The Maxwell School
Syracuse University
Syracuse University
Press, William H., Brian P. Flannery, Saul A. Teukolsky and William T. Vetterling (1986), Numerical Recipes, New York: Cambridge University Press, Sections 2.0, 2.1, 9.6, 15.0, 15.1, 15.4, and 16.0-16.3.
Wilcoxen, Peter J (1995), Intertemporal Optimization in General Equilibrium: A Practical Introduction. Discusses solving intertemporal models with foresight, which typically take the form of two-point boundary value systems of differential equations.
Also see the downloadable software section below.
Dixon, Peter B., B.R. Parmenter, Alan A. Powell and Peter J. Wilcoxen (1992), Notes and Problems in Applied General Equilibrium Economics, Amsterdam: North-Holland, Chapter 3, "The Johansen Approach".
Johansen, Leif (1960), A Multi-Sectoral Study of Economic Growth, Amsterdam: North-Holland.
Lipton, David, James Poterba, Jeffrey Sachs and Lawrence Summers (1982), "Multiple Shooting in Rational Expectations Models," Econometrica, 50(5): 1329-1333.
Fair, R.C. and J.B. Taylor (1983), "Solution and Maximum Likelihood Estimation of Dynamic Nonlinear Rational Expectations Models," Econometrica, 51(4), 1169-1185.
Fair, Ray C. and John B. Taylor (1990), "Full Information Estimation and Stochastic Simulation Models with Rational Expectations," Journal of Applied Econometrics, 5: 381-392.
Also see the downloadable software section below.
Scarf, Herbert (1973), The Computation of Economic Equilibria, New Haven: Yale University Press, Chapter 2.
Shoven, John B. and John Whalley (1992), Applying General Equilibrium, New York: Cambridge University Press, Chapter 3.
A well-designed matrix programming language. An alternative to Gauss and Matlab. See About Ox
Codsi, George, K.R. Pearson and Peter J. Wilcoxen (1992), "General-Purpose Software for Intertemporal Economic Models", Computer Science in Economics and Management.
Impact Project (1992), "An Introduction to GEMPACK," GEMPACK Document Number 1, Melbourne: The Impact Project, Monash University.
See also: About Gempack.
Brooke, Anthony, David Kendrick and Alexander Meeraus (1988), GAMS: A User's Guide, Redwood City, California: The Scientific Press. (The GAMS manual.)
See also: About GAMS.
See the downloadable software section.