Hybrid perturbation-projection method for solving DSGE asset pricing models
Yuanyuan Chen, Stuart Fowler
| Year of publication: |
December 2016
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|---|---|
| Authors: | Chen, Yuanyuan ; Fowler, Stuart |
| Published in: |
Computational economics. - Dordrecht [u.a.] : Springer, ISSN 0927-7099, ZDB-ID 1142021-2. - Vol. 48.2016, 4, p. 649-667
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| Subject: | Perturbation | Projection | Value function iteration | DSGE model | Dynamisches Gleichgewicht | Dynamic equilibrium | CAPM | DSGE-Modell | Stochastischer Prozess | Stochastic process | Kapitalmarkttheorie | Financial economics |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s10614-015-9529-0 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011713096