Tipo di tesi
Tesi di laurea magistrale
Titolo
Numerical Methods for Economics: Theories and Applications
Dipartimento
ECONOMIA E MANAGEMENT
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
Riassunto (Italiano)
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.
