Similar Search Results - EconBiz

Computational methods for production-based asset pricing models with recursive utility

Aldrich, Eric Mark; Kung, Howard - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 25 (2021) 1, pp. 1-26

Persistent link: https://www.econbiz.de/10012437836

Hansen and Sargent's Recursive models of dynamic linear economies : a review essay

West, Kenneth D. - In: Journal of economic literature 55 (2017) 1, pp. 173-181

Persistent link: https://www.econbiz.de/10011863447

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

Economic dynamics in discrete time

Miao, Jianjun - 2014

Persistent link: https://www.econbiz.de/10012691401

Economic dynamics in discrete time

Miao, Jianjun - 2020 - Second edition

-- Markov processes -- Ergodic theory and stationary processes -- Dynamic optimization -- Markov decision process model …

Persistent link: https://www.econbiz.de/10012005687

Recursive Models of Dynamic Linear Economies

Hansen, Lars Peter - 2013

authors unite economic theory with a workable econometrics while going beyond and beneath demand and supply curves for dynamic …

Persistent link: https://www.econbiz.de/10014481735

Optimality conditions and bubbles in sequential economies and bounded relative risk-aversion

Dal Forno, Arianna; Montrucchio, Luigi - In: Decisions in economics and finance : DEF ; a journal of … 26 (2003) 1, pp. 53-80

Persistent link: https://www.econbiz.de/10003837113

Dynamic optimization with a nonsmooth, nonconvex technology : the case of a linear objective function

Kamihigashi, Takashi; Roy, Santanu - In: Economic theory : official journal of the Society for … 29 (2006) 2, pp. 325-340

Persistent link: https://www.econbiz.de/10003372618

Dynamic optimization with a nonsmooth, nonconvex technology : the case of a linear objective function

Kamihigashi, Takashi; Roy, Santanu - 2005

Persistent link: https://www.econbiz.de/10003237169

Differentiability of the value function without interiority assumptions

Rincón-Zapatero, Juan Pablo (contributor); … - 2007

Persistent link: https://www.econbiz.de/10003573149

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