Dynamic General Equilibrium Modelling

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Modern business cycle theory and growth theory uses stochastic dynamic general equilibrium models. Many mathematical tools are needed to solve these models. The book presents various methods for computing the dynamics of 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 approximat...

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Modern business cycle theory and growth theory uses stochastic dynamic general equilibrium models. Many mathematical tools are needed to solve these models. The book presents various methods for computing the dynamics of 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 approximat...

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  • Formats: pdf
  • ISBN: 9783540273127
  • Publication Date: 5 Dec 2005
  • Publisher: Springer Berlin Heidelberg
  • Product language: English
  • Drm Setting: DRM