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Jean-Michel Granmont : a forthcoming mind
Linnemer, Laurent; Visser, Michael S. - 2018
Persistent link: https://www.econbiz.de/10012201141
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Jean-Michel Grandmont : a forthcoming mind
Linnemer, Laurent; Visser, Michael S. - 2018
contributions to the fields of monetary economics, temporary equilibrium, business cycle theory, and aggregation of individual …
Persistent link: https://www.econbiz.de/10011853287
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Jean-Michel Grandmont : not playing second fiddle
Linnemer, Laurent; Visser, Michael S. - In: Annals of economics and statistics 130 (2018), pp. 1-34
Persistent link: https://www.econbiz.de/10011905790
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Computational methods for the study of dynamic economies
Marimon, Ramon (ed.); Scott, Andrew (ed.) - 1999
Persistent link: https://www.econbiz.de/10000990772
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Statistical dynamics and Walras' law
Huang, Weihong - In: Journal of economic behavior & organization : JEBO 46 (2001) 1, pp. 57-71
Persistent link: https://www.econbiz.de/10001606986
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Nonlinear dynamics and the stability of competitive equilibria
Tuinstra, Jan - In: Equilibrium, markets and dynamics : essays in honour of …, (pp. 229-344). 2002
Persistent link: https://www.econbiz.de/10001685790
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A dynamic non-tâtonnement macroeconomic model with stochastic rationing
Bignami, Fernando; Colombo, Luca; Weinrich, Gerd - In: Economic complexity : non-linear dynamics, multi-agents …, (pp. 301-331). 2004
Persistent link: https://www.econbiz.de/10001984959
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On the statistical dynamics of economics
Huang, Weihong - In: Journal of economic behavior & organization : JEBO 56 (2005) 4, pp. 543-565
Persistent link: https://www.econbiz.de/10002843910
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Solving, estimating, and selecting nonlinear dynamic models without the curse of dimensionality
Winschel, Viktor; Krätzig, Markus - In: Econometrica : journal of the Econometric Society, an … 78 (2010) 2, pp. 803-821
Persistent link: https://www.econbiz.de/10003989388
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Solving, estimating and selecting nonlinear dynamic models without the curse of dimensionality
Winschel, Viktor (contributor); Krätzig, Markus (contributor) - 2008
We present a comprehensive framework for Bayesian estimation of structural nonlinear dynamic economic models on sparse grids. The Smolyak operator underlying the sparse grids approach frees global approximation from the curse of dimensionality and we apply it to a Chebyshev approximation of the...
Persistent link: https://www.econbiz.de/10003636133