Accuracy and speed of the solution methods for sovereign default models : the stable performance of the Tauchen method and cubic spline interpolation
Year of publication: |
July 2018
|
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Authors: | Yamazaki, Takefumi |
Published in: |
Public policy review. - Tokyo, ISSN 1880-0955, ZDB-ID 2192826-5. - Vol. 14.2018, 4, p. 641-662
|
Subject: | Sovereign default | Numerical calculation | Full-nonlinear DSGE | Staatsbankrott | Theorie | Theory | Internationale Staatsschulden | International sovereign debt | Öffentliche Schulden | Public debt | Dynamisches Gleichgewicht | Dynamic equilibrium |
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