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Optimal monetary policy inertia

Woodford, Michael - 1999

Persistent link: https://www.econbiz.de/10001435317

Optimal monetary policy inertia

Woodford, Michael - 1999

Persistent link: https://www.econbiz.de/10001362623

A note on global optimization in adaptive control, econometrics and macroeconomics

Tucci, Marco Paolo - In: Journal of economic dynamics & control 26 (2002) 9/10, pp. 1739-1764

Persistent link: https://www.econbiz.de/10001668537

Projection-based inference with particle swarm optimization

Khalaf, Lynda; Lin, Zhenjiang - In: Journal of economic dynamics & control 128 (2021), pp. 1-15

Persistent link: https://www.econbiz.de/10012628243

Genetic algorithm learning in a New Keynesian macroeconomic setup

Hommes, Cars H.; Makarewicz, Tomasz; Massaro, Domenico; … - In: Journal of evolutionary economics : JEE 27 (2017) 5, pp. 1133-1155

Persistent link: https://www.econbiz.de/10011895220

A simple but powerful simulated certainty equivalent approximation method for dynamic stochastic problems

Cai, Yongyang; Kenneth, L. Judd, - In: Quantitative economics : QE ; journal of the … 14 (2023) 2, pp. 651-687

We introduce a novel simulated certainty equivalent approximation (SCEQ) method for solving dynamic stochastic problems. Our examples show that SCEQ can quickly solve high-dimensional finite- or infinite-horizon, stationary or non- stationary dynamic stochastic problems with hundreds of state...

Persistent link: https://www.econbiz.de/10014308586