Introduction to computational economics using Fortran:
Saved in:
| Main Authors: | , |
|---|---|
| Format: | Book |
| Language: | English |
| Published: |
Oxford, United Kingdom ; New York, NY, United States of America
Oxford University Press
2018
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| Edition: | First edition |
| Subjects: | |
| Online Access: | Inhaltsverzeichnis Klappentext |
| Physical Description: | xiii, 571 Seiten Diagramme |
| ISBN: | 9780198804390 9780198804406 |
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Record in the Search Index
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| adam_text | CONTENTS PART I AN INTRODUCTION TO FORTRAN 90 AND NUMERICAL METHODS 1 Fortran 90: A simple programming language 1.1 About Fortran in general 3 3 1.1.1 The history of Fortran 3 1.1.2 Why Fortran? 4 1.1.3 The workings of high-level programming languages 5 1.1.4 Fortran compilers for Windows, Mac, and Linux 6 1.2 Imperative Fortran programs 1.2.1 The general structure of Fortran programs 1.2.2 The declaration of variables 1.2.3 The basics of imperative programming 1.2.4 Control flow statements 6 7 7 8 11 1.2.5 The concept of arrays 16 1.3 Subroutines and functions 1.4 Modules and global variables 19 23 1.4.1 Storing code in a module 1.4.2 The concept of global variables 1.5 Installing the toolbox 1.6 Plotting graphs with the toolbox andGNUPIot 1.6.1 Two-dimensional plotting 1.6.2 Three-dimensional plotting 1.7 Further reading 1.8 Exercises 2 Numerical solution methods 2.1 Matrices, vectors, and linear equationsystems 2.1.1 Matrices and vectors in Fortran 2.1.2 Solving linear equation systems 2.2 Nonlinear equations and equationsystems 23 25 27 28 28 31 34 35 39 39 39 40 47 2.2.1 Bisection search in one dimension 48 2.2.2 Newton s method in one dimension 51 2.2.3 Fixed-point iteration methods 54 2.2.4 Multidimensional nonlinear equationsystems 2.3 Function minimization 56 60 2.3.1 The Golden-Search method 61 2.3.2 Brent s and Powell s algorithms 63 2.3.3 The problem of local and global minima 67
x 2.4 Numerical integration 2.4.1 Summed Newton-Cotes methods 2.4.2 Gaussian quadrature 2.5 Random variables, distributions, and simulation 2.5.1 Random variables and their distribution 2.5.2 Simulating realizations of random variables 2.6 Function approximation and interpolation 68 69 72 77 77 81 85 2.6.1 Polynominal interpolation 88 2.6.2 Piecewise polynomial interpolation 91 2.6.3 A two-dimensional interpolation example 95 2.7 Linear programming 102 2.7.2 The simplex algorithm 103 2.8 Further reading 2.9 Exercises PART II 100 2.7.1 Graphical solution to linear programs in standard form 105 106 COMPUTATIONAL ECONOMICS FOR BEGINNERS 3 The static general equilibrium model 3.1 The basic economy model 113 113 3.1.1 The command optimum 3.1.2 The market solution 113 115 3.1.3 Variable labour supply 119 3.1.4 Public sector and tax incidence analysis 120 3.2 Extensions of the basic model 123 3.2.1 Imperfect labour markets and unemployment policy 123 3.2.2 Intermediate goods in production 126 3.2.3 Open economies and international trade 3.3 Further reading 3.4 Exercises 130 134 134 4 Topics in finance and risk management 139 4.1 Mean-variance portfolio theory 139 4.1.1 Portfolio choice with risky assets 139 4.1.2 Introducing risk-free assets 4.1.3 Short-selling constraints 143 146 4.1.4 Monte Carlo minimization 4.2 Option pricing theory 149 151 4.2.1 The binomial approach by Cox-Ross-Rubinstein 152 4.2.2 The Black-Scholes formula 155 4.2.3 Numerical implementation of both approaches 158 4.2.4 Option pricing with Monte Carlo simulation 161
