Computational Economics
David A. Kendrick, P. Ruben Mercado, & Hans M. Amman

Book Description | Reviews
Chapter 1 [in PDF format] | Chapter 2 [PDF only] | Chapter 3 [PDF only]

TABLE OF CONTENTS:

Preface ix
Introduction 1

PART I: Once Over Lightly ...

Growth

Chapter 1: Growth Model in Excel 9
Finance Chapter 2: Neural Nets in Excel 25

Microeconomics

Chapter 3: PartIal Equilibrium in Mathematica 37
Chapter 4: Transportation in GAMS 55

Database

Chapter 5: Databases in Access 67

Finance

Chapter 6: Thrift in GAMS (with Genevieve Solomon) 91
Chapter 7: Portfolio Model in MATLAB 119

PART II: Once More ...

Microeconomics

Chapter 8: General Equilibrium Models in GAMS 149

Game Theory

Chapter 9: Cournot Duopoly in Mathematica (with Daniel Gaynor) 173
Chapter 10: Stackelberg Duopoly in Mathematica (with Daniel Gaynor) 189
Chapter 11: Genetic Algorithms and Evolutionary Games in MATLAB 201

Finance

Chapter 12: Genetic Algorithms and Portfolio Models in MATLAB 223

Macroeconomics

Chapter 13: Macroeconomics in GAMS 247
Agent-Based Computational Economics Chapter 14: Agent-Based Model in MATLAB 267

Environmental Economics

Chapter 15: Global Warming in GAMS 291

Dynamic Optimization

Chapter 16: Dynamic Optimization in MATLAB 309

PART III: Special Topic:tochastic Control

Stochastic Control

Chapter 17: Stochastic Control in Duali 339
Chapter 18: Rational Expectations Macro in Duali 361

APPENDIXES
A. Running GAMS 389
B. Running Mathematica 391
C. Running the Solver in Excel 393
D. Ordered Sets in GAMS 394
E. Linearization and State-Space Representation of Hall and Taylor's Model 396
F. Introduction to Nonlinear Optimization Solvers 403
G. Linear Programming Solvers 407
H. The Stacking Method in GAMS 411
I. Running MATLAB 413
J. Obtaining the Steady State of the Growth Model 414

References 417
Index 425

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File created: 11/5/2009

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