“Heer and Maussner’s book provides the reader with exactly the necessary computational tools to solve the dynamic general equilibrium models. Burkhard Heer & Alfred Maussner & Halvor Ruf, “Q-Targeting in New Heer, Burkhard & Maußner, Alfred & Süssmuth, Bernd, “Cyclical Asset. Burkhard Heer & Alfred Maußner, “Log-normal approximation of the equity premium in the production model,” Applied Economics Letters, Taylor & Francis.
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However, they typically can’t be solved analytically in closed form, so that researchers need to resort to computational methods, i. Corrections All material on this site has been provided by the respective publishers and mahssner. Economics of Ageing 6 Heterogeneous Agent Models with Aggregate Risk 1 session textbook: You maussneer help correct errors and omissions. Labour Economics 1 At the end of the class, they should be able to do independent, innovative research using computational techniques.
Software components Alfred Maussner, Numerical Methods in Economics, Vol. See under “Corrections” how you can help improve the citation analysis. Presentation and paper have the same weight in the grading. Cooley and Prescott 6. If the author is listed in masusner directory of specialists for this field, a link is also provided. Note that if the versions have a very similar title and are in the author’s profile, the links will usually be created automatically.
Do stock market participation fees and capital income taxation matter? These are citations from works listed in RePEc that could be analyzed mechanically. International Journal heee MethodologySpringer, vol. In macro- economics and finance, dynamic, stochastic models are at the center of much of current research and academic policy advice.
Prof. Dr. Alfred Maußner
Models of Business Cycles, vol. There are no formal prerequisites, but knowledge of basic economic concepts and standard models is very helpful. See citations under working paper version above. For general information on how to correct material on RePEc, see these instructions.
Heer and Maussner vs. QuantEcon Website « Economics Job Market Rumors
Please note that most corrections can take a couple of weeks to filter through the various RePEc services. Semester Spring ,aussner Lecturers D. The course introduces some concepts of numerical analysis and presents the algorithms to solve the workhorse models of macro- economics and finance. Empirical facts and economic modelling ,” Computing in Economics and FinanceSociety for Computational Economics.
Marimon and Scott provide an excellent collection of articles by leading researchers in the field of dynamic macroeconomics. Maussne author has had 11 papers announced in NEP. Journal of MacroeconomicsDe Beer, vol. Please note that most corrections can take a couple of weeks to filter through the various RePEc services.
More information Research fields, statistics, top rankings, if available. Help us Corrections Found an error or omission? Representative Agent Models 4 sessions 3. Personal Details First Name: All material on this site has been provided by the respective publishers and authors.
Corrections All material on this site has been provided by the respective publishers and authors. Frontiers of Business Cycle Research, ed. Particular attention will be devoted to the class of complete markets Ramsey models representative agent models and incomplete markets Bewley models naussner agent modelsbut the scope of the methods is much broader.
A multi-sector business cycle analysis ,” Journal of Environmental Economics and ManagementElsevier, vol. Ljungqvist and Sargent ch.
The focus of this course is on the numerical implementation in a programming language like Matlab. Note that if the versions have a very similar title and are mausxner the author’s profile, the links will usually be created automatically.
In both cases, students will be required to put in some additional effort if they do not have this kind of knowledge. The aim of this course is to teach the students these methods. Dynamic General Equilibrium 11