Introduction to dynamic macroeconomic general equilibrium models /:
This book offers an introductory step-by-step course in Dynamic Stochastic General Equilibrium (DSGE) modelling. Modern macroeconomic analysis is increasingly concerned with the construction, calibration and/or estimation and simulation of DSGE models. The book is intended for graduate students as a...
Saved in:
| Main Author: | |
|---|---|
| Format: | Electronic eBook |
| Language: | English |
| Published: |
Wilmington, Delaware :
Vernon Press,
2016.
|
| Series: | Vernon Series in Economic Methodology.
|
| Subjects: | |
| Online Access: | DE-862 DE-863 |
| Summary: | This book offers an introductory step-by-step course in Dynamic Stochastic General Equilibrium (DSGE) modelling. Modern macroeconomic analysis is increasingly concerned with the construction, calibration and/or estimation and simulation of DSGE models. The book is intended for graduate students as an introductory course to DSGE modelling and for those economists who would like a hands-on approach to learning the basics of modern dynamic macroeconomic modelling. The book starts with the simplest canonical neoclassical DSGE model and then gradually extends the basic framework incorporating a var. |
| Physical Description: | 1 online resource (269 pages) : illustrations, tables |
| ISBN: | 9781622730452 1622730453 |
Staff View
MARC
| LEADER | 00000cam a2200000 i 4500 | ||
|---|---|---|---|
| 001 | ZDB-4-EBA-ocn968696759 | ||
| 003 | OCoLC | ||
| 005 | 20241004212047.0 | ||
| 006 | m o d | ||
| 007 | cr cn||||||||| | ||
| 008 | 160826t20162016deua o 000 0 eng d | ||
| 040 | |a LLB |b eng |e rda |e pn |c LLB |d N$T |d LOA |d VLB |d OCLCF |d COCUF |d K6U |d CCO |d PIFAG |d FVL |d AGLDB |d U3W |d D6H |d WRM |d STF |d VNS |d OCLCQ |d VTS |d VT2 |d WYU |d OCLCQ |d TKN |d HS0 |d AJS |d OCLCO |d QGK |d OCLCQ |d OCLCO |d OCLCL | ||
| 019 | |a 1259199280 | ||
| 020 | |a 9781622730452 |q (electronic bk.) | ||
| 020 | |a 1622730453 |q (electronic bk.) | ||
| 020 | |z 9781622730308 | ||
| 035 | |a (OCoLC)968696759 |z (OCoLC)1259199280 | ||
| 050 | 4 | |a HB172.5 |b .T677 2016eb | |
| 072 | 7 | |a BUS |x 039000 |2 bisacsh | |
| 072 | 7 | |a POL |x 023000 |2 bisacsh | |
| 082 | 7 | |a 339 |2 23 | |
| 049 | |a MAIN | ||
| 100 | 1 | |a Torres, José L., |e author. | |
| 245 | 1 | 0 | |a Introduction to dynamic macroeconomic general equilibrium models / |c José L. Torres. |
| 264 | 1 | |a Wilmington, Delaware : |b Vernon Press, |c 2016. | |
| 264 | 4 | |c ©2016 | |
| 300 | |a 1 online resource (269 pages) : |b illustrations, tables | ||
| 336 | |a text |b txt |2 rdacontent | ||
| 337 | |a computer |b c |2 rdamedia | ||
| 338 | |a online resource |b cr |2 rdacarrier | ||
| 490 | 1 | |a Vernon Series in Economic Methodology | |
| 588 | 0 | |a Online resource; title from PDF title page (ebrary, viewed August 25, 2016). | |
| 505 | 0 | |a I Introduction to DSGE modelling; 1 Introduction; 1.1 Macroeconomic DSGE Modelling; 1.2 DSGE software; 1.3 Book organization; 2 The Canonical Dynamic Macroeconomic General Equilibrium model; 2.1 Introduction; 2.2 Households; 2.2.1 Alternative functional forms for the utility function; 2.3 The firms; 2.3.1 Alternative functional forms of the production function; 2.4 Model Equilibrium; 2.4.1 Model Equilibrium (Competitive Equilibrium); 2.4.2 Model Equilibrium (Central Planning); 2.5 The Steady State; 2.6 The Dynamic Stochastic General Equilibrium model | |
| 505 | 8 | |a 2.7 Equations of the model and calibration2.7.1 Equilibrium equations; 2.7.2 Calibration; 2.8 Aggregate productivity shock; 2.9 Conclusions; II Deviations from the Permanent Income-Life Cycle hypothesis; 3 Habit Formation; 3.1 Introduction; 3.2 Habit formation; 3.3 The model; 3.3.1 Households; 3.3.2 The firms; 3.3.3 Equilibrium; 3.4 Equations of the model and calibration; 3.5 Total Factor Productivity shock; 3.6 Conclusions; 4 Non-Ricardian Agents; 4.1 Introduction; 4.2 Ricardian and Non-Ricardian Agents; 4.3 The model; 4.3.1 Ricardian Households; 4.3.2 Non-Ricardian Households | |
