A comparison of numerical methods for the solution of continuous-time DSGE models
Juan Carlos Parra-Alvarez
| Year of publication: |
September 2018
|
|---|---|
| Authors: | Parra-Alvarez, Juan Carlos |
| Published in: |
Macroeconomic dynamics. - Cambridge : Cambridge Univ. Press, ISSN 1365-1005, ZDB-ID 1412233-9. - Vol. 22.2018, 6, p. 1555-1583
|
| Subject: | Continuous-Time DSGE Models | Linear-Quadratic Approximation | Perturbation Method | Projection Method | Dynamisches Gleichgewicht | Dynamic equilibrium | Theorie | Theory | Stochastischer Prozess | Stochastic process | Algorithmus | Algorithm | Mathematische Optimierung | Mathematical programming |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1017/S1365100516000821 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011916989