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  • Search: subject:"perturbation approximation"
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Subject
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Higher-order perturbation approximation 2 Börsenkurs 1 Dynamic equilibrium 1 Dynamisches Gleichgewicht 1 Epstein-Zin-Weil preferences 1 Estimation 1 Feedback-effects from long-term bonds 1 Nichtlineare Regression 1 Nonlinear regression 1 Schätzung 1 Share price 1 State space model 1 Theorie 1 Theory 1 USA 1 United States 1 Yield curve 1 Zustandsraummodell 1 non-explosive simulations 1 stochastic stability 1
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Online availability
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Free 2
Type of publication
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Book / Working Paper 2
Type of publication (narrower categories)
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Working Paper 2 Arbeitspapier 1 Graue Literatur 1 Non-commercial literature 1
Language
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English 2
Author
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Andreasen, Martin Møller 1 Blasques, Francisco 1 Fernández-Villaverde, Jesús 1 Nientker, Marc 1 Rubio-Ramírez, Juan Francisco 1
Published in...
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Documentos de trabajo / Fundación de Estudios de Economía Aplicada 1 Tinbergen Institute Discussion Paper 1
Source
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ECONIS (ZBW) 1 EconStor 1
Showing 1 - 2 of 2
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Transformed Perturbation Solutions for Dynamic Stochastic General Equilibrium Models
Blasques, Francisco; Nientker, Marc - 2019
This paper introduces a new solution method for Dynamic Stochastic General Equilibrium (DSGE) models that produces non explosive paths. The proposed solution method is as fast as standard perturbation methods and can be easily implemented in existing software packages like Dynare as it is...
Persistent link: https://www.econbiz.de/10012114765
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The pruned state-space system for non-linear DSGE models : theory and empirical applications
Andreasen, Martin Møller; Fernández-Villaverde, Jesús; … - 2016
Persistent link: https://www.econbiz.de/10011661488
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