| 505 | 8 | |a 4.3.3 Aggregation4.3.4 The firms; 4.3.5 Equilibrium of the model; 4.4 Equations of the model and calibration; 4.5 Total Factor Productivity shock; 4.6 Conclusions; III Investment and Capital Accumulation; 5 Investment adjustment costs; 5.1 Introduction; 5.2 Investment adjustment costs; 5.3 The model; 5.3.1 Households; 5.3.2 The firms; 5.3.3 Equilibrium of the model; 5.4 Equations of the model and calibration; 5.5 Total Factor Productivity Shock; 5.6 Conclusions; 6 Investment-Specific Technological Change; 6.1 Introduction; 6.2 Investment-specific technological change; 6.3 The model | |
| 505 | 8 | |a 6.3.1 Households6.3.2 The firms; 6.3.3 Equilibrium of the model; 6.3.4 The balanced growth path; 6.4 Equations of the model and calibration; 6.5 Investment-Specific Technological shock; 6.6 Conclusions; IV The government; 7 Taxes; 7.1 Introduction; 7.2 Taxes; 7.3 The model; 7.3.1 Households; 7.3.2 The firms; 7.3.3 The government; 7.3.4 Equilibrium of the model; 7.4 Equations of the model and calibration; 7.5 The Laffer curve; 7.6 Taxes changes; 7.7 Total Factor Productivity shock; 7.8 Conclusions; 8 Public Spending; 8.1 Introduction; 8.2 Public spending; 8.3 The model; 8.3.1 Households | |
| 505 | 8 | |a 8.3.2 The firms8.3.3 The government; 8.3.4 Equilibrium of the model; 8.3.5 An alternative functional form for aggregate consumption; 8.4 Equations of the model and calibration; 8.5 Public consumption change; 8.6 Conclusions; 9 Public Capital; 9.1 Introduction; 9.2 Public capital; 9.3 The model; 9.3.1 Households; 9.3.2 Firms; 9.3.3 The government; 9.3.4 Equilibrium of the model; 9.4 Equations of the model and calibration; 9.5 Public investment shock; 9.6 Conclusions; V Time Decisions; 10 Human Capital; 10.1 Introduction; 10.2 Human Capital; 10.3 The Model; 10.3.1 Households; 10.3.2 Firms | |
| 520 | |a This book offers an introductory step-by-step course in Dynamic Stochastic General Equilibrium (DSGE) modelling. Modern macroeconomic analysis is increasingly concerned with the construction, calibration and/or estimation and simulation of DSGE models. The book is intended for graduate students as an introductory course to DSGE modelling and for those economists who would like a hands-on approach to learning the basics of modern dynamic macroeconomic modelling. The book starts with the simplest canonical neoclassical DSGE model and then gradually extends the basic framework incorporating a var. | ||
| 650 | 0 | |a Macroeconomics. |0 http://id.loc.gov/authorities/subjects/sh85079443 | |
| 650 | 0 | |a Equilibrium (Economics) |0 http://id.loc.gov/authorities/subjects/sh85044538 | |
| 650 | 6 | |a Macroéconomie. | |
| 650 | 7 | |a BUSINESS & ECONOMICS |x Economics |x Macroeconomics. |2 bisacsh | |
| 650 | 7 | |a POLITICAL SCIENCE |x Economic Conditions. |2 bisacsh | |
| 650 | 7 | |a Equilibrium (Economics) |2 fast | |
| 650 | 7 | |a Macroeconomics |2 fast | |
| 758 | |i has work: |a Introduction to dynamic macroeconomic general equilibrium models (Text) |1 https://id.oclc.org/worldcat/entity/E39PCFQt8h7gmwRWwTxdK7hYCP |4 https://id.oclc.org/worldcat/ontology/hasWork | ||
| 776 | 0 | 8 | |i Print version: |a Torres, José L. |t Introduction to dynamic macroeconomic general equilibrium models. |d Wilmington, Delaware : Vernon Press, ©2016 |h approximately 269 pages |k Vernon Series in Economic Methodology |z 9781622730308 |
| 830 | 0 | |a Vernon Series in Economic Methodology. | |
| 966 | 4 | 0 | |l DE-862 |p ZDB-4-EBA |q FWS_PDA_EBA |u https://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&AN=1238569 |3 Volltext |
| 966 | 4 | 0 | |l DE-863 |p ZDB-4-EBA |q FWS_PDA_EBA |u https://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&AN=1238569 |3 Volltext |
| 936 | |a BATCHLOAD | ||
| 938 | |a EBSCOhost |b EBSC |n 1238569 | ||
| 994 | |a 92 |b GEBAY | ||
| 912 | |a ZDB-4-EBA | ||
| 049 | |a DE-862 | ||
| 049 | |a DE-863 | ||
Record in the Search Index
| DE-BY-FWS_katkey | ZDB-4-EBA-ocn968696759 |
|---|---|
| _version_ | 1826942139351695360 |
| adam_text | |
| any_adam_object | |
| author | Torres, José L. |
| author_facet | Torres, José L. |
| author_role | aut |
| author_sort | Torres, José L. |
| author_variant | j l t jl jlt |
| building | Verbundindex |
| bvnumber | localFWS |
| callnumber-first | H - Social Science |
| callnumber-label | HB172 |
| callnumber-raw | HB172.5 .T677 2016eb |
