: | English |
| Published: |
Cham
Springer International Publishing
2024, 2024
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| Edition: | 3rd ed. 2024 |
| Series: | Springer Texts in Business and Economics
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| Subjects: | |
| Online Access: | |
| Collection: | Springer eBooks 2005- - Collection details see MPG.ReNa |
Table of Contents:
- Part I: Representative Agent Models: Basic Models
- Perturbation Methods: Framework and Tools
- Perturbation Methods: Solutions
- Perturbation Methods: Model Evaluation and Applications
- Weighted Residuals Methods
- Simulation-Based Methods
- Discrete State Space Value Function Iteration
- Part II: Heterogenous Agent Models: Computation of Stationary Distributions
- Dynamics of the Distribution Function
- Overlapping Generations Models with Perfect Foresight
- OLG Models with Uncertainty
- Part III: Numerical Methods: Linear Algebra
- Function Approximation
- Differentiation and Integration
- Nonlinear Equations and Optimization
- Difference Equations and Stochastic Processes