Merging simulation and projection approaches to solve high-dimensional problems with an application to a new Keynesian model
| Year of publication: |
2015
|
|---|---|
| Authors: | Maliar, Serguei ; Maliar, Lilia |
| Published in: |
Quantitative economics : QE ; journal of the Econometric Society. - New York, NY : Soc., ISSN 1759-7323, ZDB-ID 2530322-3. - Vol. 6.2015, 1, p. 1-47
|
| Subject: | Ergodic set | ε-distinguishable set | clusters | adaptive grid | discrepancy | large-scale model | new Keynesian model | ZLB | stochastic simulation | Simulation | Neoklassische Synthese | Neoclassical synthesis | Dynamische Wirtschaftstheorie | Economic dynamics | Algorithmus | Algorithm | Computerunterstützung | Computerized method | Makroökonometrie | Macroeconometrics | Stochastischer Prozess | Stochastic process |
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