Introduction to Dynamic Macroeconomic General Equilibrium Models
暫譯: 動態宏觀經濟一般均衡模型導論

Torres Chacon, José Luis

  • 出版商: Vernon Art and Science
  • 出版日期: 2015-08-15
  • 售價: $2,630
  • 貴賓價: 9.8$2,577
  • 語言: 英文
  • 頁數: 286
  • 裝訂: Hardcover - also called cloth, retail trade, or trade
  • ISBN: 1622730305
  • ISBN-13: 9781622730308
  • 相關分類: 經濟學 Economy
  • 海外代購書籍(需單獨結帳)

商品描述

This book offers an introductory step-by-step course in Dynamic Stochastic General Equilibrium modelling. Modern macroeconomic analysis is increasingly concerned with the construction, calibration and/or estimation and simulation of Dynamic General Equilibrium (DGE) models. The book is intended for graduate students as an introductory course to DGE 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 DGE model and then gradually extends the basic framework incorporating a variety of additional features, such as consumption habit formation, investment adjustment cost, investment-specific technological change, taxes, public capital, household production, non-ricardian agents, monopolistic competition, etc. The book includes Dynare codes for the models developed that can be downloaded from the book's homepage.

商品描述(中文翻譯)

本書提供了一個關於動態隨機一般均衡(Dynamic Stochastic General Equilibrium, DGE)建模的入門逐步課程。現代宏觀經濟分析越來越關注動態一般均衡模型的構建、校準和/或估計及模擬。本書旨在為研究生提供DGE建模的入門課程,並為那些希望以實作方式學習現代動態宏觀經濟建模基礎的經濟學家提供指導。本書從最簡單的典範新古典DGE模型開始,然後逐步擴展基本框架,納入各種附加特徵,例如消費習慣形成、投資調整成本、特定於投資的技術變化、稅收、公共資本、家庭生產、非李嘉圖代理人、壟斷競爭等。本書包含可從書籍首頁下載的模型Dynare代碼。