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Dynamic General Equilibrium Modelling: Computational Methods and Applications

Burkhard Heer, Alfred Maußner




[PDF.jl42] Dynamic General Equilibrium Modelling: Computational Methods and Applications

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 | #7785396 in Books |  2005-05-24 | Original language:English | PDF # 1 |  9.21 x1.25 x6.14l,2.10 | File type: PDF | 539 pages

||3 of 3 people found the following review helpful.| Very helpful book full of codes|By G. Gunnarsson|This book is unique. It gives a clear and systematic account of the practical aspect of solving dynamic general equilibrium models. It proved extremely useful to me in writing my thesis. The codes for solving the models are very valuable. You are given the codes for solving several types of models. Furthermore, I e.mailed dr. He

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...

You can specify the type of files you want, for your gadget.Dynamic General Equilibrium Modelling: Computational Methods and Applications   |  Burkhard Heer, Alfred Maußner. I really enjoyed this book and have already told so many people about it!

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