The Fundamentals of Economic Dynamics and Policy Analyses : Learning through Numerical Examples. Part Ⅲ. Stochastic Dynamic General Equilibrium <Article>
廣島大學經濟論叢 Volume 37 Issue 3
Page 89-100
published_at 2014-03-14
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| File | |
| Title ( eng ) |
The Fundamentals of Economic Dynamics and Policy Analyses : Learning through Numerical Examples. Part Ⅲ. Stochastic Dynamic General Equilibrium <Article>
|
| Creator | |
| Source Title |
廣島大學經濟論叢
The Hiroshima Economic Review
|
| Volume | 37 |
| Issue | 3 |
| Start Page | 89 |
| End Page | 100 |
| Journal Identifire |
[ISSN] 0386-2704
[NCID] AN00213519
|
| Abstract |
The objective of this paper is to present a simple stochastic optimal growth model (Ramsey model), and calculate a stochastic dynamic general equilibrium (hereafter referred as a SDGE) of the model. (This part draws an example from Farmer (1999).) Then, we demonstrate how to simulate the movements of economic variables in the stochastic dynamic general equilibrium by using Matlab. The paper consists of 3 sections. A stochastic optimal growth model is presented in section 1. The stochastic dynamic general equilibrium of the model is calculated in section 2. The movements of economic variables in the stochastic dynamic general equilibrium are simulated by using Matlab in section 3.
|
| NDC |
Economics [ 330 ]
|
| Language |
eng
|
| Resource Type | departmental bulletin paper |
| Publisher |
広島大学経済学会
|
| Date of Issued | 2014-03-14 |
| Rights |
Copyright (c) 2014 広島大学
|
| Publish Type | Version of Record |
| Access Rights | open access |
| Source Identifier |
[ISSN] 0386-2704
[NCID] AN00213519
|
