Rausch, Sebastian; Rutherford, Thomas F. - 2008
properties of the sequential recalibration (SR) algorithm. SR is then demonstrated to efficiently solve Auerbach- Kotlikoff OLG … properties of the
sequential recalibration (SR) algorithm. SR is then demonstrated to efficiently solve Auerbach-
Kotlikoff OLG … infeasible due to the high dimensionality related to income and
household-specific effects. The “sequential recalibration” (SR …