Introduction To Quantitative Macroeconomics Using Julia
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Introduction To Quantitative Macroeconomics Using Julia
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Author : Petre Caraiani
language : en
Publisher: Academic Press
Release Date : 2018-08-29
Introduction To Quantitative Macroeconomics Using Julia written by Petre Caraiani and has been published by Academic Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2018-08-29 with Business & Economics categories.
Introduction to Quantitative Macroeconomics Using Julia: From Basic to State-of-the-Art Computational Techniques facilitates access to fundamental techniques in computational and quantitative macroeconomics. It focuses on the recent and very promising software, Julia, which offers a MATLAB-like language at speeds comparable to C/Fortran, also discussing modeling challenges that make quantitative macroeconomics dynamic, a key feature that few books on the topic include for macroeconomists who need the basic tools to build, solve and simulate macroeconomic models. This book neatly fills the gap between intermediate macroeconomic books and modern DSGE models used in research. - Combines an introduction to Julia, with the specific needs of macroeconomic students who are interested in DSGE models and PhD students and researchers interested in building DSGE models - Teaches fundamental techniques in quantitative macroeconomics by introducing theoretical elements of key macroeconomic models and their potential algorithmic implementations - Exposes researchers working in macroeconomics to state-of-the-art computational techniques for simulating and solving DSGE models
A Gentle Introduction To Effective Computing In Quantitative Research
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Author : Harry J. Paarsch
language : en
Publisher: MIT Press
Release Date : 2016-05-13
A Gentle Introduction To Effective Computing In Quantitative Research written by Harry J. Paarsch and has been published by MIT Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2016-05-13 with Computers categories.
A practical guide to using modern software effectively in quantitative research in the social and natural sciences. This book offers a practical guide to the computational methods at the heart of most modern quantitative research. It will be essential reading for research assistants needing hands-on experience; students entering PhD programs in business, economics, and other social or natural sciences; and those seeking quantitative jobs in industry. No background in computer science is assumed; a learner need only have a computer with access to the Internet. Using the example as its principal pedagogical device, the book offers tried-and-true prototypes that illustrate many important computational tasks required in quantitative research. The best way to use the book is to read it at the computer keyboard and learn by doing. The book begins by introducing basic skills: how to use the operating system, how to organize data, and how to complete simple programming tasks. For its demonstrations, the book uses a UNIX-based operating system and a set of free software tools: the scripting language Python for programming tasks; the database management system SQLite; and the freely available R for statistical computing and graphics. The book goes on to describe particular tasks: analyzing data, implementing commonly used numerical and simulation methods, and creating extensions to Python to reduce cycle time. Finally, the book describes the use of LaTeX, a document markup language and preparation system.
An Introduction To Analysis Of Financial Data With R
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Author : Ruey S. Tsay
language : en
Publisher: John Wiley & Sons
Release Date : 2014-08-21
An Introduction To Analysis Of Financial Data With R written by Ruey S. Tsay and has been published by John Wiley & Sons this book supported file pdf, txt, epub, kindle and other format this book has been release on 2014-08-21 with Business & Economics categories.
A complete set of statistical tools for beginning financial analysts from a leading authority Written by one of the leading experts on the topic, An Introduction to Analysis of Financial Data with R explores basic concepts of visualization of financial data. Through a fundamental balance between theory and applications, the book supplies readers with an accessible approach to financial econometric models and their applications to real-world empirical research. The author supplies a hands-on introduction to the analysis of financial data using the freely available R software package and case studies to illustrate actual implementations of the discussed methods. The book begins with the basics of financial data, discussing their summary statistics and related visualization methods. Subsequent chapters explore basic time series analysis and simple econometric models for business, finance, and economics as well as related topics including: Linear time series analysis, with coverage of exponential smoothing for forecasting and methods for model comparison Different approaches to calculating asset volatility and various volatility models High-frequency financial data and simple models for price changes, trading intensity, and realized volatility Quantitative methods for risk management, including value at risk and conditional value at risk Econometric and statistical methods for risk assessment based on extreme value theory and quantile regression Throughout the book, the visual nature of the topic is showcased through graphical representations in R, and two detailed case studies demonstrate the relevance of statistics in finance. A related website features additional data sets and R scripts so readers can create their own simulations and test their comprehension of the presented techniques. An Introduction to Analysis of Financial Data with R is an excellent book for introductory courses on time series and business statistics at the upper-undergraduate and graduate level. The book is also an excellent resource for researchers and practitioners in the fields of business, finance, and economics who would like to enhance their understanding of financial data and today's financial markets.
