Handbook of computational economics

著者

書誌事項

Handbook of computational economics

edited by Hans M. Amman, David A. Kendrick, and John Rust

（Handbooks in economics, 13）

Elsevier, 1996-

  • v. 1
  • v. 3

タイトル別名

Computational economics

大学図書館所蔵 件 / 全159件

この図書・雑誌をさがす

注記

Editors varies: v. 3: edited by Karl Schmedders, Kenneth L. Judd

Imprint varies: v. 3: North-Holland

Includes bibliographical references and index

内容説明・目次

巻冊次

v. 3 ISBN 9780444529800

内容説明

Handbook of Computational Economics summarizes recent advances in economic thought, revealing some of the potential offered by modern computational methods. With computational power increasing in hardware and algorithms, many economists are closing the gap between economic practice and the frontiers of computational mathematics. In their efforts to accelerate the incorporation of computational power into mainstream research, contributors to this volume update the improvements in algorithms that have sharpened econometric tools, solution methods for dynamic optimization and equilibrium models, and applications to public finance, macroeconomics, and auctions. They also cover the switch to massive parallelism in the creation of more powerful computers, with advances in the development of high-power and high-throughput computing. Much more can be done to expand the value of computational modeling in economics. In conjunction with volume one (1996) and volume two (2006), this volume offers a remarkable picture of the recent development of economics as a science as well as an exciting preview of its future potential.

目次

Learning About Learning in Dynamic Economic Models - David A. Kendrick, Hans M. Amman, & Marco P. Tucci On the Numerical Solution of Equilibria in Auction Models with Asymmetries within the Private-Values Paradigm - Timothy P. Hubbard & Harry Paarsch Analyzing Fiscal Policies in a Heterogeneous-Agent Overlapping Generations Economy - Shinichi Nishiyama & Kent Smetters On Formulating and Solving Portfolio Decision and Asset Pricing Problems - Yu Chen, Thomas F. Cosimano, & Alex A. Himonas Computational Methods for Derivatives with Early Exercise Features - Carl Chiarella, Boda Kang, Gunter Meyer, & Andrew Ziogas Solving and Simulating Models with Heterogeneous Agents and Aggregate Uncertainty - Yann Algan, Olivier Allais, Wouter J. den Haan, & Pontius Rendahl Numerical Methods for Large Scale Dynamic Economic Models - Lilia Maliar & Serguei Maliar Advances in Numerical Dynamic Programming and New Applications - Yongyang Cai & Kenneth L. Judd Accuracy of Numerical Errors - Adrian Peralta-Alva & Manuel S. Santos GPU Computing in Economics - Eric Aldrich Computing All Solutions to Polynomial Equations in Economics - Felix Kubler, Philipp Renner, & Karl Schmedders
巻冊次

v. 1 ISBN 9780444898579

内容説明

The aim of this volume is to provide an introduction and selective overview of the rapidly emerging field of computational economics. Computational economics provides an important set of tools that an increasing number of economists will need to acquire in order to understand and do state-of-the-art research in virtually all areas of economics. Articles in the volume range from very applied, policy oriented applications of computational methods, to highly theoretical and mathematically complex analyses of algorithms and numerical methods. The book emphasizes the unique contributions of computational methods in economics, and focuses on problems for which well developed solutions are not already available from the literature in operations research, numerical methods, and computer science. As well as covering relatively mature areas in the field, a number of chapters are included which cover more speculative "frontier topics", in particular recently discovered computational innovations and research results. For more information on the Handbooks in Economics series, please see our homepage on http://www.elsevier.nl/locate/hes

目次

Preface. Economic Topics. Computable general equilibrium modelling for policy analysis and forecasting (P.B. Dixon, B.R. Parmenter). Computation of equilibria in finite games (R.D. McKelvey, A. McLennan). Computational methods for macroeconomic models (R.C. Fair). Mechanics of forming and estimating dynamic linear economies (E.W. Andersen et al.). Nonlinear pricing and mechanism design (R. Wilson). Sectoral economics (D.A. Kendrick). Computer Science Parallel computation (A. Nagurney). Artificial intelligence in economics and finance: A state of the art - 1994 (L.F. Pau, P.-Y. Tan). Neural networks for encoding and adapting in dynamic economies (I.-K. Cho, T.J. Sargent). Modelling languages in computational economics: GAMS (S.A. Zenios). Numerical Methods. Mathematica for economists (H. Varian). Approximation, perturbation, and projection methods in economic analysis (K.L. Judd). Numerical methods for linear-quadratic models (H.M. Amman). Numerical dynamic programming in economics (J. Rust). Monte Carlo simulation and numerical integration (J. Geweke).

「Nielsen BookData」 より

関連文献： 1件中  1-1を表示

詳細情報

ページトップへ