Introduction To Quantitative Macroeconomics Using Julia

Author : Petre Caraiani
Publisher : Academic Press
ISBN 13 : 0128135123
Total Pages : 238 pages
Book Rating : 4.29/5 ( download)

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Download or read book Introduction to Quantitative Macroeconomics Using Julia written by Petre Caraiani and published by Academic Press. This book was released on 2018-08-29 with total page 238 pages. Available in PDF, EPUB and Kindle. Book excerpt: Introduction to Quantitative Macroeconomics Using Julia: From Basic to State-of-the-Art Computational Techniques facilitates access to fundamental techniques in computational and quantitative macroeconomics. It focuses on the recent and very promising software, Julia, which offers a MATLAB-like language at speeds comparable to C/Fortran, also discussing modeling challenges that make quantitative macroeconomics dynamic, a key feature that few books on the topic include for macroeconomists who need the basic tools to build, solve and simulate macroeconomic models. This book neatly fills the gap between intermediate macroeconomic books and modern DSGE models used in research. Combines an introduction to Julia, with the specific needs of macroeconomic students who are interested in DSGE models and PhD students and researchers interested in building DSGE models Teaches fundamental techniques in quantitative macroeconomics by introducing theoretical elements of key macroeconomic models and their potential algorithmic implementations Exposes researchers working in macroeconomics to state-of-the-art computational techniques for simulating and solving DSGE models

Author : Brian Haines
Publisher :
ISBN 13 : 9780043302866
Total Pages : 166 pages
Book Rating : 4.66/5 ( download)

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Download or read book An Introduction to Quantitative Economics written by Brian Haines and published by . This book was released on 1978 with total page 166 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Author : Harry J. Paarsch
Publisher : MIT Press
ISBN 13 : 0262034115
Total Pages : 777 pages
Book Rating : 4.11/5 ( download)

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Download or read book A Gentle Introduction to Effective Computing in Quantitative Research written by Harry J. Paarsch and published by MIT Press. This book was released on 2016-05-13 with total page 777 pages. Available in PDF, EPUB and Kindle. Book excerpt: A practical guide to using modern software effectively in quantitative research in the social and natural sciences. This book offers a practical guide to the computational methods at the heart of most modern quantitative research. It will be essential reading for research assistants needing hands-on experience; students entering PhD programs in business, economics, and other social or natural sciences; and those seeking quantitative jobs in industry. No background in computer science is assumed; a learner need only have a computer with access to the Internet. Using the example as its principal pedagogical device, the book offers tried-and-true prototypes that illustrate many important computational tasks required in quantitative research. The best way to use the book is to read it at the computer keyboard and learn by doing. The book begins by introducing basic skills: how to use the operating system, how to organize data, and how to complete simple programming tasks. For its demonstrations, the book uses a UNIX-based operating system and a set of free software tools: the scripting language Python for programming tasks; the database management system SQLite; and the freely available R for statistical computing and graphics. The book goes on to describe particular tasks: analyzing data, implementing commonly used numerical and simulation methods, and creating extensions to Python to reduce cycle time. Finally, the book describes the use of LaTeX, a document markup language and preparation system.

Author : Julia Di Nunno
Publisher : Springer Science & Business Media
ISBN 13 : 364218412X
Total Pages : 532 pages
Book Rating : 4.23/5 ( download)

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Download or read book Advanced Mathematical Methods for Finance written by Julia Di Nunno and published by Springer Science & Business Media. This book was released on 2011-03-29 with total page 532 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book presents innovations in the mathematical foundations of financial analysis and numerical methods for finance and applications to the modeling of risk. The topics selected include measures of risk, credit contagion, insider trading, information in finance, stochastic control and its applications to portfolio choices and liquidation, models of liquidity, pricing, and hedging. The models presented are based on the use of Brownian motion, Lévy processes and jump diffusions. Moreover, fractional Brownian motion and ambit processes are also introduced at various levels. The chosen blend of topics gives an overview of the frontiers of mathematics for finance. New results, new methods and new models are all introduced in different forms according to the subject. Additionally, the existing literature on the topic is reviewed. The diversity of the topics makes the book suitable for graduate students, researchers and practitioners in the areas of financial modeling and quantitative finance. The chapters will also be of interest to experts in the financial market interested in new methods and products. This volume presents the results of the European ESF research networking program Advanced Mathematical Methods for Finance.

