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1. |
Record Nr. |
UNINA9910466007203321 |
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Autore |
Torres José L. |
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Titolo |
Introduction to dynamic macroeconomic general equilibrium models / / José L. Torres |
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Pubbl/distr/stampa |
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Wilmington, Delaware : , : Vernon Press, , 2016 |
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©2016 |
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ISBN |
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Descrizione fisica |
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1 online resource (269 p.) |
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Collana |
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Vernon Series in Economic Methodology |
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Disciplina |
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Soggetti |
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Macroeconomics |
Equilibrium (Economics) |
Electronic books. |
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Lingua di pubblicazione |
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Formato |
Materiale a stampa |
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Livello bibliografico |
Monografia |
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Note generali |
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Description based upon print version of record. |
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Nota di contenuto |
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I Introduction to DSGE modelling; 1 Introduction; 1.1 Macroeconomic DSGE Modelling; 1.2 DSGE software; 1.3 Book organization; 2 The Canonical Dynamic Macroeconomic General Equilibrium model; 2.1 Introduction; 2.2 Households; 2.2.1 Alternative functional forms for the utility function; 2.3 The firms; 2.3.1 Alternative functional forms of the production function; 2.4 Model Equilibrium; 2.4.1 Model Equilibrium (Competitive Equilibrium); 2.4.2 Model Equilibrium (Central Planning); 2.5 The Steady State; 2.6 The Dynamic Stochastic General Equilibrium model |
2.7 Equations of the model and calibration 2.7.1 Equilibrium equations; 2.7.2 Calibration; 2.8 Aggregate productivity shock; 2.9 Conclusions; II Deviations from the Permanent Income-Life Cycle hypothesis; 3 Habit Formation; 3.1 Introduction; 3.2 Habit formation; 3.3 The model; 3.3.1 Households; 3.3.2 The firms; 3.3.3 Equilibrium; 3.4 Equations of the model and calibration; 3.5 Total Factor Productivity shock; 3.6 Conclusions; 4 Non-Ricardian Agents; 4.1 Introduction; 4.2 Ricardian and Non-Ricardian Agents; 4.3 The model; 4.3.1 Ricardian Households; 4.3.2 Non-Ricardian Households |
4.3.3 Aggregation 4.3.4 The firms; 4.3.5 Equilibrium of the model; 4.4 Equations of the model and calibration; 4.5 Total Factor Productivity shock; 4.6 Conclusions; III Investment and Capital Accumulation; 5 |
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Investment adjustment costs; 5.1 Introduction; 5.2 Investment adjustment costs; 5.3 The model; 5.3.1 Households; 5.3.2 The firms; 5.3.3 Equilibrium of the model; 5.4 Equations of the model and calibration; 5.5 Total Factor Productivity Shock; 5.6 Conclusions; 6 Investment-Specific Technological Change; 6.1 Introduction; 6.2 Investment-specific technological change; 6.3 The model |
6.3.1 Households 6.3.2 The firms; 6.3.3 Equilibrium of the model; 6.3.4 The balanced growth path; 6.4 Equations of the model and calibration; 6.5 Investment-Specific Technological shock; 6.6 Conclusions; IV The government; 7 Taxes; 7.1 Introduction; 7.2 Taxes; 7.3 The model; 7.3.1 Households; 7.3.2 The firms; 7.3.3 The government; 7.3.4 Equilibrium of the model; 7.4 Equations of the model and calibration; 7.5 The Laffer curve; 7.6 Taxes changes; 7.7 Total Factor Productivity shock; 7.8 Conclusions; 8 Public Spending; 8.1 Introduction; 8.2 Public spending; 8.3 The model; 8.3.1 Households |
8.3.2 The firms 8.3.3 The government; 8.3.4 Equilibrium of the model; 8.3.5 An alternative functional form for aggregate consumption; 8.4 Equations of the model and calibration; 8.5 Public consumption change; 8.6 Conclusions; 9 Public Capital; 9.1 Introduction; 9.2 Public capital; 9.3 The model; 9.3.1 Households; 9.3.2 Firms; 9.3.3 The government; 9.3.4 Equilibrium of the model; 9.4 Equations of the model and calibration; 9.5 Public investment shock; 9.6 Conclusions; V Time Decisions; 10 Human Capital; 10.1 Introduction; 10.2 Human Capital; 10.3 The Model; 10.3.1 Households; 10.3.2 Firms |
10.4 Equations of the model and calibration |
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Sommario/riassunto |
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This book offers an introductory step-by-step course in Dynamic Stochastic General Equilibrium (DSGE) modelling. Modern macroeconomic analysis is increasingly concerned with the construction, calibration and/or estimation and simulation of DSGE models. The book is intended for graduate students as an introductory course to DSGE modelling and for those economists who would like a hands-on approach to learning the basics of modern dynamic macroeconomic modelling. The book starts with the simplest canonical neoclassical DSGE model and then gradually extends the basic framework incorporating a var |
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2. |
Record Nr. |
UNISA996465316003316 |
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Titolo |
Computational Science and Its Applications - ICCSA 2010 [[electronic resource] ] : International Conference, Fukuoka, Japan, March 23-26, 2010, Proceedings, Part IV / / edited by David Taniar, Osvaldo Gervasi, Beniamino Murgante, Eric Pardede, Bernady O. Apduhan |
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Pubbl/distr/stampa |
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Berlin, Heidelberg : , : Springer Berlin Heidelberg : , : Imprint : Springer, , 2010 |
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ISBN |
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1-280-38604-5 |
9786613563965 |
3-642-12189-6 |
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Edizione |
[1st ed. 2010.] |
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Descrizione fisica |
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1 online resource (XIX, 540 p. 227 illus.) |
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Collana |
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Theoretical Computer Science and General Issues, , 2512-2029 ; ; 6019 |
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Disciplina |
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Soggetti |
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Computer networks |
Software engineering |
Algorithms |
Computer simulation |
Application software |
Computer Communication Networks |
Software Engineering |
Computer Modelling |
Computer and Information Systems Applications |
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Lingua di pubblicazione |
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Formato |
Materiale a stampa |
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Livello bibliografico |
Monografia |
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Note generali |
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Bibliographic Level Mode of Issuance: Monograph |
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Nota di bibliografia |
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Includes bibliographical references and index. |
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Nota di contenuto |
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