Computational Methods for the Study of Dynamic Economies
Editat de Ramon Marimon, Andrew Scotten Limba Engleză Paperback – 18 oct 2001
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Livrare economică 11-17 iunie
Specificații
ISBN-13: 9780199248278
ISBN-10: 0199248273
Pagini: 292
Ilustrații: numerous figures
Dimensiuni: 157 x 236 x 16 mm
Greutate: 0.46 kg
Ediția:Revised
Editura: OUP OXFORD
Colecția OUP Oxford
Locul publicării:Oxford, United Kingdom
ISBN-10: 0199248273
Pagini: 292
Ilustrații: numerous figures
Dimensiuni: 157 x 236 x 16 mm
Greutate: 0.46 kg
Ediția:Revised
Editura: OUP OXFORD
Colecția OUP Oxford
Locul publicării:Oxford, United Kingdom
Recenzii
Review from previous edition An excellent introduction to computational methods for the study of stochastic rational expectations models. Leading researchers in the field cover the main numerical techniques currently applied in the computation of business cycle and growth models. Possibly the greatest merit of this volume is to provide a basis for graduate students from which they can start their own research.
Notă biografică
Ramon Marimon is Professor of Economics at the European University Institute, Florence.Andrew Scott is Associate Professor at the London Business School, and a Fellow of CEPR. He has taught at the LSE, Oxford, and Harvard University, and is an academic consultant to the Bank of England.