Mendeley出力
＜図書＞
Dynamic economics : quantitative methods and applications
| 責任表示 | Jérôme Adda and Russell Cooper |
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| データ種別 | 図書 |
| 出版情報 | Cambridge, Mass. : MIT Press , c2003 |
| 本文言語 | 英語 |
| 大きさ | xi, 279 p. : ill. ; 24 cm |
| 概要 | This book is an effective, concise text for students and researchers that combines the tools of dynamic programming with numerical techniques and simulation-based econometric methods. Doing so, it bri...ges the traditional gap between theoretical and empirical research and offers an integrated framework for studying applied problems in macroeconomics and microeconomics. In part I the authors first review the formal theory of dynamic optimization; they then present the numerical tools and econometric techniques necessary to evaluate the theoretical models. These econometric techniques provide the final link between the dynamic programming problem and data. Part II is devoted to the application of dynamic programming to specific areas of applied economics, including the study of business cycles, consumption, and investment behavior. In each instance the authors present the specific optimization problem as a dynamic programming problem, characterize the optimal policy functions, estimate the parameters, and use models for policy evaluation. The original contribution of Dynamic Economics: Quantitative Methods and Applications lies in the integrated approach to the empirical application of dynamic optimization programming models. This integration shows that empirical applications actually complement the underlying theory of optimization, while dynamic programming problems provide needed structure for estimation and policy evaluation. Book jacket.続きを見る |
所蔵情報
| 状態 | 巻次 | 所蔵場所 | 請求記号 | 刷年 | 文庫名称 | 資料番号 | コメント | 予約・取寄 | 複写申込 | 自動書庫 |
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: hbk | 中央図 4A | 331.19/A 16 | 2003 |
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010212012000413 |
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: hbk | 経 研究室 | 331.19/A 16 | 2003 |
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110012018049195 |
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書誌詳細
| 一般注記 | Bibliography: p. [265]-273 Includes index |
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| 著者標目 | *Adda, Jérôme Cooper, Russell W., 1955- |
| 件 名 | LCSH:Economics, Mathematical LCSH:Macroeconomics -- Mathematical models 全ての件名で検索 LCSH:Econometric models |
| 分 類 | LCC:HB135 DC21:330/.01/5195 |
| 書誌ID | 1001480100 |
| ISBN | 9780262012010 |
| NCID | BA63757529 |
| 巻冊次 | : hbk ; ISBN:9780262012010 ; XISBN:0262012014 |
| 登録日 | 2012.07.03 |
| 更新日 | 2012.07.03 |