Computational Solution of Large-Scale Macroeconometric Models

  • Giorgio Pauletto

Part of the Advances in Computational Economics book series (AICE, volume 7)

Table of contents

  1. Front Matter
    Pages i-xv
  2. Giorgio Pauletto
    Pages 1-4
  3. Giorgio Pauletto
    Pages 5-52
  4. Giorgio Pauletto
    Pages 71-92
  5. Giorgio Pauletto
    Pages 93-137
  6. Back Matter
    Pages 139-162

About this book

Introduction

This book is the result of my doctoral dissertation research at the Department of Econometrics of the University of Geneva, Switzerland. This research was also partially financed by the Swiss National Science Foundation (grants 12- 31072.91 and 12-40300.94). First and foremost, I wish to express my deepest gratitude to Professor Manfred Gilli, my thesis supervisor, for his constant support and help. I would also like to thank the president of my jury, Professor Fabrizio Carlevaro, as well as the other members of the jury, Professor Andrew Hughes Hallett, Professor Jean-Philippe Vial and Professor Gerhard Wanner. I am grateful to my colleagues and friends of the Departement of Econometrics, especially David Miceli who provided constant help and kind understanding during all the stages of my research. I would also like to thank Pascale Mignon for proofreading my text and im­ proving my English. Finally, I am greatly indebted to my parents for their kindness and encourage­ ments without which I could never have achieved my goals. Giorgio Pauletto Department of Econometrics, University of Geneva, Geneva, Switzerland Chapter 1 Introduction The purpose of this book is to present the available methodologies for the solution of large-scale macroeconometric models. This work reviews classical solution methods and introduces more recent techniques, such as parallel com­ puting and nonstationary iterative algorithms.

Keywords

Quasi-Newton method Simulation algorithms modeling nonlinear systems

Authors and affiliations

  • Giorgio Pauletto
    • 1
  1. 1.University of GenevaSwitzerland

Bibliographic information

  • DOI https://doi.org/10.1007/978-1-4757-2631-2
  • Copyright Information Springer-Verlag US 1997
  • Publisher Name Springer, Boston, MA
  • eBook Packages Springer Book Archive
  • Print ISBN 978-1-4419-4778-9
  • Online ISBN 978-1-4757-2631-2
  • Series Print ISSN 0929-130X
  • About this book