Peter J Wilcoxen > Computational General Equilibrium Modeling

General References

Useful references on intertemporal optimization, numerical methods and differential equations.
Birkhoff and Rota
Birkhoff, Garrett and Gian-Carlo Rota (1978), Ordinary Differential Equations, New York: John Wiley and Sons. A clear and compact treatment of differential equations and phase diagrams.
Blanchard and Fischer
Blanchard, Olivier Jean and Stanley Fischer (1989), Lectures on Macroeconomics, Cambridge, MIT Press. An excellent reference book to use when designing the macroeconomics aspects of models.
Dixon, Parmenter, Powell and Wilcoxen
Dixon, Peter B., B.R. Parmenter, Alan A. Powell and Peter J. Wilcoxen (1992), Notes and Problems in Applied General Equilibrium Economics, Amsterdam: North-Holland. General equilibrium modeling as done by the Impact group in Australia.
Kamien and Schwartz
Kamien, Morton I. and Nancy L. Schwartz (1991), Dynamic Optimization, North-Holland. Excellent treatment of the calculus of variations and optimal control applied to economic problems.
Press, Flannery, Teukolsky and Vetterling
Press, W., B. Flannery, S. Teukolsky, and W. Vetterling, (1986), Numerical Recipes, New York:Cambridge University Press. The definitive reference for numerical analysis. Clear descriptions of algorithms; lots of example programs; good lists of references for more information.
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