Exact present solution with consistent future approximation : a gridless algorithm to solve stochastic dynamics models
Year of publication: |
2015
|
---|---|
Authors: | Den Haan, Wouter J. ; Kobielarz, Michal L. ; Rendahl, Pontus |
Publisher: |
London : Centre for Economic Policy Research |
Subject: | Zustandsraummodell | State space model | Algorithmus | Algorithm | Zeitreihenanalyse | Time series analysis | Dynamische Wirtschaftstheorie | Economic dynamics | Stochastische Volatilität | Stochastic volatility | Wachstumstheorie | Growth theory | Theorie | Theory |
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