| callnumber-search | HB172.5 .T677 2016eb |
| callnumber-sort | HB 3172.5 T677 42016EB |
| callnumber-subject | HB - Economic Theory and Demography |
| collection | ZDB-4-EBA |
| contents | I Introduction to DSGE modelling; 1 Introduction; 1.1 Macroeconomic DSGE Modelling; 1.2 DSGE software; 1.3 Book organization; 2 The Canonical Dynamic Macroeconomic General Equilibrium model; 2.1 Introduction; 2.2 Households; 2.2.1 Alternative functional forms for the utility function; 2.3 The firms; 2.3.1 Alternative functional forms of the production function; 2.4 Model Equilibrium; 2.4.1 Model Equilibrium (Competitive Equilibrium); 2.4.2 Model Equilibrium (Central Planning); 2.5 The Steady State; 2.6 The Dynamic Stochastic General Equilibrium model 2.7 Equations of the model and calibration2.7.1 Equilibrium equations; 2.7.2 Calibration; 2.8 Aggregate productivity shock; 2.9 Conclusions; II Deviations from the Permanent Income-Life Cycle hypothesis; 3 Habit Formation; 3.1 Introduction; 3.2 Habit formation; 3.3 The model; 3.3.1 Households; 3.3.2 The firms; 3.3.3 Equilibrium; 3.4 Equations of the model and calibration; 3.5 Total Factor Productivity shock; 3.6 Conclusions; 4 Non-Ricardian Agents; 4.1 Introduction; 4.2 Ricardian and Non-Ricardian Agents; 4.3 The model; 4.3.1 Ricardian Households; 4.3.2 Non-Ricardian Households 4.3.3 Aggregation4.3.4 The firms; 4.3.5 Equilibrium of the model; 4.4 Equations of the model and calibration; 4.5 Total Factor Productivity shock; 4.6 Conclusions; III Investment and Capital Accumulation; 5 Investment adjustment costs; 5.1 Introduction; 5.2 Investment adjustment costs; 5.3 The model; 5.3.1 Households; 5.3.2 The firms; 5.3.3 Equilibrium of the model; 5.4 Equations of the model and calibration; 5.5 Total Factor Productivity Shock; 5.6 Conclusions; 6 Investment-Specific Technological Change; 6.1 Introduction; 6.2 Investment-specific technological change; 6.3 The model 6.3.1 Households6.3.2 The firms; 6.3.3 Equilibrium of the model; 6.3.4 The balanced growth path; 6.4 Equations of the model and calibration; 6.5 Investment-Specific Technological shock; 6.6 Conclusions; IV The government; 7 Taxes; 7.1 Introduction; 7.2 Taxes; 7.3 The model; 7.3.1 Households; 7.3.2 The firms; 7.3.3 The government; 7.3.4 Equilibrium of the model; 7.4 Equations of the model and calibration; 7.5 The Laffer curve; 7.6 Taxes changes; 7.7 Total Factor Productivity shock; 7.8 Conclusions; 8 Public Spending; 8.1 Introduction; 8.2 Public spending; 8.3 The model; 8.3.1 Households 8.3.2 The firms8.3.3 The government; 8.3.4 Equilibrium of the model; 8.3.5 An alternative functional form for aggregate consumption; 8.4 Equations of the model and calibration; 8.5 Public consumption change; 8.6 Conclusions; 9 Public Capital; 9.1 Introduction; 9.2 Public capital; 9.3 The model; 9.3.1 Households; 9.3.2 Firms; 9.3.3 The government; 9.3.4 Equilibrium of the model; 9.4 Equations of the model and calibration; 9.5 Public investment shock; 9.6 Conclusions; V Time Decisions; 10 Human Capital; 10.1 Introduction; 10.2 Human Capital; 10.3 The Model; 10.3.1 Households; 10.3.2 Firms |
| ctrlnum | (OCoLC)968696759 |
| dewey-full | 339 |
| dewey-hundreds | 300 - Social sciences |
| dewey-ones | 339 - Macroeconomics and related topics |
| dewey-raw | 339 |
| dewey-search | 339 |
| dewey-sort | 3339 |
| dewey-tens | 330 - Economics |
| discipline | Wirtschaftswissenschaften |
| format | Electronic eBook |
| fullrecord | <?xml version="1.0" encoding="UTF-8"?><collection xmlns="http://www.loc.gov/MARC21/slim"><record><leader>06082cam a2200589 i 4500</leader><controlfield tag="001">ZDB-4-EBA-ocn968696759</controlfield><controlfield tag="003">OCoLC</controlfield><controlfield tag="005">20241004212047.0</controlfield><controlfield tag="006">m o d </controlfield><controlfield tag="007">cr cn|||||||||</controlfield><controlfield tag="008">160826t20162016deua o 000 0 eng d</controlfield><datafield tag="040" ind1=" " ind2=" "><subfield code="a">LLB</subfield><subfield code="b">eng</subfield><subfield code="e">rda</subfield><subfield code="e">pn</subfield><subfield code="c">LLB</subfield><subfield code="d">N$T</subfield><subfield code="d">LOA</subfield><subfield