Introduction for Volume 3 of the Handbook of Computational Economics
Chapter 1. Learning About Learning in Dynamic Economic Models
6 A Showcase on Active Learning
7 Learning with Forward Looking Variables
8 Other Applications of Active Learning
3 Primer on Relevant Numerical Strategies
4 Previous Research Concerning Numerical Solutions
6 Comparisons of Relative Performance and Potential Improvements
Chapter 3. Analyzing Fiscal Policies in a Heterogeneous-Agent Overlapping-Generations Economy
5 Calibration to the US Economy
Chapter 4. On Formulating and Solving Portfolio Decision and Asset Pricing Problems
2 Discrete Time Portfolio Decision Making
4 Continuous Time Portfolio Decision Problem
5 Continuous Time Asset Pricing
Chapter 5. Computational Methods for Derivatives with Early Exercise Features
2 The Problem Statement—In the Case of Stochastic Volatility and Poisson Jump Dynamics
3 American Call Options Under Jump-Diffusion Processes
4 American Call Options under Jump-Diffusion and Stochastic Volatility Processes
Chapter 6. Solving and Simulating Models with Heterogeneous Agents and Aggregate Uncertainty
4 Models with Nontrivial Market Clearing
6 Simulation with a Continuum of Agents
9 Other Types of Heterogeneity
Chapter 7. Numerical Methods for Large-Scale Dynamic Economic Models
4 Nonproduct Approaches to Representing, Approximating, and Interpolating Functions
6 Derivative-Free Optimization Methods
7 Dynamic Programming Methods for High-Dimensional Problems
9 Local (Perturbation) Methods
11 Numerical Analysis of a High-Dimensional Model
12 Numerical Results for the Multicountry Model
Chapter 8. Advances in Numerical Dynamic Programming and New Applications
3 Numerical Methods for Dynamic Programming
4 Tools from Numerical Analysis
5 Shape-preserving Dynamic Programming
7 Dynamic Portfolio Optimization with Transaction Costs
8 Dynamic Stochastic Integration of Climate and Economy
Chapter 9. Analysis of Numerical Errors
2 Dynamic Stochastic Economies
3 Numerical Solution of Simple Markov Equilibria
4 Recursive Methods for Non-optimal Economies
Chapter 10. GPU Computing in Economics
4 Example: Value Function Iteration
5 Example: A General Equilibrium Asset Pricing Model with Heterogeneous Beliefs
Chapter 11. Computing All Solutions to Polynomial Equations in Economics
2 Gröbner Bases and Polynomial Equations
3 Applying Gröbner Bases to Economic Models
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