Search Results - subject:"Numerical"

A method to pre-compile numerical integrals when solving stochastic dynamic problems

Arapakis, Karolos - In: Computational economics 61 (2023) 2, pp. 593-610

Persistent link: https://www.econbiz.de/10014228454

Solving linear DSGE models with Newton methods

Meyer-Gohde, Alexander; Saecker, Johanna - In: Economic modelling 133 (2024), pp. 1-15

Persistent link: https://www.econbiz.de/10014548144

An endogenous gridpoint method for distributional dynamics

Bayer, Christian; Luetticke, Ralph; Weiss, Maximillian; … - 2024

numerical efficiency even in the steady state and producing significant economic differences in scenarios with aggregate risk …

Persistent link: https://www.econbiz.de/10014553030

The machine tool industry of Russia at a time of war and sanctions

Cooper, Julian - In: Post-communist economies 36 (2024) 5, pp. 527-561

Persistent link: https://www.econbiz.de/10014557784

Finite-state Markov-chain approximations : a hidden Markov approach

Janssens, Eva; McCrary, Sean - 2023

Persistent link: https://www.econbiz.de/10014384507

The art of temporal approximation : an investigation into numerical solutions to discrete & continuous-time problems in economics

Eslami, Keyvan; Phelan, Thomas M. - 2023

Persistent link: https://www.econbiz.de/10014295510

Holt-Laury as a Gumball Machine

Vasco, Monica; De Francisco, María José Vázquez - 2023

The Holt and Laury (2002) task is arguably the most widely employed method for eliciting individual risk attitudes in economics. However, although around 15% of standard experimental subjects fail to complete the task consistently, this fraction increases to an alarming 60-70% in the case of...

Persistent link: https://www.econbiz.de/10014347400

Performance evaluation of LU matrix decomposition using the SYCL standard

Nasikan, Dmytro; Yaremenko, Vadym - In: Technology audit and production reserves 3 (2023) 2/71, pp. 6-9

Persistent link: https://www.econbiz.de/10014388904

Solving linear DSG models with Newton methods

Meyer-Gohde, Alexander; Saecker, Johanna - 2022

This paper presents and compares Newton-based methods from the applied mathematics literature for solving the matrix quadratic that underlies the recursive solution of linear DSGE models. The methods are compared using nearly 100 different models from the Macroeconomic Model Data Base (MMB) and...

Persistent link: https://www.econbiz.de/10013368452

A fourier interpolation method for numerical solution of FBSDEs : global convergence, stability, and higher order discretizations

Oyono Ngou, Polynice; Hyndman, Cody - In: Journal of risk and financial management : JRFM 15 (2022) 9, pp. 1-32

The convolution method for the numerical solution of forward-backward stochastic differential equations (FBSDEs) was … suppressing extrapolation error, leading to a globally convergent numerical solution for the FBSDE, we provide explicit …-order time discretizations of FBSDEs. Numerical results demonstrating convergence are presented using a commodity price model …

Persistent link: https://www.econbiz.de/10013397739

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