code="d">VLB</subfield><subfield code="d">OCLCF</subfield><subfield code="d">COCUF</subfield><subfield code="d">K6U</subfield><subfield code="d">CCO</subfield><subfield code="d">PIFAG</subfield><subfield code="d">FVL</subfield><subfield code="d">AGLDB</subfield><subfield code="d">U3W</subfield><subfield code="d">D6H</subfield><subfield code="d">WRM</subfield><subfield code="d">STF</subfield><subfield code="d">VNS</subfield><subfield code="d">OCLCQ</subfield><subfield code="d">VTS</subfield><subfield code="d">VT2</subfield><subfield code="d">WYU</subfield><subfield code="d">OCLCQ</subfield><subfield code="d">TKN</subfield><subfield code="d">HS0</subfield><subfield code="d">AJS</subfield><subfield code="d">OCLCO</subfield><subfield code="d">QGK</subfield><subfield code="d">OCLCQ</subfield><subfield code="d">OCLCO</subfield><subfield code="d">OCLCL</subfield></datafield><datafield tag="019" ind1=" " ind2=" "><subfield code="a">1259199280</subfield></datafield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">9781622730452</subfield><subfield code="q">(electronic bk.)</subfield></datafield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">1622730453</subfield><subfield code="q">(electronic bk.)</subfield></datafield><datafield tag="020" ind1=" " ind2=" "><subfield code="z">9781622730308</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(OCoLC)968696759</subfield><subfield code="z">(OCoLC)1259199280</subfield></datafield><datafield tag="050" ind1=" " ind2="4"><subfield code="a">HB172.5</subfield><subfield code="b">.T677 2016eb</subfield></datafield><datafield tag="072" ind1=" " ind2="7"><subfield code="a">BUS</subfield><subfield code="x">039000</subfield><subfield code="2">bisacsh</subfield></datafield><datafield tag="072" ind1=" " ind2="7"><subfield code="a">POL</subfield><subfield code="x">023000</subfield><subfield code="2">bisacsh</subfield></datafield><datafield tag="082" ind1="7" ind2=" "><subfield code="a">339</subfield><subfield code="2">23</subfield></datafield><datafield tag="049" ind1=" " ind2=" "><subfield code="a">MAIN</subfield></datafield><datafield tag="100" ind1="1" ind2=" "><subfield code="a">Torres, José L.,</subfield><subfield code="e">author.</subfield></datafield><datafield tag="245" ind1="1" ind2="0"><subfield code="a">Introduction to dynamic macroeconomic general equilibrium models /</subfield><subfield code="c">José L. Torres.</subfield></datafield><datafield tag="264" ind1=" " ind2="1"><subfield code="a">Wilmington, Delaware :</subfield><subfield code="b">Vernon Press,</subfield><subfield code="c">2016.</subfield></datafield><datafield tag="264" ind1=" " ind2="4"><subfield code="c">©2016</subfield></datafield><datafield tag="300" ind1=" " ind2=" "><subfield code="a">1 online resource (269 pages) :</subfield><subfield code="b">illustrations, tables</subfield></datafield><datafield tag="336" ind1=" " ind2=" "><subfield code="a">text</subfield><subfield code="b">txt</subfield><subfield code="2">rdacontent</subfield></datafield><datafield tag="337" ind1=" " ind2=" "><subfield code="a">computer</subfield><subfield code="b">c</subfield><subfield code="2">rdamedia</subfield></datafield><datafield tag="338" ind1=" " ind2=" "><subfield code="a">online resource</subfield><subfield code="b">cr</subfield><subfield code="2">rdacarrier</subfield></datafield><datafield tag="490" ind1="1" ind2=" "><subfield code="a">Vernon Series in Economic Methodology</subfield></datafield><datafield tag="588" ind1="0" ind2=" "><subfield code="a">Online resource; title from PDF title page (ebrary, viewed August 25, 2016).