Titlebook: Computational Economics and Econometrics; Hans M. Amman,David A. Belsley,Louis F. Pau Book 1992 Kluwer Academic Publishers 1992 Simulation

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Exchange Rate Uncertainty in Imperfect Markets: A Simulation Approachic market with two types of producers: home producers and foreign producers, both supplying the home market. The exchange rate influences the profits of the foreign producers, and therefore, determines foreign market supply. Through the common demand equation and the game-theoretical setting, this f

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https://doi.org/10.1007/978-3-8350-5521-6oduce a numerically stable algorithm for computing stochastic coefficients models. This algorithm is well suited to these models because the matrices appearing in them may be singular and the algorithm is made to handle any rank deficiency.