Computational Economic Systems (Hardcover)

Manfred Gilli

ISBN 10: 0792338693 / ISBN 13: 9780792338697

Published by Kluwer Academic Publishers, Dordrecht, 1995

Hardcover. The approach to many problems in economic analysis has changed drastically with the development and dissemination of new and more efficient computational techniques. This book presents a selection of papers illustrating the use of new computational methods and computing techniques to solve economic problems. Part 1 of the volume consists of papers which focus on modelling economic systems, presenting computational methods to investigate the evolution of behaviour of economic agents, techniques to solve complex inventory models on a parallel computer and an original approach for the construction and solution of multicriteria models involving logical conditions. Contributions to Part 2 concern new computational approaches to economic problems. These include an application of wavelets to outlier detection. New estimation algorithms are presented, one concerning seemingly related regression models, a second one on nonlinear rational expectation models and a third one dealing with switching GARCH estimation. Three contributions contain original approaches for the solution of nonlinear rational expectation models. The approach to many problems in economic analysis has changed drastically with the development and dissemination of efficient computational techniques. This book presents a selection of papers illustrating the use of various computational methods and computing techniques to solve economic problems. Shipping may be from multiple locations in the US or from the UK, depending on stock availability. Seller Inventory # 9780792338697

Synopsis:

The approach to many problems in economic analysis has changed drastically with the development and dissemination of new and more efficient computational techniques. Computational Economic Systems: Models, Methods & Econometrics presents a selection of papers illustrating the use of new computational methods and computing techniques to solve economic problems.
Part I of the volume consists of papers which focus on modelling economic systems, presenting computational methods to investigate the evolution of behavior of economic agents, techniques to solve complex inventory models on a parallel computer and an original approach for the construction and solution of multicriteria models involving logical conditions.
Contributions to Part II concern new computational approaches to economic problems. We find an application of wavelets to outlier detection. New estimation algorithms are presented, one concerning seemingly related regression models, a second one on nonlinear rational expectation models and a third one dealing with switching GARCH estimation. Three contributions contain original approaches for the solution of nonlinear rational expectation models.

Synopsis: The approach to many problems in economic analysis has changed drastically with the development and dissemination of new and more efficient computational techniques. This book presents a selection of papers illustrating the use of new computational methods and computing techniques to solve economic problems. Part 1 of the volume consists of papers which focus on modelling economic systems, presenting computational methods to investigate the evolution of behaviour of economic agents, techniques to solve complex inventory models on a parallel computer and an original approach for the construction and solution of multicriteria models involving logical conditions. Contributions to Part 2 concern new computational approaches to economic problems. These include an application of wavelets to outlier detection. New estimation algorithms are presented, one concerning seemingly related regression models, a second one on nonlinear rational expectation models and a third one dealing with switching GARCH estimation. Three contributions contain original approaches for the solution of nonlinear rational expectation models.

Bibliographic Details

Title: Computational Economic Systems (Hardcover)
Publisher: Kluwer Academic Publishers, Dordrecht
Publication Date: 1995
Binding: Hardcover
Condition: new