Author : Jerome Adda
Publisher : MIT Press
ISBN 13 : 0262547880
Total Pages : 297 pages
Book Rating : 4.88/5 ( download)

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Download or read book Dynamic Economics written by Jerome Adda and published by MIT Press. This book was released on 2023-05-09 with total page 297 pages. Available in PDF, EPUB and Kindle. Book excerpt: An integrated approach to the empirical application of dynamic optimization programming models, for students and researchers. This book is an effective, concise text for students and researchers that combines the tools of dynamic programming with numerical techniques and simulation-based econometric methods. Doing so, it bridges the traditional gap between theoretical and empirical research and offers an integrated framework for studying applied problems in macroeconomics and microeconomics. In part I the authors first review the formal theory of dynamic optimization; they then present the numerical tools and econometric techniques necessary to evaluate the theoretical models. In language accessible to a reader with a limited background in econometrics, they explain most of the methods used in applied dynamic research today, from the estimation of probability in a coin flip to a complicated nonlinear stochastic structural model. These econometric techniques provide the final link between the dynamic programming problem and data. Part II is devoted to the application of dynamic programming to specific areas of applied economics, including the study of business cycles, consumption, and investment behavior. In each instance the authors present the specific optimization problem as a dynamic programming problem, characterize the optimal policy functions, estimate the parameters, and use models for policy evaluation. The original contribution of Dynamic Economics: Quantitative Methods and Applications lies in the integrated approach to the empirical application of dynamic optimization programming models. This integration shows that empirical applications actually complement the underlying theory of optimization, while dynamic programming problems provide needed structure for estimation and policy evaluation.

Author : Frederick van der Ploeg
Publisher :
ISBN 13 : 9780127117034
Total Pages : 656 pages
Book Rating : 4.32/5 ( download)

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Download or read book Advanced Lectures in Quantitative Economics written by Frederick van der Ploeg and published by . This book was released on 1990 with total page 656 pages. Available in PDF, EPUB and Kindle. Book excerpt: Advanced Lectures in Quantitative Economics.

Author : C. D. Throsby
Publisher :
ISBN 13 : 9780317298543
Total Pages : 335 pages
Book Rating : 4.42/5 ( download)

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Download or read book Introduction to Quantitative Methods in Economics written by C. D. Throsby and published by . This book was released on 1979 with total page 335 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Author : Laurent Ferrara
Publisher : Springer
ISBN 13 : 3319790757
Total Pages : 298 pages
Book Rating : 4.56/5 ( download)

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Download or read book International Macroeconomics in the Wake of the Global Financial Crisis written by Laurent Ferrara and published by Springer. This book was released on 2018-06-13 with total page 298 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book collects selected articles addressing several currently debated issues in the field of international macroeconomics. They focus on the role of the central banks in the debate on how to come to terms with the long-term decline in productivity growth, insufficient aggregate demand, high economic uncertainty and growing inequalities following the global financial crisis. Central banks are of considerable importance in this debate since understanding the sluggishness of the recovery process as well as its implications for the natural interest rate are key to assessing output gaps and the monetary policy stance. The authors argue that a more dynamic domestic and external aggregate demand helps to raise the inflation rate, easing the constraint deriving from the zero lower bound and allowing monetary policy to depart from its current ultra-accommodative position. Beyond macroeconomic factors, the book also discusses a supportive financial environment as a precondition for the rebound of global economic activity, stressing that understanding capital flows is a prerequisite for economic-policy decisions.

Author : Pablo Kurlat
Publisher :
ISBN 13 : 9781073566716
Total Pages : 317 pages
Book Rating : 4.14/5 ( download)

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Download or read book A Course in Modern Macroeconomics written by Pablo Kurlat and published by . This book was released on 2020-01-14 with total page 317 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book started as a collection of my teaching notes for the ECON 52 course that I taught at Stanford University. The objective of that course, and of this book, is to introduce students to the ideas and way of thinking of modern macroeconomics in a unified way that is accessible with a moderate amount of maths. Modern macroeconomics emphasizes explicit microeconomic foundations and general equilibrium analysis, combined with various kinds of constraints and market imperfections. When preparing the class I thought none of the existing textbooks conveyed this in a way that I liked, so I prepared my own notes, which then grew into this book. While mostly self-contained, the book is probably most useful to students who are familiar with the basics of multivariable calculus and have taken a calculus-based microeconomics class.

Author : Ben Lauwens
Publisher : "O'Reilly Media, Inc."
ISBN 13 : 1492044989
Total Pages : 298 pages
Book Rating : 4.87/5 ( download)

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Download or read book Think Julia written by Ben Lauwens and published by "O'Reilly Media, Inc.". This book was released on 2019-04-05 with total page 298 pages. Available in PDF, EPUB and Kindle. Book excerpt: If you’re just learning how to program, Julia is an excellent JIT-compiled, dynamically typed language with a clean syntax. This hands-on guide uses Julia 1.0 to walk you through programming one step at a time, beginning with basic programming concepts before moving on to more advanced capabilities, such as creating new types and multiple dispatch. Designed from the beginning for high performance, Julia is a general-purpose language ideal for not only numerical analysis and computational science but also web programming and scripting. Through exercises in each chapter, you’ll try out programming concepts as you learn them. Think Julia is perfect for students at the high school or college level as well as self-learners and professionals who need to learn programming basics. Start with the basics, including language syntax and semantics Get a clear definition of each programming concept Learn about values, variables, statements, functions, and data structures in a logical progression Discover how to work with files and databases Understand types, methods, and multiple dispatch Use debugging techniques to fix syntax, runtime, and semantic errors Explore interface design and data structures through case studies