Computational Methods for the Study of Dynamic Economies by Ramon MarimonComputational Methods for the Study of Dynamic Economies by Ramon Marimon

Computational Methods for the Study of Dynamic Economies

EditorRamon Marimon, Andrew Scott

Paperback | October 18, 2001

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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 togetherleading 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 whichresearchers and graduate students can use to solve and analyse their own theoretical models.
Ramon Marimon is Professor of Economics at the European University Institute, Florence. Andrew Scott is Associate Professor at the London Business School, and a Fellow of CEPR. He has taught at the LSE, Oxford, and Harvard University, and is an academic consultant to the Bank of England.
Title:Computational Methods for the Study of Dynamic EconomiesFormat:PaperbackDimensions:292 pages, 9.21 × 6.14 × 0.63 inPublished:October 18, 2001Publisher:Oxford University PressLanguage:English

The following ISBNs are associated with this title:

ISBN - 10:0199248273

ISBN - 13:9780199248278

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Table of Contents

1. Ramon Marimon and Andrew Scott: Introduction2. Javier Diaz-Gimenez: Linear Quadratic Approximations: An Introduction3. Harald Uhlig: A Toolkit for Analyzing Nonlinear Dynamic Stochastic Models Easily4. Alfonso Novales, Emilio Dominguez, Javier Perez and Jesus Ruiz: Solving Nonlinear Rational Expectations Models by Eigenvalue-Eigenvector DecompositionsPart II. Craig Burnside: Non-Linear Methods6. Ellen McGratten: Application of Weighted Residual Methods to Dynamic Economic Models7. Albert Marcet and Guido Lorenzoni: The Parametrized Expectations Approach: Some Practical Issues8. Graham V. Candler: Finite-Difference Methods for Continuous-Time Dynamic ProgrammingPart III. Thomas J. Sargent and Francois R. Velde: Solving some dynamic economies10. Douglas H. Joines, Ayse Imrohoroglu and Selo Imrohoroglu: Computing Models of Social Security11. Jose Victor Rios-Rull: Computation of Equilibria in Heterogenous Agent Economies

Editorial Reviews

`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 thegreatest merit of this volume is to provide a basis for graduate students from which they can start their own research.'Dr Burkhard Heer, KYKLOS