Tesi etd-07092017-151336 |
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Tipo di tesi
Tesi di laurea magistrale
Autore
NUTARELLI, FEDERICO
URN
etd-07092017-151336
Titolo
Numerical Methods for Economics: Theories and Applications
Dipartimento
ECONOMIA E MANAGEMENT
Corso di studi
ECONOMICS
Relatori
relatore Prof. Sodini, Mauro
Parole chiave
- Čebyšëv
- dynamic optimization
- Gauss-Seidel
- Lucas two sector model
- numerical integration
- Ramsey-Cass-Koopman model
- SOR
- time elimination
Data inizio appello
02/10/2017
Consultabilità
Completa
Riassunto
Aim of this work is to provide an overview of the fundamental techniques of numerical approximation together with practical applications in the field of dynamic optimization.
Specifically MATLAB software has been adopted in order to present modern procedures such as SOR, Gauss-Seidel, Newton, Monte-Carlo and to apply them to practical problems.
In particular, Ramsey-Cass-Koopman model and Lucas two sectoral model, discussed in Casey B. Mulligan, XavieSala-i-Martin (1991) and Casey B. Mulligan, XavieSala-i-Martin (1993), have been solved solved through "time elimination mehods" and other approaches.
The results, exposed in the last paragraph, are coherent with the ones found in literature.
Specifically MATLAB software has been adopted in order to present modern procedures such as SOR, Gauss-Seidel, Newton, Monte-Carlo and to apply them to practical problems.
In particular, Ramsey-Cass-Koopman model and Lucas two sectoral model, discussed in Casey B. Mulligan, XavieSala-i-Martin (1991) and Casey B. Mulligan, XavieSala-i-Martin (1993), have been solved solved through "time elimination mehods" and other approaches.
The results, exposed in the last paragraph, are coherent with the ones found in literature.
File
| Nome file | Dimensione |
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| Thesis_f...16_08.pdf | 1.10 Mb |
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