Theory and numerical solution methods
Springer Verlag 2009
Alfonso Novales Cinca firstname.lastname@example.org
Esther Fernández Casillas email@example.com
Jesús Ruiz Andújar firstname.lastname@example.org
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In addition to standard theoretical discussions, this textbook covers in detail stability issues and policy evaluation questions, providing numerical exercises in Excel and Matlab along with the theoretical analysis. Excel files are used for single realizations in deterministic models, while MATLAB files reproduce the analysis with a large number of sample realizations in stochastic economies.
A specific chapter reviews numerical solution methods. Further chapters are devoted to some endogenous growth models and to monetary economies. The effects of alternative monetary and fiscal policies and the possibilities for optimal policy design are emphasized throughout the book. Other non-standard issues addressed are: i) the possibility for nominal indeterminacy of the price level under some monetary policies, ii) stability of the time path for public debt, iii) the sample discretization of continuous-time models, iv) numerical solution methods for a wide class of endogenous growth models.
The book has been written by E. Fernandez-Casillas, A. Novales and J. Ruiz. For further details or any additional information regarding the manuscript, please contact: email@example.com.
- Chapter 1: Introduction (Time series concepts and some issues on simulation methods) Software: rar file zip file
- Chapter 2: The neoclassical growth model under a constant savings rate. Software: rar file zip file
- Chapter 3: Optimal growth. Continuous time analysis. Software for Chapters 3 and 4: rar file zip file
- Chapter 4: Optimal growth. Discrete time analysis
- Chapter 5: Numerical solution methods. Software for Chapter 5: rar file zip file
- Chapter 6: Endogenous growth economies. Software for Chapters 6 and 7: rar file zip file
- Chapter 7: Additional endogenous growth models.
- Chapter 8: Growth in monetary economies. Steady-state analysis of monetary policy. Software for Chapters 8 and 9: rar file zip file
- Chapter 9: Transitional dynamics in monetary economies. Numerical solutions
- Chapter 10: Mathematical appendix
Despacho: Edificio 1 curso, N-126
Teléfono - Voz: 91 394 2611 - Fax: 91 394 2613
Departamento Economía Cuantitativa
Universidad Complutense de Madrid
Campus de Somosaguas