Computational economics

The ability to conceptualize an economic problem verbally, to formulate it as a mathematical model, and then represent the mathematics in software so that the model can be solved on a computer is a crucial skill for economists. Computational Economics contains well-known models--and some brand-new o...

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Detalles Bibliográficos
Autor principal: Kendrick, David A. (-)
Otros Autores: Amman, Hans M., Mercado, P. Ruben
Formato: Libro
Idioma:Inglés
Publicado: Princeton, NJ ; Oxford : Princeton University Press 2006
Materias:
Ver en Universidad de Navarra:https://unika.unav.edu/discovery/fulldisplay?docid=alma991000923819708016&context=L&vid=34UNAV_INST:VU1&search_scope=34UNAV_TODO&tab=34UNAV_TODO&lang=es
Tabla de Contenidos:
  • Preface
  • Introduction
  • PART I: Once Over Lightly ... Growth Chapter 1: Growth Model in Excel: Finance Chapter 2: Neural Nets in Excel: Microeconomics Chapter 3: PartIal Equilibrium in Mathematica Chapter 4: Transportation in GAMS: Database Chapter 5: Databases in Access: Finance Chapter 6: Thrift in GAMS (with Genevieve Solomon) Chapter 7: Portfolio Model in MATLAB
  • PART II: Once More ... Microeconomics Chapter 8: General Equilibrium Models in GAMS: Game Theory Chapter 9: Cournot Duopoly in Mathematica (with Daniel Gaynor)
  • Chapter 10: Stackelberg Duopoly in Mathematica (with Daniel Gaynor) Chapter 11: Genetic Algorithms and Evolutionary Games in MATLAB 201: Finance Chapter 12: Genetic Algorithms and Portfolio Models in MATLAB: Macroeconomics Chapter 13: Macroeconomics in GAMS: Agent-Based Computational Economics Chapter 14: Agent-Based Model in MATLAB: Environmental Economics Chapter 15: Global Warming in GAMS: Dynamic Optimization Chapter 16: Dynamic Optimization in MATLAB
  • PART III: Special Topic: tochastic Control: Stochastic Control Chapter 17: Stochastic Control in Duali Chapter 18: Rational Expectations Macro in Duali APPENDIXES A. Running GAMS B. Running Mathematica C. Running the Solver in Excel D. Ordered Sets in GAMS E. Linearization and State-Space Representation of Hall and Taylor's Model F. Introduction to Nonlinear Optimization Solvers G. Linear Programming Solvers H. The Stacking Method in GAMS I. Running MATLAB J. Obtaining the Steady State of the Growth Model. References. Index.