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An Introduction to Economic Dynamics: Modelling, Analysis and Simulation
Author(s): Srinivas Raghavendra, Petri T. Piiroinen
Series: Routledge Advanced Texts in Economics and Finance, 39
Publisher: Routledge,
Year: 2023
ISBN: 0367341891,9780367341893
《经济动力学导论》为学生提供了一个框架，帮助他们理解和领会经济模型背后的基本直觉，并使用 MATLAB® 中的模拟技术对这些模型进行实验。
本书超越了其他经济模型教材通常有限的范围，这些教材主要侧重于阐明静态均衡模型。比较静态分析会阻止学生询问如何从最初的非均衡位置实现均衡位置，并限制他们对此类分析背后的动态的理解。本书向读者介绍了十个成熟的宏观经济模型 - 包括凯恩斯乘数模型、萨缪尔森乘数和索洛增长模型 - 并引导读者了解每个模型背后的动态系统。每一章都以概述该模型旨在帮助解决的经济问题开始，然后解释该模型的数学原理。使用 MATLAB® 中的模拟和可视化技术提供解决方案，这些技术与分析有机交织在一起，并以循序渐进的方式介绍，以引导读者完成整个过程。附录提供了 MATLAB® 的介绍以及所有必要的代码。
本书非常适合经济动力学、宏观经济建模和计算经济学课程，以及对经济模型感兴趣的金融、数学和工程专业的学生。
Contents
Preface
Chapter 1 Introduction to Economic Dynamics
1.1 A short primer on MATLAB®
Chapter 2 The Cobweb Model
2.1 Economic problem
2.2 Modelling
2.3 Analysis, simulation and visualisation
2.3.1 Cobweb plots
2.4 Concluding remarks, extensions and challenges
Chapter 3 Expectation Dynamics in the Cobweb Model
3.1 Economic problem
3.2 Modelling
3.3 Analysis, simulation and visualisation
3.3.1 Cobweb plots
3.4 Concluding remarks, extensions and challenges
Chapter 4 Keynesian Multiplier Model
4.1 Economic problem
4.2 Modelling
4.3 Analysis, simulation and visualisation
4.4 Concluding remarks, extensions and challenges
Chapter 5 The Is/Lm Model
5.1 Economic problem
5.2 Modelling
5.3 Analysis, simulation and visualisation
5.4 Remarks, extensions and challenges
Chapter 6 Debt, Deficit and Stabilisation Policy
6.1 Economic problem
6.2 Modelling
6.3 Analysis, simulation and visualisation
6.3.1 Simulation and visualisation
6.4 Concluding remarks, extensions and challenges
Chapter 7 Expectation Dynamics and Hyperinflation
7.1 Economic problem
7.2 Modelling
7.3 Analysis, simulation and visualisation
7.3.1 The naive expectation model
7.3.2 The perfect foresight model
7.3.3 Analysis of the rational expectation model
7.3.4 Simulation and visualisation
7.4 Concluding remarks, extensions and challenges
Chapter 8 The Dornbusch Exchange Rate Overshooting Model
8.1 Economic problem
8.2 Modelling
8.2.1 Commodity price dynamics
8.3 Analysis, simulation and visualisation
8.4 Concluding remarks, extensions and challenges
Chapter 9 The Solow-Swan Growth Model
9.1 Economic problem
9.2 Modelling
9.3 Analysis, simulation and visualisation
9.4 Concluding remarks, extensions and challenges
Chapter 10 An Endogenous Growth Model
10.1 Economic problem
10.2 Modelling
10.3 Analysis, simulation and visualisation
10.3.1 Stability analysis
10.3.2 Simulation analysis and visualisation
10.3.3 Discussion
10.4 Concluding remarks, extensions and challenges
Chapter 11 Business Cycles I: Samuelson’S Multiplier-Accelerator Model
11.1 Modelling
11.2 Analysis, simulation and visualisation
11.3 Concluding remarks, extensions and challenges
Chapter 12 Business Cycles II: The Real Business Cycle Model
12.1 Economic problem
12.2 Modelling
12.3 Analysis and visualisation
12.3.1 Solution method
12.3.2 Equilibrium solution: The optimal path
12.3.3 Optimal paths under parameter variations
12.3.4 Optimal paths for stochastic variations in parameters
12.4 Concluding remarks, extensions and challenges
Appendix A Difference and Differential Equations
A.1 First-order linear difference equation
A.2 Second-order linear difference equation
A.3 First-order linear differential equations
A.4 Second-order linear differential equations
A.5 Systems of linear first-order differential equations
Appendix B Matlab® Codes
B.1 Chapter 1
B.2 Chapter 2
B.3 Chapter 3
B.4 Chapter 4
B.5 Chapter 5
B.6 Chapter 6
B.7 Chapter 7
B.8 Chapter 8
B.9 Chapter 9
B.10 Chapter 10
B.11 Chapter 11
B.12 Chapter 12
Index
An Introduction to Economic Dynamics provides a framework for students to appreciate and understand the basic intuition behind economic models and to experiment with those models using simulation techniques in MATLAB®.
This book goes beyond the often-limited scope of other texts on economic models, which have largely focused on elucidating static equilibrium models. Comparative static analysis inhibits students from asking how the equilibrium position is achieved from an initial out-of-equilibrium position and limits their understanding of the dynamics that underlie such analysis. In this textbook, readers are introduced to ten well-established macroeconomic models – including Keynesian multiplier models, Samuelson’s multiplier and Solow’s growth model – and guided through the dynamical systems behind each model. Every chapter begins with an overview of the economic problem which the model is designed to help solve followed by an explanation of the mathematics of the model. Solutions are provided using simulation and visualisation techniques in MATLAB®, which are interwoven organically with the analysis and are introduced in a step-by-step fashion to guide the reader along the way. Appendices provide an introduction to MATLAB® along with all the necessary codes.
The book is ideally suited for courses in economic dynamics, macroeconomic modelling and computational economics, as well as for students of finance, mathematics and engineering who are interested in economic models.
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