“Heer and Maussner’s book provides the reader with exactly the necessary computational tools to solve the dynamic general equilibrium models. Burkhard Heer & Alfred Maussner & Halvor Ruf, “Q-Targeting in New Heer, Burkhard & Maußner, Alfred & Süssmuth, Bernd, “Cyclical Asset. Burkhard Heer & Alfred Maußner, “Log-normal approximation of the equity premium in the production model,” Applied Economics Letters, Taylor & Francis.

Author: Akinogul Vorn
Country: Seychelles
Language: English (Spanish)
Genre: Photos
Published (Last): 28 April 2014
Pages: 393
PDF File Size: 18.45 Mb
ePub File Size: 19.4 Mb
ISBN: 543-9-38487-874-6
Downloads: 6410
Price: Free* [*Free Regsitration Required]
Uploader: Golabar

Corrections All material on this site has been provided by the respective publishers and authors. Group work possible, depending on degree requirements UZH doctoral students have to hand in individual papers; ETH masters students encouraged to do group work and will get much easier assignments.

Economic Studies ,35, Deutsche Bundesbank. International Journal of MethodologySpringer, vol. Dynamic General Mausner 11 A multi-sector business cycle analysis ,” Journal of Environmental Economics and ManagementElsevier, vol.

These are the fields, ordered by number of announcements, along with their mauswner. More information Research fields, statistics, top rankings, if available.

AiyagariRios-Rull 4. Previous programming experience is not expected. Empirical facts and economic modelling ,” Computing in Economics and FinanceSociety for Computational Economics. The course introduces some concepts of numerical analysis and presents the algorithms makssner solve the workhorse models of macro- economics and finance.


Statistics Access and download statistics for all items Co-authorship network on CollEc Featured entries This author is featured on the following reading lists, publication compilations or Wikipedia entries: For general information on how to correct material on RePEc, see these instructions.

Both require the students to program and hand in the code. To link different versions of the same work, where versions have a different title, use this form. Stern School of Business, Department of Economics.

You can help correct errors and omissions. Cooley and Prescott maissner. Numerical implementations in Matlab or other software are discussed in detail. In macro- economics and finance, dynamic, stochastic models are at the center of much of current research and academic policy advice.

Prof. Dr. Alfred Maußner

Numerical Methods in Economics, Vol. Models of Business Cycles, vol. RePEc uses bibliographic data supplied by the respective publishers. Empirical facts and the limits of three monetary models ,” Journal of MacroeconomicsElsevier, vol. See under “Corrections” how you can help improve the citation analysis.

Barillas and Fernandez-VillaverdeRendahl 4. Similarly, knowledge of a programming language is very helpful. To this end, this course introduces the basic concepts of numerical analysis and teaches the standard algorithms to solve the workhorse models of macroeconomics and finance.

  5218A IC PDF

Macroeconomics 11 While there are no formal prerequisites, knowledge of basic economic concepts and standard models is very helpful. Recursive Macroeconomic Theory, 2nd Edition, vol.

Grading The grading will consist of problem sets and an assignment or research project. There are no formal prerequisites, but knowledge of basic economic concepts and standard models is very helpful. This author has had 16 papers announced in NEP.

Prof. Dr. Maußner

Labour Economics 1 In both cases, students will be required to put in some additional effort if they do not have this kind of knowledge. Heer and Maussner ch. Frontiers of Business Cycle Research, ed. There, details are also given on how to add or correct references and citations. Marimon and Scott provide an excellent collection of articles by leading researchers in the field of dynamic macroeconomics.

All material on this site has been provided by the respective publishers and authors.