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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Burkhard Heer 作者

Springer Berlin Heidelberg

译者

2008-10-10 出版日期

736 页数

GBP 49.99 价格

Paperback

丛书系列

9783642031489 图书编码

Dynamic General Equilibrium Modeling 在线电子书图书标签: 经济学 DSGE 高级宏观经济学动态随机一般均衡数学教材推荐书籍宏观经济学

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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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Product Description

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.

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