Show Summary Details
- Title Pages
- Preface
- Acknowledgements
- List of Contributors
- 1 Introduction: From Pipeline Economics to Computational Economics
- 2 Linear Quadratic Approximations: An Introduction
- 3 A Toolkit for Analysing Nonlinear Dynamic Stochastic Models Easily
- 4 Solving Nonlinear Rational Expectations Models by Eigenvalue–Eigenvector Decompositions
- 5 Discrete State‐Space Methods for the Study of Dynamic Economies
- 6 Application of Weighted Residual Methods to Dynamic Economic Models
- 7 The Parameterized Expectations Approach: Some Practical Issues
- 8 Finite‐Difference Methods for Continuous‐Time Dynamic Programming
- 9 Optimal Fiscal Policy in a Linear Stochastic Economy
- 10 Computing Models of Social Security
- 11 Computation of Equilibria in Heterogeneous‐Agent Models
- References
- Subject Index
- Author Index
(p.275) Subject Index
(p.275) Subject Index
- Source:
- Computational Methods for the Study of Dynamic Economies
- Publisher:
- Oxford University Press
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- Title Pages
- Preface
- Acknowledgements
- List of Contributors
- 1 Introduction: From Pipeline Economics to Computational Economics
- 2 Linear Quadratic Approximations: An Introduction
- 3 A Toolkit for Analysing Nonlinear Dynamic Stochastic Models Easily
- 4 Solving Nonlinear Rational Expectations Models by Eigenvalue–Eigenvector Decompositions
- 5 Discrete State‐Space Methods for the Study of Dynamic Economies
- 6 Application of Weighted Residual Methods to Dynamic Economic Models
- 7 The Parameterized Expectations Approach: Some Practical Issues
- 8 Finite‐Difference Methods for Continuous‐Time Dynamic Programming
- 9 Optimal Fiscal Policy in a Linear Stochastic Economy
- 10 Computing Models of Social Security
- 11 Computation of Equilibria in Heterogeneous‐Agent Models
- References
- Subject Index
- Author Index
