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Richard Evans

Econ 498R, Readings in Computational Economics, Fall 2009

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Richard W. Evans

Assistant Professor
Brigham Young University
Department of Economics
office:  167 FOB
phone: (801) 422-8303
e-mail: revans@byu.edu
    OECD median inflation 1961-2005





Teaching: Econ 498R, Readings in Computational Economics
This page contains the readings that represent an introduction to computational
economics and a sampling of key papers in the main areas of the field.
Syllabus



Readings


Introduction

Kenneth L. Judd, "Computational Economics and Economic Theory: Substitutes or
Complements?," Journal of Economic Dynamics and Control, 21:6, pp. 907-942
(June 1997).

Iterative Methods: VFI, TPI, and approximations

Per Krusell and Anthony A. Smith, Jr., "Income and Wealth Heterogeneity in
the Macroeconomy," Journal of Political Economy, 106:5, pp. 867-896 (1998).

John Rust, "Numerical Dynamic Programming in Economics," Ch. 14 in Handbook
of Computational Economics: Volume 1, eds. Hans M. Amman, David A. Kendrick,
and John Rust. Elsevier, pp. 619-729 (1996).

Richard W. Evans and Kerk L. Phillips, "OLG Life Cycle Models: New Solution
Methods and Applications," (May 2009)

Lawrence J. Christiano, "Solving Dynamic General Equilibrium Models by a
Method of Undetermined Coefficients," Computational Economics, 20:1-2, pp.
21-55 (2002).

Kenneth L. Judd, "Approximation, Perturbation, and Projection Methods in
Economic Analysis," Ch. 12 in Handbook of Computational Economics: Volume
1, eds. Hans M. Amman, David A. Kendrick, and John Rust. Elsevier, pp. 509-
585 (1996).

Structural Estimation: SMM and MLE

Dean Corbae, Pablo D'Erasmo, and Burhan Kuruscu, "Politico Economic
Consequences of Rising Wage Inequality," Journal of Monetary Economics, 56:1,
pp. 43-61 (Jan. 2009).

Joseph Cullen, "Dynamic Response to Environmental Regulation in Electricity
Markets," (Dec. 2008).

Parallel Processing and Cluster Computing

Anna Nagurney, "Parallel Computation," Ch. 7 in Handbook of Computational
Economics: Volume 1, eds. Hans M. Amman, David A. Kendrick, and John Rust.
Elsevier, pp. 335-404 (1996).

Jay Hong and Jose Victor Rios-Rull, "Life Insurance and Household Consumption,"
(Jun. 2006).