Search Results - subject:"solution methods"

Solving reduced-form linear rational expectations models

Lee, Jae Won; Park, Woong-yong - 2020 - This version: May 2020

Persistent link: https://www.econbiz.de/10014290767

Piecewise-linear approximations and filtering for DSGE models with occasionally binding constraints

Aruoba, S. Borağan; Cuba-Borda, Pablo; Higa-Flores, Kenji - 2020 - Current version: October 9, 2020

Persistent link: https://www.econbiz.de/10013206020

Polynomial chaos expansion: Efficient evaluation and estimation of computational models

Fehrle, Daniel; Heiberger, Christopher; Huber, Johannes - 2020

Polynomial chaos expansion (PCE) provides a method that enables the user to represent a quantity of interest (QoI) of a model's solution as a series expansion of uncertain model inputs, usually its parameters. Among the QoIs are the policy function, the second moments of observables, or the...

Persistent link: https://www.econbiz.de/10013329983

Solving non-linear dynamic models (more) efficiently : application to a simple monetary policy model

Mkhatrishvili, Shalva; Laxton, Douglas; Tutberidze, Davit; … - 2019

Persistent link: https://www.econbiz.de/10013412763

Economic Growth : Theory and Numerical Solution Methods

Novales, Alfonso; Fernández, Esther; Ruíz, Jesús - 2022 - 3rd ed. 2022.

-- Optimal Growth: Discrete Time Analysis -- Numerical Solution Methods -- Endogenous Growth Models -- Additional Endogenous …

Persistent link: https://www.econbiz.de/10012814667

Decomposition-based approaches for a class of two-stage robust binary optimization problems

Arslan, Ayşe N.; Detienne, Boris - In: INFORMS journal on computing : JOC ; charting new … 34 (2022) 2, pp. 857-871

Persistent link: https://www.econbiz.de/10013361369

Solution methods for models with rare disasters

Fernández-Villaverde, Jesús; Levintal, Oren - In: Quantitative Economics 9 (2018) 2, pp. 903-944

This paper compares different solution methods for computing the equilibrium of dynamic stochastic general equilibrium … (2012). DSGE models with rare disasters require solution methods that can handle the large nonlinearities triggered by low …

Persistent link: https://www.econbiz.de/10012215348

Solution methods for models with rare disasters

Fernández-Villaverde, Jesús; Levintal, Oren - In: Quantitative economics : QE ; journal of the … 9 (2018) 2, pp. 903-944

Persistent link: https://www.econbiz.de/10011994514

Saddle cycles : solving rational expectations models featuring limit cycles (or chaos) using perturbation methods

Galizia, Dana - 2018

Persistent link: https://www.econbiz.de/10011902751

Computational methods for production-based asset pricing models with recursive utility

Aldrich, Eric Mark; Kung, Howard - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 25 (2021) 1, pp. 1-26

Persistent link: https://www.econbiz.de/10012437836