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Year of publication
Subject
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direct methods 2 Krylov techniques 1 Newton methods 1 economic growth 1 linear algebra 1 macro econometric model 1 non-steady state shocks 1 optimal control 1 rational expectations model 1 sequential shocks 1 software package 1 transitional dynamics 1
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Online availability
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Free 2
Type of publication
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Article 1 Book / Working Paper 1
Language
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English 1 Undetermined 1
Author
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Andrei, Tudorel 1 Fontes, Dalila A. C. C. 1 Fontes, Fernando A. C. C. 1 Iacob, Andreea Iluzia 1 Lopes, Mário Amorim 1 Oancea, Bogdan 1 Stancu, Stelian 1
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Institution
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Faculdade de Economia, Universidade do Porto 1
Published in...
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Analele Stiintifice ale Universitatii "Alexandru Ioan Cuza" din Iasi - Stiinte Economice 1 FEP Working Papers 1
Source
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RePEc 2
Showing 1 - 2 of 2
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Optimal Control of Infinite-Horizon Growth Models — A direct approach
Lopes, Mário Amorim; Fontes, Fernando A. C. C.; … - Faculdade de Economia, Universidade do Porto - 2013
We propose a framework to solve dynamic nonlinear infinite-horizon models like those found in the standard economic growth literature. We employ a direct method to solve the underlying optimal control problem, something novel in the economic literature. Instead of deriving the necessary...
Persistent link: https://www.econbiz.de/10010842592
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Cover Image
Numerical Parallel Algorithms For Large Scale Macroeconometric Models
Oancea, Bogdan; Andrei, Tudorel; Stancu, Stelian; … - In: Analele Stiintifice ale Universitatii "Alexandru Ioan … 2010SE (2010) july, pp. 341-356
requirements, but the parallel versions of direct methods show a superior speedup." …
Persistent link: https://www.econbiz.de/10008694225
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