Similar Search Results

Solving Complex Equations Subject to Constraints Using Lagrangian Constrained Optimization

Burgess, Nicholas - 2021

In this paper we outline the Lagrangian constrained optimization method to solve complex problems subject to constraints. Firstly we summarize the Lagrangian constrained optimization routine. Secondly we outline a detailed implementation strategy. Thirdly and finally we provide example and solve...

Persistent link: https://www.econbiz.de/10013213151

Exact utilities under alternative monetary rules in a simple macro model with optimizing agents

Henderson, Dale W.; Kim, Jinill - In: International tax and public finance 6 (1999) 4, pp. 507-535

Persistent link: https://www.econbiz.de/10001498555

Computational methods for the study of dynamic economies

Marimon, Ramon (ed.); Scott, Andrew (ed.) - 1999

Persistent link: https://www.econbiz.de/10000990772

Linear analysis of competitive economies

Raa, Thijs ten - 1995 - 1. publ.

Persistent link: https://www.econbiz.de/10000929319

Exact utilities under alternative monetary rules in a simple macro model with optimizing agents

Henderson, Dale W.; Kim, Jinill - 1999

Persistent link: https://www.econbiz.de/10001370629

Mitigation of the Lucas critique with stochastic control methods

Amman, Hans M.; Kendrick, David A. - In: Journal of economic dynamics & control 27 (2003) 11/12, pp. 2035-2057

Persistent link: https://www.econbiz.de/10001768882

Solving a saddlepath unstable model with complex-valued eigenvalues

Stemp, Peter J. (contributor); Herbert, Ric D. (contributor) - 2003

Persistent link: https://www.econbiz.de/10001836671

A reference point approach to nonlinear macroeconomic multiobjective models

Grauer, M.; Zalai, E. - 1982

Persistent link: https://www.econbiz.de/10002515885

Computational solution of large-scale macroeconometric models

Pauletto, Giorgio - 1997

Persistent link: https://www.econbiz.de/10008729754

Linear-Quadratic Approximation, External Habit and Targeting Rules

Levine, Paul; Pearlman, Joseph; Pierse, Richard G. - 2021

We examine the linear-quadratic (LQ) approximation of non-linear stochastic dynamic optimization problems in macroeconomics, in particular for monetary policy. We make four main contributions: first, we draw attention to a general Hamiltonian framework for LQ approximation due to Magill (1977)....

Persistent link: https://www.econbiz.de/10013317055