Introduction to Quantitative Macroeconomics with Julia: State-of-the-Art Dynamic Stochastic General Equilibrium Models

Its modelling challenges make quantitative macroeconomics dynamic, yet few books provide macroeconomists with the basic tools to build, solve, and simulate macroeconomic models. Introduction to Quantitative Macroeconomics with Julia facilitates access to fundamental techniques in computational and quantitative macroeconomics. One of its most appealing elements is its focus on the recent and very promising software Julia, which offers a MATLAB-like language at speeds comparable to C/Fortran. It neatly fills the gap between intermediate macroeconomic books and modern DSGE models used in research. Combines an introduction to Julia with the specific needs of macroeconomic students who are interested in DSGE models as well as PhD students and researchers interested in building DSGE modelsTeaches fundamental techniques in quantitative macroeconomics by introducing theoretical elements of key macroeconomic models and their potential algorithmic implementationsExposes researchers working in macroeconomic policy to the possibilities and limitations of DSGE models INDICE: 1. Julia Programming Language - an Introduction2. Basic Computational Techniquesa. Solving Nonlinear Equationsb. Finite-Dimensional Optimizationc. Numerical Integration and Differentiationd. Function Approximation3. Rational Expectations Modelsa. Difference Equationsb. Multivariate Rational Expectations Modelsc. Examples in Julia4. Discrete Dynamic Programminga. Introductionb. Solution Algorithmsc. Simulationsd. Examples in Julia5. Continuous Time Modelsa. Introductionb. Solving Continuous Time Modelsc. Simulationsd. Examples in Julia

• ISBN: 978-0-12-812219-8
• Editorial: Academic Press
• Encuadernacion: Rústica
• Páginas: 200
• Fecha Publicación: 01/03/2018
• Nº Volúmenes: 1
• Idioma: Inglés