Numerical solution of continuous-time DSGE models under Poisson uncertainty
Year of publication: |
2010-06
|
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Authors: | Posch, Olaf ; Trimborn, Timo |
Institutions: | Wirtschaftswissenschaftliche Fakultät, Leibniz Universität Hannover |
Subject: | Continuous-time DSGE | Optimal stochastic control | Waveform Relaxation |
Extent: | application/pdf |
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Series: | Hannover Economic Papers (HEP). - ISSN 0949-9962. |
Type of publication: | Book / Working Paper |
Notes: | 33 pages |
Classification: | E21 - Consumption; Saving ; G11 - Portfolio Choice ; O41 - One, Two, and Multisector Growth Models |
Source: |
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Numerical solution of continuous-time DSGE models under poisson uncertainty
Posch, Olaf, (2010)
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Numerical solution of continuous-time DSGE models under Poisson uncertainty
Posch, Olaf, (2010)
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