Syllabus
Linear and quadratic approximations
Analysing nonlinear dynamic stochastic models
Solving nonlinear rational expectations models by eigenvalue-eigenvector decompositions
Discrete state-space methods for the study of dynamic economies
The parameterized expectations approach
Finite-difference methods for continuous-time dynamic programming
Computation of equiulibria in heterogeneous-agent models.
Annotation
Linear and quadratic approximations
Analysing nonlinear dynamic stochastic models
Solving nonlinear rational expectations models by eigenvalue-eigenvector decompositions
Discrete state-space methods for the study of dynamic economies
The parameterized expectations approach
Finite-difference methods for continuous-time dynamic programming
Computation of equiulibria in heterogeneous-agent models.
A course for doctoral students.