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Economic Dynamics

Author: John Stachurski
Publisher: MIT Press
ISBN: 0262012774
Size: 10.18 MB
Format: PDF
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A rigorous and example-driven introduction to topics in economic dynamics, with an emphasis on mathematical and computational techniques for modeling dynamic systems.

A Primer In Econometric Theory

Author: John Stachurski
Publisher: MIT Press
ISBN: 0262034905
Size: 71.50 MB
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A concise treatment of modern econometrics and statistics, including underlying ideas from linear algebra, probability theory, and computer programming.

Economic Dynamics In Discrete Time

Author: Jianjun Miao
Publisher: MIT Press
ISBN: 0262325608
Size: 17.63 MB
Format: PDF, ePub
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This book offers a unified, comprehensive, and up-to-date treatment of analytical and numerical tools for solving dynamic economic problems. The focus is on introducing recursive methods -- an important part of every economist's set of tools -- and readers will learn to apply recursive methods to a variety of dynamic economic problems. The book is notable for its combination of theoretical foundations and numerical methods. Each topic is first described in theoretical terms, with explicit definitions and rigorous proofs; numerical methods and computer codes to implement these methods follow. Drawing on the latest research, the book covers such cutting-edge topics as asset price bubbles, recursive utility, robust control, policy analysis in dynamic New Keynesian models with the zero lower bound on interest rates, and Bayesian estimation of dynamic stochastic general equilibrium (DSGE) models. The book first introduces the theory of dynamical systems and numerical methods for solving dynamical systems, and then discusses the theory and applications of dynamic optimization. The book goes on to treat equilibrium analysis, covering a variety of core macroeconomic models, and such additional topics as recursive utility (increasingly used in finance and macroeconomics), dynamic games, and recursive contracts. The book introduces Dynare, a widely used software platform for handling a range of economic models; readers will learn to use Dynare for numerically solving DSGE models and performing Bayesian estimation of DSGE models. Mathematical appendixes present all the necessary mathematical concepts and results. Matlab codes used to solve examples are indexed and downloadable from the book's website. A solutions manual for students is available for sale from the MIT Press; a downloadable instructor's manual is available to qualified instructors.

Dynamic Economics

Author: Jérôme Adda
Publisher: MIT Press
ISBN: 9780262012010
Size: 53.48 MB
Format: PDF, ePub, Mobi
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An integrated approach to the empirical application of dynamic optimization programming models, for students and researchers.

Applied Computational Economics And Finance

Author: Mario J. Miranda
Publisher: MIT Press
ISBN: 0262291754
Size: 55.30 MB
Format: PDF, ePub, Docs
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This book presents a variety of computational methods used to solve dynamic problems in economics and finance. It emphasizes practical numerical methods rather than mathematical proofs and focuses on techniques that apply directly to economic analyses. The examples are drawn from a wide range of subspecialties of economics and finance, with particular emphasis on problems in agricultural and resource economics, macroeconomics, and finance. The book also provides an extensive Web-site library of computer utilities and demonstration programs.The book is divided into two parts. The first part develops basic numerical methods, including linear and nonlinear equation methods, complementarity methods, finite-dimensional optimization, numerical integration and differentiation, and function approximation. The second part presents methods for solving dynamic stochastic models in economics and finance, including dynamic programming, rational expectations, and arbitrage pricing models in discrete and continuous time. The book uses MATLAB to illustrate the algorithms and includes a utilities toolbox to help readers develop their own computational economics applications.

Numerical Methods In Economics

Author: Kenneth L. Judd
Publisher: MIT Press
ISBN: 9780262100717
Size: 74.25 MB
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"Judd's book is a masterpiece which will help transform the way economic theory is done. It harnesses the computer revolution in the service of economic theory by collecting together a whole array of numerical methods to simulate and quantify models that used to be purely algebraic and qualitative." -- Avinash K. Dixit, Sherrerd University Professor of Economics, Princeton University To harness the full power of computer technology, economists need to use a broad range of mathematical techniques. In this book, Kenneth Judd presents techniques from the numerical analysis and applied mathematics literatures and shows how to use them in economic analyses. The book is divided into five parts. Part I provides a general introduction. Part II presents basics from numerical analysis on "Rn," including linear equations, iterative methods, optimization, nonlinear equations, approximation methods, numerical integration and differentiation, and Monte Carlo methods. Part III covers methods for dynamic problems, including finite difference methods, projection methods, and numerical dynamic programming. Part IV covers perturbation and asymptotic solution methods. Finally, Part V covers applications to dynamic equilibrium analysis, including solution methods for perfect foresight models and rational expectation models. A web site contains supplementary material including programs and answers to exercises.

Economic Dynamics

Author: Giancarlo Gandolfo
Publisher: Springer Science & Business Media
ISBN: 9783540627609
Size: 67.74 MB
Format: PDF
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Finally, there is now a new edition of Professor Gandolfo`s acclaimed text on Economic Dynamics. Long out of print, but still in demand, this completely rewritten and updated edition treats all of the mathematical methods used in economic dynamics, from elementary linear difference and differential equations and simultaneous systems to the qualitative analysis of non-linear dynamical systems.

Computational Models In Political Economy

Author: Ken Kollman
Publisher: MIT Press
ISBN: 9780262112758
Size: 80.80 MB
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The use of innovative computational models in political economic research as a complement to traditional analytical methodologies.

Category Theory For The Sciences

Author: David I. Spivak
Publisher: MIT Press
ISBN: 0262320533
Size: 41.51 MB
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Category theory was invented in the 1940s to unify and synthesize different areas in mathematics, and it has proven remarkably successful in enabling powerful communication between disparate fields and subfields within mathematics. This book shows that category theory can be useful outside of mathematics as a rigorous, flexible, and coherent modeling language throughout the sciences. Information is inherently dynamic; the same ideas can be organized and reorganized in countless ways, and the ability to translate between such organizational structures is becoming increasingly important in the sciences. Category theory offers a unifying framework for information modeling that can facilitate the translation of knowledge between disciplines. Written in an engaging and straightforward style, and assuming little background in mathematics, the book is rigorous but accessible to non-mathematicians. Using databases as an entry to category theory, it begins with sets and functions, then introduces the reader to notions that are fundamental in mathematics: monoids, groups, orders, and graphs -- categories in disguise. After explaining the "big three" concepts of category theory -- categories, functors, and natural transformations -- the book covers other topics, including limits, colimits, functor categories, sheaves, monads, and operads. The book explains category theory by examples and exercises rather than focusing on theorems and proofs. It includes more than 300 exercises, with solutions. Category Theory for the Sciences is intended to create a bridge between the vast array of mathematical concepts used by mathematicians and the models and frameworks of such scientific disciplines as computation, neuroscience, and physics.