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Computational Methods for the Study of Dynamic Economies: 1st (First) Edition
- Language: English
- ISBN-10: B0089AFM6K
Computational Methods for the Study of Dynamic Economies: 1st (First) Edition
Computational Methods for the Study of Dynamic Economies
Computational Methods for the Study of Dynamic Economies
Author(s): Ramon Marimon (Editor), Andrew Scott
- Publisher: Oxford University Press
- Publication Date: December 13, 2001
- Language: English
- Print length: 292 pages
- ISBN-10: 0199248273
- ISBN-13: 9780199248278
Book Description
Economists are increasingly using computer simulations to understand the implications of their theoretical models and to make policy recommendations. This volume brings together leaders in the field who explain how to implement the computational techniques needed to solve dynamic economics models.
Editorial Reviews
Review
`Review from previous edition An excellent introduction to computational methods for the study of stochastic rational expectations models. Leading researchers in the field cover the main numerical techniques currently applied in the computation of business cycle and growth models. Possibly the greatest merit of this volume is to provide a basis for graduate students from which they can start their own research.’ Dr Burkhard Heer, KYKLOS
About the Author
Ramon Marimon is Professor at the European University Institute, Florence.
Andrew Scott is Associate Professor at the London Business School, and a Fellow of CEPR. A Fellow of All Souls College, Oxford, he has also been Visiting Professor at Harvard University.
Computational Methods for the Study of Dynamic Economies: 1st (First) Edition
Computational Methods for the Study of Dynamic Economies: 1st (First) Edition
- Language: English
- ISBN-10: B0089AFM6K
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