Juillard, Michel; Ocaktan, Tarik - In: Économie et Prévision 183 (2008) 2, pp. 115-126
[eng] This paper presents the numerical methods commonly used today to solve dynamic stochastic general equilibrium (DSGE) models. We begin by introducing a canonical model of dynamic optimization, which is the crucial element in this approach. We then review value-function iteration, the...