Dynamic General Equilibrium Modelling

Pencarian berdasarkan :

SEMUA Pengarang Subjek ISBN/ISSN Pencarian Spesifik

Pencarian terakhir:

E Book

Dynamic General Equilibrium Modelling

Heer, Burkhard. - Nama Orang; Maussner, Alfred. - Nama Orang;

Representative Agent Models -- Basic Models and Elementary Algorithms -- Linear Quadratic and Linear Approximation Methods -- Parameterized Expectations -- Projection Methods -- Heterogeneous Agent Models -- Computation of Stationary Distributions -- Dynamics of the Distribution Function -- Overlapping Generations Models -- Tools -- Numerical Methods -- Various Other Tools.Modern business cycle theory and growth theory uses stochastic dynamic general equilibrium models. Many mathematical tools are needed to solve these models. The book presents various methods for computing 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. Part II discusses methods for solving 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. Through an accompanying home page to this book, computer codes to all applications can be downloaded.

Ketersediaan

Tidak ada salinan data

Informasi Detail

Judul Seri: -
No. Panggil: -
Penerbit: Berlin, Heidelberg : Springer., 2005
Deskripsi Fisik: XX, 540 p. 63 illus.online resource.
Bahasa: English
ISBN/ISSN: 9783540273127
Klasifikasi: 330.1
Tipe Isi: -
Tipe Media: -
Tipe Pembawa: -
Edisi: 1st ed.
Subjek: Economic theory.
Economic Theory/Quantitative Economics/Mathematical Methods.
Macroeconomics.
Macroeconomics/Monetary Economics//Financial Economics.
Economic growth.
Info Detail Spesifik: -
Pernyataan Tanggungjawab: Burkhard Heer, Alfred Maussner.

Versi lain/terkait

Tidak tersedia versi lain

Lampiran Berkas

Tidak Ada Data

Komentar

Anda harus masuk sebelum memberikan komentar