XI 4.3 Managing credit risk with corporate bonds 4.3.1 Modelling credit risk with a single corporatebond 4.3.2 Credit risk in a bond portfolio 164 164 173 4.4 Mortality risk management 184 4.4.1 Modelling longevity risk 184 4.4.2 Pricing and risk analysis of insuranceproducts 189 4.4.3 Optimization of a mortality portfolio 196 4.5 Appendix 198 4.6 Further reading 200 4.7 Exercises 201 5 The life-cycle model and intertemporal choice 5.1 Why do people save? 5.1.1 Optimal savings in a certain world 5.1.2 Uncertain labour income and precautionary savings 5.1.3 Uncertain capital and labour income 5.2 Where do people save and invest? 205 205 205 207 212 214 5.2.1 Uncertain capital income and portfolio choice 214 5.2.2 Uncertain lifespan and annuity choice 218 5.3 Further reading 221 5.4 Exercises 222 6 The overlapping generations model 225 6.1 General structure and long-run equilibrium 225 6.1.1 Demographics, behaviour and markets 6.1.2 Computation of the long-run equilibrium 225 229 6.1.3 Long-run analysis of policy reforms 232 6.2 Transitional dynamics and welfare analysis 234 6.2.1 Computation of transitional dynamics 6.2.2 Generational welfare and aggregate efficiency 6.2.3 Comprehensive analysis of policy reforms 235 240 245 6.3 Further reading 250 6.4 Exercises 250 7 Extending the OLG mode! 7.1 Accounting for variable labour supply 253 253 7.1.1 The household decision problem 254 7.1.2 Functional forms and numerical implementation 255 7.1.3 Simulation results and economic interpretations 258 7.1.4 A note on labour-augmenting technological progress 261 7.2 Human capital and
the growth process 263 7.2.1 Education investment and externalities 264 7.2.2 Numerical implementation and simulation 266
xii 7.2.3 Human-capital spillovers and endogenous growth 270 7.2.4 Numerical implementation and simulation 271 7.3 Longevity risk and annuitization 7.3.1 The households problem without annuity markets 274 274 7.3.2 Numerical implementation and simulation 277 7.3.3 Introducing private annuity markets 279 7.4 Further reading 282 7.5 Exercises 282 PART III ADVANCED COMPUTATIONAL ECONOMICS 8 Introduction to dynamic programming 8.1 Motivation: The cake-eating problem 289 289 8.1.1 The all-in-one solution 290 8.1.2 The dynamic programming approach 291 8.1.3 An analytical solution 295 8.2 Numerical solution by value function iteration 298 8.2.1 Grid search 301 8.2.2 Optimization and interpolation 306 8.3 Numerical solution by policy function iteration 313 8.3.1 Root-finding and interpolation 314 8.3.2 The method of endogenous gridpoints 316 8.4 Further reading 320 8.5 Exercises 321 9 Dynamic macro I: Infinite horizon models 323 9.1 The basic neoclassical growth model 323 9.1.1 The model economy 9.1.2 Numerical implementation 9.1.3 A model with a public sector 9.2 The stochastic growth model 324 329 334 341 9.2.1 Modelling aggregate uncertainty 341 9.2.2 A numerical implementation using discretized shocks 9.2.3 Simulating time paths 344 350 9.2.4 Speeding up the computational process 9.3 The real business-cycle model 9.3.1 A dynamic program with endogenous labour supply 352 354 354 9.3.2 Numerical implementation with policy function iteration 356 9.3.3 Comparing model results to the data 9.3.4 The welfare costs of business-cycle fluctuations 358 363 9.3.5 Procyclical vs. constant
government expenditure 369
xiii 9.4 The heterogeneous agent model 374 9.4.1 9.4.2 The basic setup Solving for market-clearing prices 374 377 9.4.3 Determining household policy functions 380 9.4.4 9.4.5 Aggregation of individual decisions Model parametrization and simulation 385 390 9.4.6 The optimum quantity of debt 394 9.5 Further reading 401 9.6 Exercises 401 10 Life-cycle choices and risk 406 10.1 Labour supply, savings, and risky earnings 406 10.1.1 The baseline model 10.1.2 The role of variable labour supply 10.1.3 Female labour-force participation 407 422 429 10.2 Portfolio choice and retirement savings 444 10.2.1 A model with stocks and bonds 10.2.2 The choice to buy annuities 444 469 10.2.3 Retirement savings in tax-favoured savings vehicles 478 10.3 Further reading 492 10.4 Exercises 493 11 Dynamic macro II: The stochastic OLG model 11.1 General structure and long-run equilibrium 505 505 11.1.1 Demographics, behaviour, and markets 11.1.2 Numerical implementation of steady-state equilibrium 506 512 11.1.3 Model parametrization and calibration 516 11.1.4 The initial equilibrium 11.1.5 Long-run analysis of policy reforms 521 523 11.2 Transitional dynamics and welfare analysis 525 11.2.1 Computation of transitional dynamics 525 11.2.2 Generational welfare and aggregate efficiency 527 11.3 Comprehensive analysis of policy reforms 539 11.3.1 The optimal size of the pension system 539 11.3.2 The optimal progressivity of the labour-income tax 544 11.3.3 Should capital income be taxed? 550 11.4 Further reading 556 11.5 Exercises 558 BIBLIOGRAPHY 561 INDEX 567
