Computational Economics
1st Edition
Published on 23. October 2011
456 pages
978-1-4008-4134-9 (ISBN)
Description
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Language
English
Place of publication
Princeton, NJ
Publishing group
De Gruyter
Target group
Professional and scholarly
Edition type
Digital original
Illustrations
112 line illus. 36 tables.
112 line illus. 36 tables.
File size
8,51 MB
ISBN-13
978-1-4008-4134-9 (9781400841349)
Schweitzer Classification
Other editions
Additional editions
David A. Kendrick | P. Ruben Mercado | Hans M. Amman
Computational Economics
Book
01/2006
Princeton University Press
€131.50
Shipment within 10-20 days
Persons
David A. Kendrick is the Yarborough Centennial Professor of Liberal Arts at the University of Texas at Austin. P. Ruben Mercado is Visiting Professor at the University of Texas at Austin. Hans M. Amman is Professor of Computational Economics and Finance at the Technical University of Eindhoven in the Netherlands.
Content
Preface ix
Introduction 1
PART I: Once Over Lightly ...
Growth
Chapter 1: Growth Model in Excel 9
Finance Chapter 2: Neural Nets in Excel 25
Microeconomics
Chapter 3: PartIal Equilibrium in Mathematica 37
Chapter 4: Transportation in GAMS 55
Database
Chapter 5: Databases in Access 67
Finance
Chapter 6: Thrift in GAMS (with Genevieve Solomon) 91
Chapter 7: Portfolio Model in MATLAB 119
PART II: Once More ...
Microeconomics
Chapter 8: General Equilibrium Models in GAMS 149
Game Theory
Chapter 9: Cournot Duopoly in Mathematica (with Daniel Gaynor) 173
Chapter 10: Stackelberg Duopoly in Mathematica (with Daniel Gaynor) 189
Chapter 11: Genetic Algorithms and Evolutionary Games in MATLAB 201
Finance
Chapter 12: Genetic Algorithms and Portfolio Models in MATLAB 223
Macroeconomics
Chapter 13: Macroeconomics in GAMS 247
Agent-Based Computational Economics Chapter 14: Agent-Based Model in MATLAB 267
Environmental Economics
Chapter 15: Global Warming in GAMS 291
Dynamic Optimization
Chapter 16: Dynamic Optimization in MATLAB 309
PART III: Special Topic:tochastic Control
Stochastic Control
Chapter 17: Stochastic Control in Duali 339
Chapter 18: Rational Expectations Macro in Duali 361
APPENDIXES
A. Running GAMS 389
B. Running Mathematica 391
C. Running the Solver in Excel 393
D. Ordered Sets in GAMS 394
E. Linearization and State-Space Representation of Hall and Taylor's Model 396
F. Introduction to Nonlinear Optimization Solvers 403
G. Linear Programming Solvers 407
H. The Stacking Method in GAMS 411
I. Running MATLAB 413
J. Obtaining the Steady State of the Growth Model 414
References 417
Index 425
Introduction 1
PART I: Once Over Lightly ...
Growth
Chapter 1: Growth Model in Excel 9
Finance Chapter 2: Neural Nets in Excel 25
Microeconomics
Chapter 3: PartIal Equilibrium in Mathematica 37
Chapter 4: Transportation in GAMS 55
Database
Chapter 5: Databases in Access 67
Finance
Chapter 6: Thrift in GAMS (with Genevieve Solomon) 91
Chapter 7: Portfolio Model in MATLAB 119
PART II: Once More ...
Microeconomics
Chapter 8: General Equilibrium Models in GAMS 149
Game Theory
Chapter 9: Cournot Duopoly in Mathematica (with Daniel Gaynor) 173
Chapter 10: Stackelberg Duopoly in Mathematica (with Daniel Gaynor) 189
Chapter 11: Genetic Algorithms and Evolutionary Games in MATLAB 201
Finance
Chapter 12: Genetic Algorithms and Portfolio Models in MATLAB 223
Macroeconomics
Chapter 13: Macroeconomics in GAMS 247
Agent-Based Computational Economics Chapter 14: Agent-Based Model in MATLAB 267
Environmental Economics
Chapter 15: Global Warming in GAMS 291
Dynamic Optimization
Chapter 16: Dynamic Optimization in MATLAB 309
PART III: Special Topic:tochastic Control
Stochastic Control
Chapter 17: Stochastic Control in Duali 339
Chapter 18: Rational Expectations Macro in Duali 361
APPENDIXES
A. Running GAMS 389
B. Running Mathematica 391
C. Running the Solver in Excel 393
D. Ordered Sets in GAMS 394
E. Linearization and State-Space Representation of Hall and Taylor's Model 396
F. Introduction to Nonlinear Optimization Solvers 403
G. Linear Programming Solvers 407
H. The Stacking Method in GAMS 411
I. Running MATLAB 413
J. Obtaining the Steady State of the Growth Model 414
References 417
Index 425