</subfield></datafield><datafield tag="505" ind1="0" ind2=" "><subfield code="a">I Introduction to DSGE modelling; 1 Introduction; 1.1 Macroeconomic DSGE Modelling; 1.2 DSGE software; 1.3 Book organization; 2 The Canonical Dynamic Macroeconomic General Equilibrium model; 2.1 Introduction; 2.2 Households; 2.2.1 Alternative functional forms for the utility function; 2.3 The firms; 2.3.1 Alternative functional forms of the production function; 2.4 Model Equilibrium; 2.4.1 Model Equilibrium (Competitive Equilibrium); 2.4.2 Model Equilibrium (Central Planning); 2.5 The Steady State; 2.6 The Dynamic Stochastic General Equilibrium model</subfield></datafield><datafield tag="505" ind1="8" ind2=" "><subfield code="a">2.7 Equations of the model and calibration2.7.1 Equilibrium equations; 2.7.2 Calibration; 2.8 Aggregate productivity shock; 2.9 Conclusions; II Deviations from the Permanent Income-Life Cycle hypothesis; 3 Habit Formation; 3.1 Introduction; 3.2 Habit formation; 3.3 The model; 3.3.1 Households; 3.3.2 The firms; 3.3.3 Equilibrium; 3.4 Equations of the model and calibration; 3.5 Total Factor Productivity shock; 3.6 Conclusions; 4 Non-Ricardian Agents; 4.1 Introduction; 4.2 Ricardian and Non-Ricardian Agents; 4.3 The model; 4.3.1 Ricardian Households; 4.3.2 Non-Ricardian Households</subfield></datafield><datafield tag="505" ind1="8" ind2=" "><subfield code="a">4.3.3 Aggregation4.3.4 The firms; 4.3.5 Equilibrium of the model; 4.4 Equations of the model and calibration; 4.5 Total Factor Productivity shock; 4.6 Conclusions; III Investment and Capital Accumulation; 5 Investment adjustment costs; 5.1 Introduction; 5.2 Investment adjustment costs; 5.3 The model; 5.3.1 Households; 5.3.2 The firms; 5.3.3 Equilibrium of the model; 5.4 Equations of the model and calibration; 5.5 Total Factor Productivity Shock; 5.6 Conclusions; 6 Investment-Specific Technological Change; 6.1 Introduction; 6.2 Investment-specific technological change; 6.3 The model</subfield></datafield><datafield tag="505" ind1="8" ind2=" "><subfield code="a">6.3.1 Households6.3.2 The firms; 6.3.3 Equilibrium of the model; 6.3.4 The balanced growth path; 6.4 Equations of the model and calibration; 6.5 Investment-Specific Technological shock; 6.6 Conclusions; IV The government; 7 Taxes; 7.1 Introduction; 7.2 Taxes; 7.3 The model; 7.3.1 Households; 7.3.2 The firms; 7.3.3 The government; 7.3.4 Equilibrium of the model; 7.4 Equations of the model and calibration; 7.5 The Laffer curve; 7.6 Taxes changes; 7.7 Total Factor Productivity shock; 7.8 Conclusions; 8 Public Spending; 8.1 Introduction; 8.2 Public spending; 8.3 The model; 8.3.1 Households</subfield></datafield><datafield tag="505" ind1="8" ind2=" "><subfield code="a">8.3.2 The firms8.3.3 The government; 8.3.4 Equilibrium of the model; 8.3.5 An alternative functional form for aggregate consumption; 8.4 Equations of the model and calibration; 8.5 Public consumption change; 8.6 Conclusions; 9 Public Capital; 9.1 Introduction; 9.2 Public capital; 9.3 The model; 9.3.1 Households; 9.3.2 Firms; 9.3.3 The government; 9.3.4 Equilibrium of the model; 9.4 Equations of the model and calibration; 9.5 Public investment shock; 9.6 Conclusions; V Time Decisions; 10 Human Capital; 10.1 Introduction; 10.2 Human Capital; 10.3 The Model; 10.3.1 Households; 10.3.2 Firms</subfield></datafield><datafield tag="520" ind1=" " ind2=" "><subfield code="a">This book offers an introductory step-by-step course in Dynamic Stochastic General Equilibrium (DSGE) modelling. Modern macroeconomic analysis is increasingly concerned with the construction, calibration and/or estimation and simulation of DSGE models. The book is intended for graduate students as an introductory course to DSGE modelling and for those economists who would like a hands-on approach to learning the basics of modern dynamic macroeconomic modelling. The book starts with the simplest canonical neoclassical DSGE model and then gradually extends the basic framework incorporating a var.</subfield></datafield><datafield tag="650" ind1=" " ind2="0"><subfield code="a">Macroeconomics.</subfield><subfield code="0">http://id.loc.gov/authorities/subjects/sh85079443</subfield></datafield><datafield tag="650" ind1=" " ind2="0"><subfield code="a">Equilibrium (Economics)</subfield><subfield code="0">http://id.loc.gov/authorities/subjects/sh85044538</subfield></datafield><datafield tag="650" ind1=" " ind2="6"><subfield code="a">Macroéconomie.</subfield></datafield><datafield tag="650" ind1=" " ind2="7"><subfield code="a">BUSINESS & ECONOMICS</subfield><subfield code="x">Economics</subfield><subfield code="x">Macroeconomics.</subfield><subfield code="2">bisacsh</subfield></datafield><datafield tag="650" ind1=" " ind2="7"><subfield code="a">POLITICAL SCIENCE</subfield><subfield code="x">Economic Conditions.