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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
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An Analytical Solution for the Interest Rate Reaction Function in a New-Keynesian Economy Using the Undetermined Coefficients Method
Arend, Mario - 2009
Central Bank optimization problem in a new-keynesian economy. The advantage of using this method is that it provides a theory …
Persistent link: https://www.econbiz.de/10013155121
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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
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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
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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
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Algorithms for solving dynamic models with occasionally binding constraints
Christiano, Lawrence J.; Fisher, Jonas D. M. - 1994
Persistent link: https://www.econbiz.de/10000977218
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Algorithms for solving dynamic models with occasionally binding constraints
Christiano, Lawrence J.; Fisher, Jonas D. M. - 1997
Persistent link: https://www.econbiz.de/10000983646
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Solving dynamic equilibrium models by a method of undetermined coefficients
Christiano, Lawrence J. - 1998
Persistent link: https://www.econbiz.de/10000985900
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Algorithms for solving dynamic models with occasionally binding constraints
Christiano, Lawrence J.; Fisher, Jonas D. M. - 1997
Persistent link: https://www.econbiz.de/10000975144
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Solving dynamic equilibrium models by a method of undetermined coefficients
Christiano, Lawrence J. - 1998
Persistent link: https://www.econbiz.de/10000994034