A Course In Modern Macroeconomics
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Author : Pablo Kurlat
language : en
Publisher:
Release Date : 2020-01-14
A Course In Modern Macroeconomics written by Pablo Kurlat and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2020-01-14 with categories.
This book started as a collection of my teaching notes for the ECON 52 course that I taught at Stanford University. The objective of that course, and of this book, is to introduce students to the ideas and way of thinking of modern macroeconomics in a unified way that is accessible with a moderate amount of maths. Modern macroeconomics emphasizes explicit microeconomic foundations and general equilibrium analysis, combined with various kinds of constraints and market imperfections. When preparing the class I thought none of the existing textbooks conveyed this in a way that I liked, so I prepared my own notes, which then grew into this book. While mostly self-contained, the book is probably most useful to students who are familiar with the basics of multivariable calculus and have taken a calculus-based microeconomics class.
Statistics With Julia
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Author : Yoni Nazarathy
language : en
Publisher: Springer Nature
Release Date : 2021-09-04
Statistics With Julia written by Yoni Nazarathy and has been published by Springer Nature this book supported file pdf, txt, epub, kindle and other format this book has been release on 2021-09-04 with Computers categories.
This monograph uses the Julia language to guide the reader through an exploration of the fundamental concepts of probability and statistics, all with a view of mastering machine learning, data science, and artificial intelligence. The text does not require any prior statistical knowledge and only assumes a basic understanding of programming and mathematical notation. It is accessible to practitioners and researchers in data science, machine learning, bio-statistics, finance, or engineering who may wish to solidify their knowledge of probability and statistics. The book progresses through ten independent chapters starting with an introduction of Julia, and moving through basic probability, distributions, statistical inference, regression analysis, machine learning methods, and the use of Monte Carlo simulation for dynamic stochastic models. Ultimately this text introduces the Julia programming language as a computational tool, uniquely addressing end-users rather than developers. It makes heavy use of over 200 code examples to illustrate dozens of key statistical concepts. The Julia code, written in a simple format with parameters that can be easily modified, is also available for download from the book’s associated GitHub repository online. See what co-creators of the Julia language are saying about the book: Professor Alan Edelman, MIT: With “Statistics with Julia”, Yoni and Hayden have written an easy to read, well organized, modern introduction to statistics. The code may be looked at, and understood on the static pages of a book, or even better, when running live on a computer. Everything you need is here in one nicely written self-contained reference. Dr. Viral Shah, CEO of Julia Computing: Yoni and Hayden provide a modern way to learn statistics with the Julia programming language. This book has been perfected through iteration over several semesters in the classroom. It prepares the reader with two complementary skills - statistical reasoning with hands on experience and working with large datasets through training in Julia.
Economics For The Ib Diploma With Cd Rom
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Author : Ellie Tragakes
language : en
Publisher: Cambridge University Press
Release Date : 2011-11-03
Economics For The Ib Diploma With Cd Rom written by Ellie Tragakes and has been published by Cambridge University Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2011-11-03 with Business & Economics categories.
Arranged in four sections, provides review exercises and past examination questions for topics in microeconomics, macroeconomics, interantional economics, and development economics.
Recursive Macroeconomic Theory Fourth Edition
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Author : Lars Ljungqvist
language : en
Publisher: MIT Press
Release Date : 2018-09-11
Recursive Macroeconomic Theory Fourth Edition written by Lars Ljungqvist and has been published by MIT Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2018-09-11 with Business & Economics categories.
