Search Results - subject:"dynamic stochastic"

A simple but powerful simulated certainty equivalent approximation method for dynamic stochastic problems

Cai, Yongyang; Kenneth, L. Judd, - In: Quantitative economics : QE ; journal of the … 14 (2023) 2, pp. 651-687

We introduce a novel simulated certainty equivalent approximation (SCEQ) method for solving dynamic stochastic problems … dynamic stochastic problems with hundreds of state variables, a wide state space, and occasionally binding constraints. With …

Persistent link: https://www.econbiz.de/10014308586

Leaning against persistent financial cycles with occasional crises

Kockerols, Thore; Kravik, Erling Motzfeldt; Mimir, Yasin - 2023

Persistent link: https://www.econbiz.de/10014311239

Estimation of continuous-time linear DSGE models from discrete-time measurements

Christensen, Bent Jesper; Neri, Luca; Parra-Alvarez, … - 2023

Persistent link: https://www.econbiz.de/10014280884

Solving DSGE Models Without a Law of Motion : An Ergodicity-Based Method and an Application

Lee, Hanbaek - 2023

This paper develops a novel method to solve dynamic stochastic general equilibrium models globally and accurately …

Persistent link: https://www.econbiz.de/10014258449

Solution Strategies of Dynamic Stochastic General Equilibrium (DSGE) Models

Alali, Dr Walid Y - 2023

DSGE models are the main tool for analysing various questions in problems of monetary, business cycle theory and fiscal policy problems, growth and other fields in international macroeconomics and macroeconomics. Many macroeconomic publications use the DSGE framework. A consensus has been...

Persistent link: https://www.econbiz.de/10014260473