Introduction to Quantitative Macroeconomics Using Julia PDF Download
Are you looking for read ebook online? Search for your book and save it on your Kindle device, PC, phones or tablets. Download Introduction to Quantitative Macroeconomics Using Julia PDF full book. Access full book title Introduction to Quantitative Macroeconomics Using Julia by Petre Caraiani. Download full books in PDF and EPUB format.
Author: Petre Caraiani
Publisher: Academic Press
ISBN: 0128135123
Category : Business & Economics
Languages : en
Pages : 238
Get Book
Book Description
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: Petre Caraiani
Publisher: Academic Press
ISBN: 0128135123
Category : Business & Economics
Languages : en
Pages : 238
Get Book
Book Description
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: 9780043302866
Category : Econometrics
Languages : en
Pages : 166
Get Book
Book Description
Author: Ben Lauwens
Publisher: "O'Reilly Media, Inc."
ISBN: 1492044989
Category : Computers
Languages : en
Pages : 298
Get Book
Book Description
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
Author: Burkhard Heer
Publisher: Springer Science & Business Media
ISBN: 364203148X
Category : Business & Economics
Languages : en
Pages : 720
Get Book
Book Description
Modern business cycle theory and growth theory uses stochastic dynamic general equilibrium models. In order to solve these models, economists need to use many mathematical tools. This book presents various methods in order to compute the dynamics of general equilibrium models. In part I, the representative-agent stochastic growth model is solved with the help of value function iteration, linear and linear quadratic approximation methods, parameterised expectations and projection methods. In order to apply these methods, fundamentals from numerical analysis are reviewed in detail. In particular, the book discusses issues that are often neglected in existing work on computational methods, e.g. how to find a good initial value. In part II, the authors discuss methods in order to solve heterogeneous-agent economies. In such economies, the distribution of the individual state variables is endogenous. This part of the book also serves as an introduction to the modern theory of distribution economics. Applications include the dynamics of the income distribution over the business cycle or the overlapping-generations model. In an accompanying home page to this book, computer codes to all applications can be downloaded.
Author: Jerome Adda
Publisher: MIT Press
ISBN: 0262547880
Category : Business & Economics
Languages : en
Pages : 297
Get Book
Book Description
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: Harry J. Paarsch
Publisher: MIT Press
ISBN: 0262034115
Category : Computers
Languages : en
Pages : 777
Get Book
Book Description
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: Laurent Ferrara
Publisher: Springer
ISBN: 3319790757
Category : Business & Economics
Languages : en
Pages : 298
Get Book
Book Description
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: Frederick van der Ploeg
Publisher:
ISBN:
Category :
Languages : en
Pages : 628
Get Book
Book Description
Author: Yoni Nazarathy
Publisher: Springer Nature
ISBN: 3030709019
Category : Computers
Languages : en
Pages : 527
Get Book
Book Description
This monograph uses the Julia language to guide the reader through an exploration of the fundamental concepts of probability and statistics, all with a view of mastering machine learning, data science, and artificial intelligence. The text does not require any prior statistical knowledge and only assumes a basic understanding of programming and mathematical notation. It is accessible to practitioners and researchers in data science, machine learning, bio-statistics, finance, or engineering who may wish to solidify their knowledge of probability and statistics. The book progresses through ten independent chapters starting with an introduction of Julia, and moving through basic probability, distributions, statistical inference, regression analysis, machine learning methods, and the use of Monte Carlo simulation for dynamic stochastic models. Ultimately this text introduces the Julia programming language as a computational tool, uniquely addressing end-users rather than developers. It makes heavy use of over 200 code examples to illustrate dozens of key statistical concepts. The Julia code, written in a simple format with parameters that can be easily modified, is also available for download from the book’s associated GitHub repository online. See what co-creators of the Julia language are saying about the book: Professor Alan Edelman, MIT: With “Statistics with Julia”, Yoni and Hayden have written an easy to read, well organized, modern introduction to statistics. The code may be looked at, and understood on the static pages of a book, or even better, when running live on a computer. Everything you need is here in one nicely written self-contained reference. Dr. Viral Shah, CEO of Julia Computing: Yoni and Hayden provide a modern way to learn statistics with the Julia programming language. This book has been perfected through iteration over several semesters in the classroom. It prepares the reader with two complementary skills - statistical reasoning with hands on experience and working with large datasets through training in Julia.
Author: Pablo Kurlat
Publisher:
ISBN: 9781073566716
Category :
Languages : en
Pages : 317
Get Book
Book Description
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.
