A simple but powerful simulated certainty equivalent approximation method for dynamic stochastic problems
Year of publication: |
2023
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Authors: | Cai, Yongyang ; Kenneth, L. Judd, |
Published in: |
Quantitative Economics. - ISSN 1759-7331. - Vol. 14.2023, 2, p. 651-687
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Publisher: |
New Haven, CT : The Econometric Society |
Subject: | Stochastic dynamic programming | competitive equilibrium | large- scale model | integrated assessment model | new Keynesian model | zero lower bound | occasionally binding constraint | nonstationary problem | parallelism |
Type of publication: | Article |
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Type of publication (narrower categories): | Article |
Language: | English |
Other identifiers: | 10.3982/QE1835 [DOI] 1852501332 [GVK] |
Classification: | C61 - Optimization Techniques; Programming Models; Dynamic Analysis ; C63 - Computational Techniques ; C68 - Computable General Equilibrium Models ; Q54 - Climate; Natural Disasters ; Q58 - Government Policy |
Source: |
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Cai, Yongyang, (2023)
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A nonlinear certainty equivalent approximation method for dynamic stochastic problems
Cai, Yongyang, (2017)
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A nonlinear certainty equivalent approximation method for dynamic stochastic problems
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Cai, Yongyang, (2023)
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Urbanization and Property Rights
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