</subfield><subfield code="2">bisacsh</subfield></datafield><datafield tag="650" ind1=" " ind2="7"><subfield code="a">Equilibrium (Economics)</subfield><subfield code="2">fast</subfield></datafield><datafield tag="650" ind1=" " ind2="7"><subfield code="a">Macroeconomics</subfield><subfield code="2">fast</subfield></datafield><datafield tag="758" ind1=" " ind2=" "><subfield code="i">has work:</subfield><subfield code="a">Introduction to dynamic macroeconomic general equilibrium models (Text)</subfield><subfield code="1">https://id.oclc.org/worldcat/entity/E39PCFQt8h7gmwRWwTxdK7hYCP</subfield><subfield code="4">https://id.oclc.org/worldcat/ontology/hasWork</subfield></datafield><datafield tag="776" ind1="0" ind2="8"><subfield code="i">Print version:</subfield><subfield code="a">Torres, José L.</subfield><subfield code="t">Introduction to dynamic macroeconomic general equilibrium models.</subfield><subfield code="d">Wilmington, Delaware : Vernon Press, ©2016</subfield><subfield code="h">approximately 269 pages</subfield><subfield code="k">Vernon Series in Economic Methodology</subfield><subfield code="z">9781622730308</subfield></datafield><datafield tag="830" ind1=" " ind2="0"><subfield code="a">Vernon Series in Economic Methodology.</subfield></datafield><datafield tag="966" ind1="4" ind2="0"><subfield code="l">DE-862</subfield><subfield code="p">ZDB-4-EBA</subfield><subfield code="q">FWS_PDA_EBA</subfield><subfield code="u">https://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&AN=1238569</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="966" ind1="4" ind2="0"><subfield code="l">DE-863</subfield><subfield code="p">ZDB-4-EBA</subfield><subfield code="q">FWS_PDA_EBA</subfield><subfield code="u">https://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&AN=1238569</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="936" ind1=" " ind2=" "><subfield code="a">BATCHLOAD</subfield></datafield><datafield tag="938" ind1=" " ind2=" "><subfield code="a">EBSCOhost</subfield><subfield code="b">EBSC</subfield><subfield code="n">1238569</subfield></datafield><datafield tag="994" ind1=" " ind2=" "><subfield code="a">92</subfield><subfield code="b">GEBAY</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">ZDB-4-EBA</subfield></datafield><datafield tag="049" ind1=" " ind2=" "><subfield code="a">DE-862</subfield></datafield><datafield tag="049" ind1=" " ind2=" "><subfield code="a">DE-863</subfield></datafield></record></collection> |
| id | ZDB-4-EBA-ocn968696759 |
| illustrated | Illustrated |
| indexdate | 2025-03-18T14:23:15Z |
| institution | BVB |
| isbn | 9781622730452 1622730453 |
| language | English |
| oclc_num | 968696759 |
| open_access_boolean | |
| owner | MAIN DE-862 DE-BY-FWS DE-863 DE-BY-FWS |
| owner_facet | MAIN DE-862 DE-BY-FWS DE-863 DE-BY-FWS |
| physical | 1 online resource (269 pages) : illustrations, tables |
| psigel | ZDB-4-EBA FWS_PDA_EBA ZDB-4-EBA |
| publishDate | 2016 |
| publishDateSearch | 2016 |
| publishDateSort | 2016 |
| publisher | Vernon Press, |
| record_format | marc |
| series | Vernon Series in Economic Methodology. |
| series2 | Vernon Series in Economic Methodology |
| spelling | Torres, José L., author. Introduction to dynamic macroeconomic general equilibrium models / José L. Torres. Wilmington, Delaware : Vernon Press, 2016. ©2016 1 online resource (269 pages) : illustrations, tables text txt rdacontent computer c rdamedia online resource cr rdacarrier Vernon Series in Economic Methodology Online resource; title from PDF title page (ebrary, viewed August 25, 2016). I Introduction to DSGE modelling; 1 Introduction; 1.1 Macroeconomic DSGE Modelling; 1.2 DSGE software; 1.3 Book organization; 2 The Canonical Dynamic Macroeconomic General Equilibrium model; 2.1 Introduction; 2.2 Households; 2.2.1 Alternative functional forms for the utility function; 2.3 The firms; 2.3.1 Alternative functional forms of the production function; 2.4 Model Equilibrium; 2.4.1 Model Equilibrium (Competitive Equilibrium); 2.4.2 Model Equilibrium (Central Planning); 2.5 The Steady State; 2.6 The Dynamic Stochastic General Equilibrium model 2.7 Equations of the model and calibration2.7.1 Equilibrium equations; 2.7.2 Calibration; 2.8 