IDEAS home Printed from https://ideas.repec.org/b/oxp/obooks/9780199248278.html
   My bibliography  Save this book

Computational Methods for the Study of Dynamic Economies

Editor

Listed:
  • Marimon, Ramon
    (European University Institute, Florence)

  • Scott, Andrew
    (London Business School)

Abstract

Macroeconomics increasingly uses stochastic dynamic general equilibrium models to understand theoretical and policy issues. Unless very strong assumptions are made, understanding the properties of particular models requires solving the model using a computer. This volume brings together leading contributors in the field who explain in detail how to implement the computational techniques needed to solve dynamic economics models. A broad spread of techniques are covered, and their application in a wide range of subjects discussed. The book provides the basics of a toolkit which researchers and graduate students can use to solve and analyse their own theoretical models. Contributors to this volume - Ramon Marimon and Andrew Scott Javier Diaz-Gimenez Harald Uhlig Alfonso Novales, Emilio Dominguez, Javier Perez and Jesus Ruiz Craig Burnside Ellen McGratten Albert Marcet and Guido Lorenzoni Graham V. Candler Thomas J. Sargent and Francois R. Velde Douglas H. Joines, Ayse Imrohoroglu and Selo Imrohoroglu Jose Victor Rios-Rull

Suggested Citation

  • Marimon, Ramon & Scott, Andrew (ed.), 2001. "Computational Methods for the Study of Dynamic Economies," OUP Catalogue, Oxford University Press, number 9780199248278.
    • Handle: RePEc:oxp:obooks:9780199248278
    as

    Download full text from publisher

    To our knowledge, this item is not available for download. To find whether it is available, there are three options:
    1. Check below whether another version of this item is available online.
    2. Check on the provider's web page whether it is in fact available.
    3. Perform a search for a similarly titled item that would be available.

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Yann Algan & Edouard Challe & Xavier Ragot, 2011. "Incomplete markets and the output–inflation tradeoff," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 46(1), pages 55-84, January.
    2. Mikhail Ossama, 2005. "Economic Freedom and the Business Cycle: The Egyptian Experience," Review of Middle East Economics and Finance, De Gruyter, vol. 3(1), pages 1-19, April.
    3. repec:hal:spmain:info:hdl:2441/58mqn6l8gc96n8lujj5560pkuf is not listed on IDEAS
    4. Miroljub Labus & Milica Labus, 2019. "Monetary Transmission Channels in DSGE Models: Decomposition of Impulse Response Functions Approach," Computational Economics, Springer;Society for Computational Economics, vol. 53(1), pages 27-50, January.
    5. Frank Hespeler, 2008. "Solution Algorithm to a Class of Monetary Rational Equilibrium Macromodels with Optimal Monetary Policy Design," Computational Economics, Springer;Society for Computational Economics, vol. 31(3), pages 207-223, April.
    6. Jenö Pál & John Stachurski, 2011. "Fitted Value Function Iteration With Probability One Contractions," ANU Working Papers in Economics and Econometrics 2011-560, Australian National University, College of Business and Economics, School of Economics.
    7. repec:hal:spmain:info:hdl:2441/8881 is not listed on IDEAS
    8. Maurizio Bovi & Roy Cerqueti, 2016. "Forecasting macroeconomic fundamentals in economic crises," Annals of Operations Research, Springer, vol. 247(2), pages 451-469, December.
    9. John Stachurski, 2009. "Economic Dynamics: Theory and Computation," MIT Press Books, The MIT Press, edition 1, volume 1, number 0262012774, December.
    10. Robert Kirkby, 2017. "A Toolkit for Value Function Iteration," Computational Economics, Springer;Society for Computational Economics, vol. 49(1), pages 1-15, January.
    11. Keyvan Eslami & Tom Phelan, 2023. "The Art of Temporal Approximation An Investigation into Numerical Solutions to Discrete and Continuous-Time Problems in Economics," Working Papers 23-10, Federal Reserve Bank of Cleveland.
    12. Robert Kirkby Author-Email: robertkirkby@gmail.com|, 2017. "Convergence of Discretized Value Function Iteration," Computational Economics, Springer;Society for Computational Economics, vol. 49(1), pages 117-153, January.
    13. Robert Kirkby, 2016. "Value Function Iteration Toolkit: In Matlab, on the GPU," EcoMod2016 9122, EcoMod.

    More about this item

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:oxp:obooks:9780199248278. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Economics Book Marketing (email available below). General contact details of provider: http://www.oup.com/ .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.