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008 150903s2009 gw | o |||| 0|eng d
020 _a9783540856856
_99783540856856
024 7 _a10.1007/9783540856856
_2doi
035 _avtls000352100
039 9 _a201509030933
_bVLOAD
_c201405060300
_dVLOAD
_y201402171152
_zstaff
040 _aMX-SnUAN
_bspa
_cMX-SnUAN
_erda
050 4 _aHB1-846.8
100 1 _aHeer, Burkhard.
_eautor
_9327699
245 1 0 _aDynamic General Equilibrium Modeling /
_cby Burkhard Heer, Alfred Maußner.
264 1 _aBerlin, Heidelberg :
_bSpringer Berlin Heidelberg,
_c2009.
300 _brecurso en línea.
336 _atexto
_btxt
_2rdacontent
337 _acomputadora
_bc
_2rdamedia
338 _arecurso en línea
_bcr
_2rdacarrier
347 _aarchivo de texto
_bPDF
_2rda
500 _aSpringer eBooks
505 0 _aRepresentative Agent Models -- Basic Models -- Perturbation Methods -- Deterministic Extended Path -- Discrete State Space Methods -- Parameterized Expectations -- Projection Methods -- Heterogeneous Agent Models -- Computation of Stationary Distributions -- Dynamics of the Distribution function -- Deterministic Overlapping Generations Models -- Stochastic Overlapping Generations Models -- Tools -- Numerical Methods -- Various Other Tools.
520 _aModern 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 part II, the authors discuss methods in order to solve heterogeneous-agent economies. 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 demographic transition in a large-scale overlapping generations model. In an accompanying home page to this book, computer codes to all applications can be downloaded. "This is perhaps the perfect book to learn how to solve quantitative macroeconomics models. Its balance between theory, choice of models, computational insights and use of examples make it an excellent teaching tool. One of the very few books a professional macroeconomist should have: I always learn something important when I consult it." José-Víctor Ríos Rull, University of Minnesota "This book not only does an excellent job in explaining the existing tools, but it also teaches the reader on how to write her/his own programs and it provides the reader with the tools to help advance the state of the art of dynamic macroeconomics. " Wouter J. Den Haan, University of Amsterdam "This is an excellent book for economists who do quantitative research. It will be an invaluable teaching tool for graduate macroeconomic courses." Ayse Imrohoroglu, University of Southern California "… provides the reader with exactly the necessary computational tools to solve the dynamic general equilibrium models macroeconomists care about. It is therefore the perfect complement to Stokey, Lucas and Prescott's and Sargent and Ljungqvist's theoretical treatment of modern macroeconomics." Dirk Krueger, University of Pennsylvania
590 _aPara consulta fuera de la UANL se requiere clave de acceso remoto.
700 1 _aMaußner, Alfred.
_eautor
_9327700
710 2 _aSpringerLink (Servicio en línea)
_9299170
776 0 8 _iEdición impresa:
_z9783642031489
856 4 0 _uhttp://remoto.dgb.uanl.mx/login?url=http://dx.doi.org/10.1007/978-3-540-85685-6
_zConectar a Springer E-Books (Para consulta externa se requiere previa autentificación en Biblioteca Digital UANL)
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