The substantially revised fourth edition of a widely used text, offering both an introduction to recursive methods and advanced material, mixing tools and sample applications. Recursive methods provide powerful ways to pose and solve problems in dynamic macroeconomics. Recursive Macroeconomic Theory offers both an introduction to recursive methods and more advanced material. Only practice in solving diverse problems fully conveys the advantages of the recursive approach, so the book provides many applications. This fourth edition features two new chapters and substantial revisions to other chapters that demonstrate the power of recursive methods. One new chapter applies the recursive approach to Ramsey taxation and sharply characterizes the time inconsistency of optimal policies. These insights are used in other chapters to simplify recursive formulations of Ramsey plans and credible government policies. The second new chapter explores the mechanics of matching models and identifies a common channel through which productivity shocks are magnified across a variety of matching models. Other chapters have been extended and refined. For example, there is new material on heterogeneous beliefs in both complete and incomplete markets models; and there is a deeper account of forces that shape aggregate labor supply elasticities in lifecycle models. The book is suitable for first- and second-year graduate courses in macroeconomics. Most chapters conclude with exercises; many exercises and examples use Matlab or Python computer programming languages.
The Roman Market Economy
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Author : Peter Temin
language : en
Publisher: Princeton University Press
Release Date : 2013
The Roman Market Economy written by Peter Temin and has been published by Princeton University Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2013 with Business & Economics categories.
The quality of life for ordinary Roman citizens at the height of the Roman Empire probably was better than that of any other large group of people living before the Industrial Revolution. The Roman Market Economy uses the tools of modern economics to show how trade, markets, and the Pax Romana were critical to ancient Rome's prosperity.Peter Temin, one of the world's foremost economic historians, argues that markets dominated the Roman economy. He traces how the Pax Romana encouraged trade around the Mediterranean, and how Roman law promoted commerce and banking. Temin shows that a reasonably vibrant market for wheat extended throughout the empire, and suggests that the Antonine Plague may have been responsible for turning the stable prices of the early empire into the persistent inflation of the late. He vividly describes how various markets operated in Roman times, from commodities and slaves to the buying and selling of land. Applying modern methods for evaluating economic growth to data culled from historical sources, Temin argues that Roman Italy in the second century was as prosperous as the Dutch Republic in its golden age of the seventeenth century.The Roman Market Economy reveals how economics can help us understand how the Roman Empire could have ruled seventy million people and endured for centuries.
Advanced Mathematical Methods For Finance
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Author :
language : en
Publisher:
Release Date : 2011
Advanced Mathematical Methods For Finance written by and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2011 with Business mathematics categories.
"The title of this volume 'Advanced Mathematical Methods for Finance, ' AMaMeF for short, originates from the European network of the European Science Foundation with the same name that started its activity in 2005. The goals of its program have been the development and the use of advanced mathematical tools for finance, from theory to practice. This book was born in the same spirit of the program. It presents innovations in the mathematical methods in various research areas representing the broad spectrum of AMaMeF itself. It covers the mathematical foundations of financial analysis, numerical methods, and the modeling of risk. The topics selected include measures of risk, credit contagion, insider trading, information in finance, stochastic control and its applications to portfolio choices and liquidation, models of liquidity, pricing, and hedging. The models presented are based on the use of Brownian motion, Lévy processes and jump diffusions. Moreover, fractional Brownian motion and ambit processes are also introduced at various levels. The chosen blending of topics gives a large view of the up-to-date frontiers of the mathematics for finance. This volume represents the joint work of European experts in the various fields and linked to the program AMaMeF."--Preface.
The South Sea Bubble
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Author : Helen Paul
language : en
Publisher: Routledge
Release Date : 2010-09-13
The South Sea Bubble written by Helen Paul and has been published by Routledge this book supported file pdf, txt, epub, kindle and other format this book has been release on 2010-09-13 with Business & Economics categories.
The book is an economic history of the South Sea Bubble. It combines economic theory and quantitative analysis with historical evidence in order to provide a rounded account. It brings together scholarship from a variety of different fields to update the existing historical work on the Bubble. Up until now, economic history research has not been integrated into mainstream histories of 1720. Technical work on share prices and ledgers has been inaccessible to a wider audience. As well as providing new evidence against the gambling mania argument, the book also interprets the existing economic history scholarship for non-specialists.