Aggregate productivity shock; 2.9 Conclusions; II Deviations from the Permanent Income-Life Cycle hypothesis; 3 Habit Formation; 3.1 Introduction; 3.2 Habit formation; 3.3 The model; 3.3.1 Households; 3.3.2 The firms; 3.3.3 Equilibrium; 3.4 Equations of the model and calibration; 3.5 Total Factor Productivity shock; 3.6 Conclusions; 4 Non-Ricardian Agents; 4.1 Introduction; 4.2 Ricardian and Non-Ricardian Agents; 4.3 The model; 4.3.1 Ricardian Households; 4.3.2 Non-Ricardian Households 4.3.3 Aggregation4.3.4 The firms; 4.3.5 Equilibrium of the model; 4.4 Equations of the model and calibration; 4.5 Total Factor Productivity shock; 4.6 Conclusions; III Investment and Capital Accumulation; 5 Investment adjustment costs; 5.1 Introduction; 5.2 Investment adjustment costs; 5.3 The model; 5.3.1 Households; 5.3.2 The firms; 5.3.3 Equilibrium of the model; 5.4 Equations of the model and calibration; 5.5 Total Factor Productivity Shock; 5.6 Conclusions; 6 Investment-Specific Technological Change; 6.1 Introduction; 6.2 Investment-specific technological change; 6.3 The model 6.3.1 Households6.3.2 The firms; 6.3.3 Equilibrium of the model; 6.3.4 The balanced growth path; 6.4 Equations of the model and calibration; 6.5 Investment-Specific Technological shock; 6.6 Conclusions; IV The government; 7 Taxes; 7.1 Introduction; 7.2 Taxes; 7.3 The model; 7.3.1 Households; 7.3.2 The firms; 7.3.3 The government; 7.3.4 Equilibrium of the model; 7.4 Equations of the model and calibration; 7.5 The Laffer curve; 7.6 Taxes changes; 7.7 Total Factor Productivity shock; 7.8 Conclusions; 8 Public Spending; 8.1 Introduction; 8.2 Public spending; 8.3 The model; 8.3.1 Households 8.3.2 The firms8.3.3 The government; 8.3.4 Equilibrium of the model; 8.3.5 An alternative functional form for aggregate consumption; 8.4 Equations of the model and calibration; 8.5 Public consumption change; 8.6 Conclusions; 9 Public Capital; 9.1 Introduction; 9.2 Public capital; 9.3 The model; 9.3.1 Households; 9.3.2 Firms; 9.3.3 The government; 9.3.4 Equilibrium of the model; 9.4 Equations of the model and calibration; 9.5 Public investment shock; 9.6 Conclusions; V Time Decisions; 10 Human Capital; 10.1 Introduction; 10.2 Human Capital; 10.3 The Model; 10.3.1 Households; 10.3.2 Firms This book offers an introductory step-by-step course in Dynamic Stochastic General Equilibrium (DSGE) modelling. Modern macroeconomic analysis is increasingly concerned with the construction, calibration and/or estimation and simulation of DSGE models. The book is intended for graduate students as an introductory course to DSGE modelling and for those economists who would like a hands-on approach to learning the basics of modern dynamic macroeconomic modelling. The book starts with the simplest canonical neoclassical DSGE model and then gradually extends the basic framework incorporating a var. Macroeconomics. http://id.loc.gov/authorities/subjects/sh85079443 Equilibrium (Economics) http://id.loc.gov/authorities/subjects/sh85044538 Macroéconomie. BUSINESS & ECONOMICS Economics Macroeconomics. bisacsh POLITICAL SCIENCE Economic Conditions. bisacsh Equilibrium (Economics) fast Macroeconomics fast has work: Introduction to dynamic macroeconomic general equilibrium models (Text) https://id.oclc.org/worldcat/entity/E39PCFQt8h7gmwRWwTxdK7hYCP https://id.oclc.org/worldcat/ontology/hasWork Print version: Torres, José L. Introduction to dynamic macroeconomic general equilibrium models. Wilmington, Delaware : Vernon Press, ©2016 approximately 269 pages Vernon Series in Economic Methodology 9781622730308 Vernon Series in Economic Methodology. |
