Computational Economics

David A. Kendrick, P. Ruben Mercado, Hans M. Amman

440 pages, parution le 10/03/2006

Ajouter à une liste

Indisponible

Résumé

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 ones--designed to help students move from verbal to mathematical to computational representations in economic modeling. The authors' focus, however, is not just on solving the models, but also on developing the ability to modify them to reflect one's interest and point of view. The result is a book that enables students to be creative in developing models that are relevant to the economic problems of their times.

Unlike other computational economics textbooks, this book is organized around economic topics, among them macroeconomics, microeconomics, and finance. The authors employ various software systems--including MATLAB, Mathematica, GAMS, the nonlinear programming solver in Excel, and the database systems in Access--to enable students to use the most advantageous system. The book progresses from relatively simple models to more complex ones, and includes appendices on the ins and outs of running each program.

The book is intended for use by advanced undergraduates and professional economists and even, as a first exposure to computational economics, by graduate students.

Organized by economic topics
Progresses from simple to more complex models
Includes instructions on numerous software systems
Encourages customization and creativity

L'auteur - David A. Kendrick

David A. Kendrick is the Yarborough Centennial Professor of Liberal Arts at the University of Texas at Austin.

L'auteur - P. Ruben Mercado

P. Ruben Mercado is Visiting Professor at the University of Texas at Austin.

L'auteur - Hans M. Amman

Hans M. Amman is Professor of Computational Economics and Finance at the Technical University of Eindhoven in the

Sommaire

Once Over Lightly ...
- Chapter 1: Growth Model in Excel
- Chapter 2: Neural Nets in Excel
- Chapter 3: PartIal Equilibrium in Mathematica
- Chapter 4: Transportation in GAMS
- Chapter 5: Databases in Access
- Chapter 6: Thrift in GAMS (with Genevieve Solomon)
- Chapter 7: Portfolio Model in MATLAB
Once More ...
- Chapter 8: General Equilibrium Models in GAMS
- 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
- Chapter 12: Genetic Algorithms and Portfolio Models in MATLAB
- Chapter 13: Macroeconomics in GAMS
- Chapter 14: Agent-Based Model in MATLAB
- Chapter 15: Global Warming in GAMS
- Chapter 16: Dynamic Optimization in MATLAB
Special Topic: Stochastic Control
- Chapter 17: Stochastic Control in Duali
- Chapter 18: Rational Expectations Macro in Duali

Voir tout

Replier

Caractéristiques techniques

	PAPIER
Éditeur(s)	Princeton University Press
Auteur(s)	David A. Kendrick, P. Ruben Mercado, Hans M. Amman
Parution	10/03/2006
Nb. de pages	440
Format	18 x 26
Couverture	Relié
Poids	940g
Intérieur	Noir et Blanc
EAN13	9780691125497
ISBN13	978-0-691-12549-7