Dynamic General Equilibrium Modeling 在线电子书 pdf 下载 txt下载 epub 下载 mobi 下载 2024

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Mauner, Alfred 作者

译者

出版日期

735 页数

$ 270.07 价格

丛书系列

9783540856849 图书编码

Dynamic General Equilibrium Modeling 在线电子书图书标签: 经济学宏观经济学

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发表于2024-11-28

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Dynamic General Equilibrium Modeling 在线电子书 epub 下载 mobi 下载 pdf 下载 txt 下载 2024

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Dynamic General Equilibrium Modeling 在线电子书图书描述

Modern business cycle theory and growth theory uses stochastic dynamic general equilibrium models. In order to solve these models, economists need to use many mathematical tools. This book presents various methods in order to compute 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. In particular, the book discusses issues that are often neglected in existing work on computational methods, e.g. how to find a good initial value. In part II, the authors discuss methods in order to solve 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. In an accompanying home page to this book, computer codes to all applications can be downloaded.

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