| spellingShingle | Torres, José L. Introduction to dynamic macroeconomic general equilibrium models / Vernon Series in Economic Methodology. I Introduction to DSGE modelling; 1 Introduction; 1.1 Macroeconomic DSGE Modelling; 1.2 DSGE software; 1.3 Book organization; 2 The Canonical Dynamic Macroeconomic General Equilibrium model; 2.1 Introduction; 2.2 Households; 2.2.1 Alternative functional forms for the utility function; 2.3 The firms; 2.3.1 Alternative functional forms of the production function; 2.4 Model Equilibrium; 2.4.1 Model Equilibrium (Competitive Equilibrium); 2.4.2 Model Equilibrium (Central Planning); 2.5 The Steady State; 2.6 The Dynamic Stochastic General Equilibrium model 2.7 Equations of the model and calibration2.7.1 Equilibrium equations; 2.7.2 Calibration; 2.8 Aggregate productivity shock; 2.9 Conclusions; II Deviations from the Permanent Income-Life Cycle hypothesis; 3 Habit Formation; 3.1 Introduction; 3.2 Habit formation; 3.3 The model; 3.3.1 Households; 3.3.2 The firms; 3.3.3 Equilibrium; 3.4 Equations of the model and calibration; 3.5 Total Factor Productivity shock; 3.6 Conclusions; 4 Non-Ricardian Agents; 4.1 Introduction; 4.2 Ricardian and Non-Ricardian Agents; 4.3 The model; 4.3.1 Ricardian Households; 4.3.2 Non-Ricardian Households 4.3.3 Aggregation4.3.4 The firms; 4.3.5 Equilibrium of the model; 4.4 Equations of the model and calibration; 4.5 Total Factor Productivity shock; 4.6 Conclusions; III Investment and Capital Accumulation; 5 Investment adjustment costs; 5.1 Introduction; 5.2 Investment adjustment costs; 5.3 The model; 5.3.1 Households; 5.3.2 The firms; 5.3.3 Equilibrium of the model; 5.4 Equations of the model and calibration; 5.5 Total Factor Productivity Shock; 5.6 Conclusions; 6 Investment-Specific Technological Change; 6.1 Introduction; 6.2 Investment-specific technological change; 6.3 The model 6.3.1 Households6.3.2 The firms; 6.3.3 Equilibrium of the model; 6.3.4 The balanced growth path; 6.4 Equations of the model and calibration; 6.5 Investment-Specific Technological shock; 6.6 Conclusions; IV The government; 7 Taxes; 7.1 Introduction; 7.2 Taxes; 7.3 The model; 7.3.1 Households; 7.3.2 The firms; 7.3.3 The government; 7.3.4 Equilibrium of the model; 7.4 Equations of the model and calibration; 7.5 The Laffer curve; 7.6 Taxes changes; 7.7 Total Factor Productivity shock; 7.8 Conclusions; 8 Public Spending; 8.1 Introduction; 8.2 Public spending; 8.3 The model; 8.3.1 Households 8.3.2 The firms8.3.3 The government; 8.3.4 Equilibrium of the model; 8.3.5 An alternative functional form for aggregate consumption; 8.4 Equations of the model and calibration; 8.5 Public consumption change; 8.6 Conclusions; 9 Public Capital; 9.1 Introduction; 9.2 Public capital; 9.3 The model; 9.3.1 Households; 9.3.2 Firms; 9.3.3 The government; 9.3.4 Equilibrium of the model; 9.4 Equations of the model and calibration; 9.5 Public investment shock; 9.6 Conclusions; V Time Decisions; 10 Human Capital; 10.1 Introduction; 10.2 Human Capital; 10.3 The Model; 10.3.1 Households; 10.3.2 Firms Macroeconomics. http://id.loc.gov/authorities/subjects/sh85079443 Equilibrium (Economics) http://id.loc.gov/authorities/subjects/sh85044538 Macroéconomie. BUSINESS & ECONOMICS Economics Macroeconomics. bisacsh POLITICAL SCIENCE Economic Conditions. bisacsh Equilibrium (Economics) fast Macroeconomics fast |
| subject_GND | http://id.loc.gov/authorities/subjects/sh85079443 http://id.loc.gov/authorities/subjects/sh85044538 |
| title | Introduction to dynamic macroeconomic general equilibrium models / |
| title_auth | Introduction to dynamic macroeconomic general equilibrium models / |
| title_exact_search | Introduction to dynamic macroeconomic general equilibrium models / |
| title_full | Introduction to dynamic macroeconomic general equilibrium models / José L. Torres. |
| title_fullStr | Introduction to dynamic macroeconomic general equilibrium models / José L. Torres. |
| title_full_unstemmed | Introduction to dynamic macroeconomic general equilibrium models / José L. Torres. |
| title_short | Introduction to dynamic macroeconomic general equilibrium models / |
| title_sort | introduction to dynamic macroeconomic general equilibrium models |
| topic | Macroeconomics. http://id.loc.gov/authorities/subjects/sh85079443 Equilibrium (Economics) http://id.loc.gov/authorities/subjects/sh85044538 Macroéconomie. BUSINESS & ECONOMICS Economics Macroeconomics. bisacsh POLITICAL SCIENCE Economic Conditions. bisacsh Equilibrium (Economics) fast Macroeconomics fast |
| topic_facet | Macroeconomics. Equilibrium (Economics) Macroéconomie. BUSINESS & ECONOMICS Economics Macroeconomics. POLITICAL SCIENCE Economic Conditions. Macroeconomics |
| work_keys_str_mv | AT torresjosel introductiontodynamicmacroeconomicgeneralequilibriummodels |