Fernández-Villaverde, Jesús; Levintal, Oren - In: Quantitative economics : QE ; journal of the … 9 (2018) 2, pp. 903-944
This paper compares different solution methods for computing the equilibrium of dynamic stochastic general equilibrium … (2012). DSGE models with rare disasters require solution methods that can handle the large nonlinearities triggered by low …