Narrow search
Showing 1 - 10 of 16,737
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
Will the Fed ever learn?
Kasa, Kenneth - In: Journal of macroeconomics 21 (1999) 2, pp. 279-292
Persistent link: https://www.econbiz.de/10001369045
Cover Image
An econometric decision model for equalizing regional unemployment in West and East Germany
Tanguiane, Andranick S. - 2003
Persistent link: https://www.econbiz.de/10001787975
Cover Image
An econometric decision model for equalizing regional unemployment in West and East Germany
Tanguiane, Andranick S. - 2003
Reducing disparities among regions within European countries is the aim of European and national structural policies. In particular, a European grant contributes to the German governmental program for equalizing regional unemployment. The goal is to bring it down to the national average by...
Persistent link: https://www.econbiz.de/10010486795
Cover Image
Algorithms for solving dynamic models with occasionally binding constraints
Christiano, Lawrence J.; Fisher, Jonas D. M. - 1994
Persistent link: https://www.econbiz.de/10000977218
Cover Image
Algorithms for solving dynamic models with occasionally binding constraints
Christiano, Lawrence J.; Fisher, Jonas D. M. - 1997
Persistent link: https://www.econbiz.de/10000983646