Dynamic General Equilibrium Modeling

Alfred Maussner, Burkhard Heer

Springer-Verlag Berlin and Heidelberg GmbH & Co. KG, 2008

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Modern business cycle theory and growth theory uses stochastic dynamic 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.

ISBN-13
9783540856849
ISBN-10
3540856846
Publisher
Springer-Verlag Berlin and Heidelberg GmbH & Co. KG
Year
2008
Publication date
2008-11-24
Pages
702
Dimensions
243x166x41
Weight
1182