Solving dynamic stochastic models with multiple occasionally binding constraints
Year of publication: |
2021
|
---|---|
Authors: | Guerra Vallejos, Ernesto ; Bobenrieth Hochfarber, Eugenio ; Bobenrieth Hochfarber, Juan ; Wright, Brian D. |
Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 86824-3. - Vol. 105.2021, p. 1-17
|
Subject: | Commodities | DSGE | Free disposal | Numerical solutions | Storage capacity | Stochastischer Prozess | Stochastic process | Mathematische Optimierung | Mathematical programming | Dynamisches Gleichgewicht | Dynamic equilibrium | DSGE-Modell | DSGE model | Kapazitätsplanung | Capacity planning | Real-Business-Cycle-Theorie | Real business cycle model |
-
A Bayesian dynamic stochastic general equilibrium model of stock market bubbles and business cycles
Miao, Jianjun, (2015)
-
A Bayesian dynamic stochastic general equilibrium model of stock market bubbles and business cycles
Miao, Jianjun, (2015)
-
Iterative refinement of the QZ decomposition for solving linear DSGE models
Huber, Johannes, (2025)
- More ...
-
Endogenous thresholds in energy prices : modeling and empirical estimation
Guerra Vallejos, Ernesto, (2023)
-
A commodity price process with a unique continuous invariant distribution having infinite mean
Bobenrieth H., Eugenio S., (2002)
-
Bobenrieth H., Eugenio S., (2004)
- More ...