© 1996

Computational Economic Systems

Models, Methods & Econometrics

  • Manfred Gilli

Part of the Advances in Computational Economics book series (AICE, volume 5)

Table of contents

  1. Front Matter
    Pages i-x
  2. Modeling Computational Economic Systems

    1. Front Matter
      Pages 1-1
    2. Christopher R. Birchenhall
      Pages 3-23
    3. Raymond Board, Peter A. Tinsley
      Pages 51-79
    4. Paul M. Beaumont, Patrick T. Bradshaw
      Pages 81-101
  3. Computational Methods in Econometrics

  4. Back Matter
    Pages 271-283

About this book


The approach to many problems in economic analysis has changed drastically with the development and dissemination of new and more efficient computational techniques. Computational Economic Systems: Models, Methods & Econometrics presents a selection of papers illustrating the use of new computational methods and computing techniques to solve economic problems.
Part I of the volume consists of papers which focus on modelling economic systems, presenting computational methods to investigate the evolution of behavior of economic agents, techniques to solve complex inventory models on a parallel computer and an original approach for the construction and solution of multicriteria models involving logical conditions.
Contributions to Part II concern new computational approaches to economic problems. We find an application of wavelets to outlier detection. New estimation algorithms are presented, one concerning seemingly related regression models, a second one on nonlinear rational expectation models and a third one dealing with switching GARCH estimation. Three contributions contain original approaches for the solution of nonlinear rational expectation models.


GARCH agents dynamics econometrics economic dynamics modeling regression strategy

Editors and affiliations

  • Manfred Gilli
    • 1
  1. 1.Department of EconometricsUniversity of GenevaGenevaSwitzerland

Bibliographic information

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