Handbook of Computational Economics

The aim of this volume is to provide an introduction and selective overview of the rapidly emerging field of computational economics. Computational economics provides an important set of tools that an increasing number of economists will need to acquire in order to understand and do state-of-the-art research in virtually all areas of economics. Articles in the volume range from very applied, policy oriented applications of computational methods, to highly theoretical and mathematically complex analyses of algorithms and numerical methods. The book emphasizes the unique contributions of computational methods in economics, and focuses on problems for which well developed solutions are not already available from the literature in operations research, numerical methods, and computer science. As well as covering relatively mature areas in the field, a number of chapters are included which cover more speculative "frontier topics", in particular recently discovered computational innovations and research results. For more information on the Handbooks in Economics series, please see our homepage on http://www.elsevier.nl/locate/hes

Preface. Economic Topics. Computable general equilibrium modelling for policy analysis and forecasting (P.B. Dixon, B.R. Parmenter). Computation of equilibria in finite games (R.D. McKelvey, A. McLennan). Computational methods for macroeconomic models (R.C. Fair). Mechanics of forming and estimating dynamic linear economies (E.W. Andersen et al.). Nonlinear pricing and mechanism design (R. Wilson). Sectoral economics (D.A. Kendrick). Computer Science Parallel computation (A. Nagurney). Artificial intelligence in economics and finance: A state of the art - 1994 (L.F. Pau, P.-Y. Tan). Neural networks for encoding and adapting in dynamic economies (I.-K. Cho, T.J. Sargent). Modelling languages in computational economics: GAMS (S.A. Zenios). Numerical Methods. Mathematica for economists (H. Varian). Approximation, perturbation, and projection methods in economic analysis (K.L. Judd). Numerical methods for linear-quadratic models (H.M. Amman). Numerical dynamic programming in economics (J. Rust). Monte Carlo simulation and numerical integration (J. Geweke).