Computational Economics

David A. Kendrick, P. Ruben Mercado, Hans M. Amman

  • 出版商: Princeton University
  • 出版日期: 2006-01-08
  • 售價: $1,400
  • 貴賓價: 9.8$1,372
  • 語言: 英文
  • 頁數: 456
  • 裝訂: Hardcover
  • ISBN: 069112549X
  • ISBN-13: 9780691125497
  • 相關分類: 經濟學 Economy
  • 下單後立即進貨 (約5~7天)

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商品描述

Description

The ability to conceptualize an economic problem verbally, to formulate it as a mathematical model, and then represent the mathematics in software so that the model can be solved on a computer is a crucial skill for economists. Computational Economics contains well-known models--and some brand-new ones--designed to help students move from verbal to mathematical to computational representations in economic modeling. The authors' focus, however, is not just on solving the models, but also on developing the ability to modify them to reflect one's interest and point of view. The result is a book that enables students to be creative in developing models that are relevant to the economic problems of their times.

Unlike other computational economics textbooks, this book is organized around economic topics, among them macroeconomics, microeconomics, and finance. The authors employ various software systems--including MATLAB, Mathematica, GAMS, the nonlinear programming solver in Excel, and the database systems in Access--to enable students to use the most advantageous system. The book progresses from relatively simple models to more complex ones, and includes appendices on the ins and outs of running each program.

The book is intended for use by advanced undergraduates and professional economists and even, as a first exposure to computational economics, by graduate students.

  • Organized by economic topics
  • Progresses from simple to more complex models
  • Includes instructions on numerous software systems
  • Encourages customization and creativity

 

Table of Contents

Preface ix
Introduction 1

PART I: Once Over Lightly ...

Growth

Chapter 1: Growth Model in Excel 9
Finance Chapter 2: Neural Nets in Excel 25

Microeconomics

Chapter 3: PartIal Equilibrium in Mathematica 37
Chapter 4: Transportation in GAMS 55

Database

Chapter 5: Databases in Access 67

Finance

Chapter 6: Thrift in GAMS (with Genevieve Solomon) 91
Chapter 7: Portfolio Model in MATLAB 119

PART II: Once More ...

Microeconomics

Chapter 8: General Equilibrium Models in GAMS 149

Game Theory

Chapter 9: Cournot Duopoly in Mathematica (with Daniel Gaynor) 173
Chapter 10: Stackelberg Duopoly in Mathematica (with Daniel Gaynor) 189
Chapter 11: Genetic Algorithms and Evolutionary Games in MATLAB 201

Finance

Chapter 12: Genetic Algorithms and Portfolio Models in MATLAB 223

Macroeconomics

Chapter 13: Macroeconomics in GAMS 247
Agent-Based Computational Economics Chapter 14: Agent-Based Model in MATLAB 267

Environmental Economics

Chapter 15: Global Warming in GAMS 291

Dynamic Optimization

Chapter 16: Dynamic Optimization in MATLAB 309

PART III: Special Topic:tochastic Control

Stochastic Control

Chapter 17: Stochastic Control in Duali 339
Chapter 18: Rational Expectations Macro in Duali 361

APPENDIXES
A. Running GAMS 389
B. Running Mathematica 391
C. Running the Solver in Excel 393
D. Ordered Sets in GAMS 394
E. Linearization and State-Space Representation of Hall and Taylor's Model 396
F. Introduction to Nonlinear Optimization Solvers 403
G. Linear Programming Solvers 407
H. The Stacking Method in GAMS 411
I. Running MATLAB 413
J. Obtaining the Steady State of the Growth Model 414

References 417
Index 425

商品描述(中文翻譯)

描述



將經濟問題以口語方式概念化,將其制定為數學模型,然後將數學表示轉化為軟體,以便在電腦上解決模型,對於經濟學家來說,這是一項至關重要的技能。《計算經濟學》包含了一些著名的模型,以及一些全新的模型,旨在幫助學生從口語到數學到計算的經濟建模過程中轉變。然而,作者的重點不僅僅在於解決這些模型,還在於培養修改模型以反映自己興趣和觀點的能力。結果是一本能夠讓學生在發展與當代經濟問題相關的模型方面具有創造力的書籍。


與其他計算經濟學教材不同,這本書以經濟主題為組織架構,包括宏觀經濟學、微觀經濟學和金融學等。作者使用各種軟體系統,包括MATLAB、Mathematica、GAMS、Excel中的非線性規劃求解器和Access中的數據庫系統,使學生能夠使用最有利的系統。本書從相對簡單的模型進展到更複雜的模型,並包含有關運行每個程序的詳細說明。


本書適用於高年級本科生和專業經濟學家,甚至可以作為研究生首次接觸計算經濟學的教材。





  • 按經濟主題組織

  • 從簡單到複雜的模型進展

  • 包含多種軟體系統的使用指南

  • 鼓勵自定義和創造力


 

目錄




前言 ix
引言 1


第一部分:簡要概述...


增長


第1章:Excel中的增長模型 9
金融 第2章:Excel中的神經網絡 25


微觀經濟學


第3章:Mathematica中的偏微分方程 37
第4章:GAMS中的運輸問題 55


數據庫


第5章:Access中的數據庫 67


金融


第6章:GAMS中的儲蓄問題(與Genevieve Solomon合著) 91
第7章:MATLAB中的投資組合模型 119


第二部分:再次概述...


微觀經濟學


第8章:GAMS中的一般均衡模型 149


博弈論


第9章:Mathematica中的Cournot壟斷模型(與Daniel Gaynor合著) 173
第10章:Mathematica中的Stackelberg壟斷模型(與Daniel Gaynor合著) 189
第11章:MATLAB中的遺傳算法和演化博弈 201


金融


第12章:MATLAB中的遺傳算法和投資組合模型 223


宏觀經濟學


第13章:GAMS中的宏觀經濟模型 247
基於代理的計算經濟學 第14章:MATLAB中的基於代理的模型 267


環境經濟學


第15章:GAMS中的全球變暖模型 291


動態優化


第16章:MATLAB中的動態優化 309


第三部分:特殊主題:隨機控制


隨機控制


第17章:Duali中的隨機控制 339
第18章:Duali中的理性預期宏觀模型 361


附錄
A. 運行GAMS 389
B. 運行Mathematica 391
C. 運行Excel中的求解器 393