A nonlinear certainty equivalent approximation method for dynamic stochastic problems
Yongyang Cai, Kenneth Judd, Jevgenijs Steinbuks
| Year of publication: |
March 2017
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|---|---|
| Authors: | Cai, Yongyang ; Judd, Kenneth L. ; Steinbuks, Jevgenijs |
| Published in: |
Quantitative economics : QE ; journal of the Econometric Society. - New York, NY : Soc., ISSN 1759-7323, ZDB-ID 2530322-3. - Vol. 8.2017, 1, p. 117-147
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| Subject: | New Keynesian DSGE model | competitive equilibrium | parallel computing | sparse grid approximation | real business cycle model | Real-Business-Cycle-Theorie | Real business cycle model | Stochastischer Prozess | Stochastic process | DSGE-Modell | DSGE model | Neoklassische Synthese | Neoclassical synthesis | Dynamisches Gleichgewicht | Dynamic equilibrium | Iteratives Verfahren | Approximation method | Dynamische Optimierung | Dynamic programming | Nichtlineare Regression | Nonlinear regression |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.3982/QE533 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10011804831