We describe algorithm to find higher order approximations of stochastic rational expectations models near the deterministic steady state. Using matrix representation of function derivatives instead of tensor representation we obtain simple expressions of matrix equations determining higher order...

This note presents an algorithm for deriving first order conditions applicable to the most common optimisation problems encountered in dynamic stochastic models automatically. Given a symbolic library or a computer algebra system one can efficiently derive first order conditions which can then...

This note provides some examples of plant leaves whose outline maps exhibit Poincaré recurrence and mixing while subjected to repeated Anosov diffeomorphic transformation. The datasets and a computer program (Fortran 77) have also been given.

This double-issue contains 11 papers invited for the first special issue on “Computational methods for Russian economic and financial modelling”. It was an attempt to explore and bring together practical, state-of-the-art applications of computational techniques with a particular focus on...

A survey of the results relating to the application of gross substitutability in economic equilibrium theory. The topics considered include existence and uniqueness of equilibrium, comparative statics, coalition stability, and stability of price-adjustment tatonnement processes. The main...