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Merging simulation and projection approaches to solve high-dimensional problems with an application to a new Keynesian model
Maliar, Lilia; Maliar, Serguei - In: Quantitative Economics 6 (2015) 1, pp. 1-47
We introduce a numerical algorithm for solving dynamic economic models that merges stochastic simulation and projection approaches: we use simulation to approximate the ergodic measure of the solution, we cover the support of the constructed ergodic measure with a fixed grid, and we use...
Persistent link: https://www.econbiz.de/10011599670
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Merging simulation and projection approaches to solve high-dimensional problems with an application to a new Keynesian model
Maliar, Lilia; Maliar, Serguei - In: Quantitative economics : QE ; journal of the … 6 (2015) 1, pp. 1-47
We introduce a numerical algorithm for solving dynamic economic models that merges stochastic simulation and projection approaches: we use simulation to approximate the ergodic measure of the solution, we cover the support of the constructed ergodic measure with a fixed grid, and we use...
Persistent link: https://www.econbiz.de/10011757628
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Merging simulation and projection approaches to solve high-dimensional problems with an application to a new Keynesian model
Maliar, Serguei; Maliar, Lilia - In: Quantitative economics : QE ; journal of the … 6 (2015) 1, pp. 1-47
Persistent link: https://www.econbiz.de/10011316553
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When the U.S. catches a cold, Canada sneezes : a lower-bound tale told by deep learning
Lepetyuk, Vadym; Maliar, Lilia; Maliar, Serguei - In: Journal of economic dynamics & control 117 (2020), pp. 1-37
Persistent link: https://www.econbiz.de/10012503249
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When the U.S. catches a cold, Canada sneezes : a lower-bound tale told by deep learning
Lepetyuk, Vadym; Maliar, Lilia; Maliar, Serguei - 2019
Persistent link: https://www.econbiz.de/10012196854