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Computation of solutions to dynamic models with occasionally binding constraints.

Holden, Tom D. - 2016 - This version: 3 April 2016

We construct the first algorithm for the perfect foresight solution of otherwise linear models with occasionally binding constraints, with fixed terminal conditions, that is guaranteed to return a solution in finite time, if one exists. We also provide a proof of the inescapability of the "curse...

Persistent link: https://www.econbiz.de/10011452243

Computation of solutions to dynamic models with occasionally binding constraints.

Holden, Tom D. - 2016 - This version: 30 July 2016

Persistent link: https://www.econbiz.de/10011518454

Iterative refinement of the QZ decomposition for solving linear DSGE models

Huber, Johannes; Meyer-Gohde, Alexander - 2025

The standard approach to solving linear DSGE models is to apply the QZ method. It is a one-shot algorithm that leaves …

Persistent link: https://www.econbiz.de/10015206920

Solving linear DSGE models with Newton methods

Meyer-Gohde, Alexander; Saecker, Johanna - In: Economic modelling 133 (2024), pp. 1-15

Persistent link: https://www.econbiz.de/10014548144

Solving linear DSGE models with structure-preserving doubling methods

Huber, Johannes; Meyer-Gohde, Alexander; Saecker, Johanna - 2023

solution of linear DSGE models. We present and compare two Structure-Preserving Doubling Algorithms (SDAs) to other competing …

Persistent link: https://www.econbiz.de/10014444739

Solving linear DSGE models with Bernoulli iterations

Meyer-Gohde, Alexander - 2023

This paper presents and compares Bernoulli iterative approaches for solving linear DSGE models. The methods are … methods compare favorably in solving DSGE models to the QZ, providing similar accuracy as measured by the forward error of the …

Persistent link: https://www.econbiz.de/10014252497

Optimal policy design in nonlinear DSGE models : an n-order accurate approximation

Gross, Isaac; Hansen, James - In: European economic review : EER 140 (2021), pp. 1-18

Persistent link: https://www.econbiz.de/10012816156

Existence and uniqueness of solutions to dynamic models with occasionally binding constraints.

Holden, Tom D. - 2017 - This version: 23 August 2017

We present the first necessary and sufficient conditions for there to be a unique perfect-foresight solution to an otherwise linear dynamic model with occasionally binding constraints, given a fixed terminal condition. We derive further results on the existence of a solution in the presence of...

Persistent link: https://www.econbiz.de/10011717372

Solving dynamic stochastic models with multiple occasionally binding constraints

Guerra Vallejos, Ernesto; Bobenrieth Hochfarber, Eugenio; … - In: Economic modelling 105 (2021), pp. 1-17

Persistent link: https://www.econbiz.de/10013367160

A system reduction method to efficiently solve DSGE models

Hernandez, Kolver - In: Journal of economic dynamics & control 37 (2013) 3, pp. 571-576

Persistent link: https://www.econbiz.de/10009710490