書目名稱 | Observers and Macroeconomic Systems |
副標題 | Computation of Polic |
編輯 | Ric D. Herbert |
視頻video | http://file.papertrans.cn/701/700386/700386.mp4 |
叢書名稱 | Advances in Computational Economics |
圖書封面 |  |
描述 | .Observers and Macroeconomic Systems. is concerned with thecomputational aspects of using a control-theoretic approach to theanalysis of dynamic macroeconomic systems. The focus is on using aseparate model for the development of the control policies. Inparticular, it uses the observer-based approach whereby the separatemodel learns to behave in a similar manner to the economic systemthrough output-injections. .The book shows how this approach can be used to learn theforward-looking behaviour of economic actors which is a distinguishingfeature of dynamic macroeconomic models. It also shows how it can beused in conjunction with low-order models to undertake policy analysiswith a large practical econometric model. This overcomes some of thecomputational problems arising from using just the large econometricmodels to compute optimal policy trajectories. .The work also develops visual simulation software tools that can beused for policy analysis with dynamic macroeconomic systems. |
出版日期 | Book 1998 |
關鍵詞 | Simulation; econometrics; macroeconomics; optimal control; strategy |
版次 | 1 |
doi | https://doi.org/10.1007/978-1-4615-5583-4 |
isbn_softcover | 978-1-4613-7554-8 |
isbn_ebook | 978-1-4615-5583-4Series ISSN 0929-130X |
issn_series | 0929-130X |
copyright | Springer Science+Business Media New York 1998 |