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Computational Solution Of Large-Scale Macroeconometric Models
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Computational Solution Of Large-Scale Macroeconometric Models - neues Buch

ISBN: 9780792346562

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This book is the result of my doctoral dissertation research at the Department of Econometrics of the University of Geneva, Switzerland. This research was also partially financed by the Swiss National Science Foundation (grants 12- 31072.91 and 12-40300.94). First and foremost, I wish to express my deepest gratitude to Professor Manfred Gilli, my thesis supervisor, for his constant support and. This book is the result of my doctoral dissertation research at the Department of Econometrics of the University of Geneva, Switzerland. This research was also partially financed by the Swiss National Science Foundation (grants 12- 31072.91 and 12-40300.94). First and foremost, I wish to express my deepest gratitude to Professor Manfred Gilli, my thesis supervisor, for his constant support and help. I would also like to thank the president of my jury, Professor Fabrizio Carlevaro, as well as the other members of the jury, Professor Andrew Hughes Hallett, Professor Jean-Philippe Vial and Professor Gerhard Wanner. I am grateful to my colleagues and friends of the Departement of Econometrics, especially David Miceli who provided constant help and kind understanding during all the stages of my research. I would also like to thank Pascale Mignon for proofreading my text and im- proving my English. Finally, I am greatly indebted to my parents for their kindness and encourage- ments without which I could never have achieved my goals. Giorgio Pauletto Department of Econometrics, University of Geneva, Geneva, Switzerland Chapter 1 Introduction The purpose of this book is to present the available methodologies for the solution of large-scale macroeconometric models. This work reviews classical solution methods and introduces more recent techniques, such as parallel com- puting and nonstationary iterative algorithms. Books, Business, Finance and Law~~Economics~~Macroeconomics, Computational Solution Of Large-Scale Macroeconometric Models~~Book~~9780792346562~~Giorgio Pauletto, , , , , , , , , ,, [PU: Kluwer Academic Publishers]

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The purpose of this book is to present the available methodologies for the solution of large-scale macroeconometric models. This work reviews classical solution methods and introduces more recent techniques, such as parallel computing and nonstationary iterative algorithms. The development of new and more efficient computational techniques has significantly influenced research and practice in macroeconometric modeling. This volume supplies practitioners and researchers with both a The purpose of this book is to present the available methodologies for the solution of large-scale macroeconometric models. This work reviews classical solution methods and introduces more recent techniques, such as parallel computing and nonstationary iterative algorithms. The development of new and more efficient computational techniques has significantly influenced research and practice in macroeconometric modeling. This volume supplies practitioners and researchers with both a general presentation of numerical solution methods and specific discussions about particular problems encountered in the field. The work is organized into five chapters. Solution techniques for linear and nonlinear systems are reviewed and a graph-theoretical approach to perform this analysis is introduced. A model simulation on parallel computers of large-scale macroeconometric models is also described. Finally, a theoretical framework of rational expectation models is presented. Textbooks New, Books~~Business & Economics~~Econometrics, Computational-Solution-of-Large-Scale-Macroeconometric-Models~~Giorgio-Pauletto, 999999999, Computational Solution of Large-Scale Macroeconometric Models, Giorgio Pauletto, 0792346564, Springer US, , , , , Springer US

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Computational Solution of Large-Scale Macroeconometric Models (Advances in Computational Economics) - Giorgio Pauletto
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This book is the result of my doctoral dissertation research at the Department of Econometrics of the University of Geneva, Switzerland. This research was also partially financed by the Swiss National Science Foundation (grants 12- 31072.91 and 12-40300.94). First and foremost, I wish to express my deepest gratitude to Professor Manfred Gilli, my thesis supervisor, for his constant support and help. I would also like to thank the president of my jury, Professor Fabrizio Carlevaro, as well as the other members of the jury, Professor Andrew Hughes Hallett, Professor Jean-Philippe Vial and Professor Gerhard Wanner. I am grateful to my colleagues and friends of the Departement of Econometrics, especially David Miceli who provided constant help and kind understanding during all the stages of my research. I would also like to thank Pascale Mignon for proofreading my text and im- proving my English. Finally, I am greatly indebted to my parents for their kindness and encourage- ments without which I could never have achieved my goals. Giorgio Pauletto Department of Econometrics, University of Geneva, Geneva, Switzerland Chapter 1 Introduction The purpose of this book is to present the available methodologies for the solution of large-scale macroeconometric models. This work reviews classical solution methods and introduces more recent techniques, such as parallel com- puting and nonstationary iterative algorithms. business and finance,business and investing,econometrics,economic theory,economics,macroeconomics,popular economics,textbooks,theory Business & Investing, Springer

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[EAN: 9780792346562], Neubuch, [PU: Springer Aug 1997], MATHEMATIK / WIRTSCHAFTS- U. SOZIALWISSENSCHAFTEN; ÖKONOMETRIE, This item is printed on demand - Print on Demand Titel. - The purpose of this book is to present the available methodologies for the solution of large-scale macroeconometric models. This work reviews classical solution methods and introduces more recent techniques, such as parallel computing and nonstationary iterative algorithms. The development of new and more efficient computational techniques has significantly influenced research and practice in macroeconometric modeling. This volume supplies practitioners and researchers with both a general presentation of numerical solution methods and specific discussions about particular problems encountered in the field. The work is organized into five chapters. Solution techniques for linear and nonlinear systems are reviewed and a graph-theoretical approach to perform this analysis is introduced. A model simulation on parallel computers of large-scale macroeconometric models is also described. Finally, a theoretical framework of rational expectation models is presented. 184 pp. Englisch

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Hardback, [PU: Kluwer Academic Publishers], Presents the methodologies for the solution of large-scale macroeconometric models. This work reviews solution methods and introduces techniques, such as parallel computing and nonstationary iterative algorithms. It supplies practitioners and researchers with numerical solution methods and discussions about problems encountered in the field., Macroeconomics, Macroeconomics

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Details zum Buch
Computational Solution of Large-Scale Macroeconometric Models
Autor:

Pauletto, Giorgio

Titel:

Computational Solution of Large-Scale Macroeconometric Models

ISBN-Nummer:

0792346564

The purpose of this book is to present the available methodologies for the solution of large-scale macroeconometric models. This work reviews classical solution methods and introduces more recent techniques, such as parallel computing and nonstationary iterative algorithms. The development of new and more efficient computational techniques has significantly influenced research and practice in macroeconometric modeling. This volume supplies practitioners and researchers with both a general presentation of numerical solution methods and specific discussions about particular problems encountered in the field. The work is organized into five chapters. Solution techniques for linear and nonlinear systems are reviewed and a graph-theoretical approach to perform this analysis is introduced. A model simulation on parallel computers of large-scale macroeconometric models is also described. Finally, a theoretical framework of rational expectation models is presented.

Detailangaben zum Buch - Computational Solution of Large-Scale Macroeconometric Models


EAN (ISBN-13): 9780792346562
ISBN (ISBN-10): 0792346564
Gebundene Ausgabe
Erscheinungsjahr: 1997
Herausgeber: Springer-Verlag GmbH
184 Seiten
Gewicht: 0,444 kg
Sprache: eng/Englisch

Buch in der Datenbank seit 12.09.2007 10:02:14
Buch zuletzt gefunden am 03.09.2016 02:16:52
ISBN/EAN: 0792346564

ISBN - alternative Schreibweisen:
0-7923-4656-4, 978-0-7923-4656-2

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