Introduction to Computational Economics Using Fortran is the essential guide to conducting economic research on a computer. It simplifies computational methods to enable a seamless introduction to using Fortran in economic research. Introduction to Computational Economics Using Fortran assumes no prior experience as it demonstrates how to apply the most important numerical methods conducted by computational economists. Accompanied by a handy toolbox, it offers various examples from economics and finance organized into self-contained chapters that speak to a diverse range of levels and academic backgrounds. Each topic is supported by an explanation of the theoretical background, a demonstration of how to implement the problem on the computer, and a discussion of simulation results. Readers can work through various exercises that promote practical experience and deepen their economic and technical insights. This textbook is accompanied by a website from which readers can download all program codes and receive technical information on how to install Fortran on their computer.
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| spelling | Fehr, Hans 1962- Verfasser (DE-588)121351807 aut Introduction to computational economics using Fortran Hans Fehr, Fabian Kindermann First edition Oxford, United Kingdom ; New York, NY, United States of America Oxford University Press 2018 xiii, 571 Seiten Diagramme txt rdacontent n rdamedia nc rdacarrier FORTRAN (DE-588)4017984-9 gnd rswk-swf Volkswirtschaftslehre (DE-588)4078943-3 gnd rswk-swf Computerunterstütztes Verfahren (DE-588)4139030-1 gnd rswk-swf Mathematisches Modell (DE-588)4114528-8 gnd rswk-swf (DE-588)4151278-9 Einführung gnd-content Volkswirtschaftslehre (DE-588)4078943-3 s Mathematisches Modell (DE-588)4114528-8 s Computerunterstütztes Verfahren (DE-588)4139030-1 s FORTRAN (DE-588)4017984-9 s DE-604 Kindermann, Fabian 1984- Verfasser (DE-588)135596025 aut Digitalisierung UB Regensburg - ADAM Catalogue Enrichment application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=030266548&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis Digitalisierung UB Regensburg - ADAM Catalogue Enrichment application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=030266548&sequence=000003&line_number=0002&func_code=DB_RECORDS&service_type=MEDIA Klappentext |
| spellingShingle | Fehr, Hans 1962- Kindermann, Fabian 1984- Introduction to computational economics using Fortran FORTRAN (DE-588)4017984-9 gnd Volkswirtschaftslehre (DE-588)4078943-3 gnd Computerunterstütztes Verfahren (DE-588)4139030-1 gnd Mathematisches Modell (DE-588)4114528-8 gnd |
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| title | Introduction to computational economics using Fortran |
| title_auth | Introduction to computational economics using Fortran |
| title_exact_search | Introduction to computational economics using Fortran |
| title_full | Introduction to computational economics using Fortran Hans Fehr, Fabian Kindermann |
| title_fullStr | Introduction to computational economics using Fortran Hans Fehr, Fabian Kindermann |
| title_full_unstemmed | Introduction to computational economics using Fortran Hans Fehr, Fabian Kindermann |
| title_short | Introduction to computational economics using Fortran |
| title_sort | introduction to computational economics using fortran |
| topic | FORTRAN (DE-588)4017984-9 gnd Volkswirtschaftslehre (DE-588)4078943-3 gnd Computerunterstütztes Verfahren (DE-588)4139030-1 gnd Mathematisches Modell (DE-588)4114528-8 gnd |
| topic_facet | FORTRAN Volkswirtschaftslehre Computerunterstütztes Verfahren Mathematisches Modell Einführung |
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