Search Results - subject:"sequential recalibration"

Computation of Equilibria in OLGModels with Many Heterogeneous Households

Rausch, Sebastian; Rutherford, Thomas F. - 2008

properties of the sequential recalibration (SR) algorithm. SR is then demonstrated to efficiently solve Auerbach- Kotlikoff OLG …

Persistent link: https://www.econbiz.de/10011753154

Computation of equilibria in OLG models with many heterogeneous households

Rausch, Sebastian; Rutherford, Thomas F. - 2008

properties of the sequential recalibration (SR) algorithm. SR is then demonstrated to efficiently solve Auerbach- Kotlikoff OLG … properties of the sequential recalibration (SR) algorithm. SR is then demonstrated to efficiently solve Auerbach- Kotlikoff OLG … infeasible due to the high dimensionality related to income and household-specific effects. The “sequential recalibration” (SR …

Persistent link: https://www.econbiz.de/10003762140

Computation of Equilibria in OLG Models with Many Heterogeneous Households

Rausch, Sebastian; Rutherford, Thomas F. - 2007

properties of the sequential recalibration (SR) algorithm. SR is then demonstrated to efficiently solve Auerbach-Kotlikoff OLG …

Persistent link: https://www.econbiz.de/10010264688

Computation of Equilibria in OLG Models with Many Heterogeneous Households

Rausch, Sebastian; Rutherford, Thomas F. - Rheinisch-Westfälisches Institut für … - 2007

properties of the sequential recalibration (SR) algorithm. SR is then demonstrated to efficiently solve Auerbach-Kotlikoff OLG …

Persistent link: https://www.econbiz.de/10005738708