Numerical solution of continuous-time DSGE models under poisson uncertainty
Year of publication: |
2010
|
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Authors: | Posch, Olaf ; Trimborn, Timo |
Publisher: |
Hannover : Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät |
Subject: | Dynamisches Gleichgewicht | Kontrolltheorie | Stochastischer Prozess | Algorithmus | Theorie | Continuous-time DSGE | Optimal stochastic control | Waveform Relaxation |
Series: | Diskussionsbeitrag ; 450 |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 630498504 [GVK] hdl:10419/38749 [Handle] RePEc:han:dpaper:dp-450 [RePEc] |
Classification: | E21 - Consumption; Saving ; G11 - Portfolio Choice ; O41 - One, Two, and Multisector Growth Models |
Source: |
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