COMPUTATIONAL SOLUTION OF LARGE-SCALE MACROECONOMETRIC MODELS by Giorgio Pauletto ( 9780792346562 )

Item Details

Title:

COMPUTATIONAL SOLUTION OF LARGE-SCALE MACROECONOMETRIC MODELS

By:

Format:

Hardback

List price:	£129.99
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ISBN 10:

0792346564

ISBN 13:

9780792346562

Publisher:

SPRINGER

Edition:

1997 ed.

Series:

Advances in Computational Economics 7

Pages:

162

Description:

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.

Synopsis:

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.

Illustrations:

18 Illustrations, black and white; XV, 162 p. 18 illus.

Publication:

Netherlands

Imprint:

Springer

Returns:

Returnable

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COMPUTATIONAL SOLUTION OF LARGE-SCALE MACROECONOMETRIC MODELS (PB)