A nonlinear certainty equivalent approximation method for dynamic stochastic problems
Year of publication: |
2017
|
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Authors: | Cai, Yongyang ; Judd, Kenneth L. ; Steinbuks, Jevgenijs |
Published in: |
Quantitative Economics. - New Haven, CT : The Econometric Society, ISSN 1759-7331. - Vol. 8.2017, 1, p. 117-147
|
Publisher: |
New Haven, CT : The Econometric Society |
Subject: | New Keynesian DSGE model | competitive equilibrium | parallel computing | sparse grid approximation | real business cycle model |
Type of publication: | Article |
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Type of publication (narrower categories): | Article |
Language: | English |
Other identifiers: | 10.3982/QE533 [DOI] 1015406777 [GVK] hdl:10419/195535 [Handle] |
Classification: | C61 - Optimization Techniques; Programming Models; Dynamic Analysis ; C63 - Computational Techniques ; C68 - Computable General Equilibrium Models ; E31 - Price Level; Inflation; Deflation ; E52 - Monetary Policy (Targets, Instruments, and Effects) |
Source: |
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