Comparison of solutions to the multi-country real business cycle model
From MaRDI portal
Publication:622251
DOI10.1016/J.JEDC.2010.09.013zbMath1231.91365OpenAlexW2030150681MaRDI QIDQ622251
Paul Pichler, Benjamin A. Malin, Serguei Maliar, Robert Kollmann
Publication date: 31 January 2011
Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jedc.2010.09.013
Computational methods for problems pertaining to game theory, economics, and finance (91-08) Dynamic stochastic general equilibrium theory (91B51) Heterogeneous agent models (91B69)
Related Items (16)
Fifth-order perturbation solution to DSGE models ⋮ Envelope condition method with an application to default risk models ⋮ High-Dimensional Dynamic Stochastic Model Representation ⋮ When the U.S. catches a cold, Canada sneezes: a lower-bound tale told by deep learning ⋮ DEEP EQUILIBRIUM NETS ⋮ Uniformly self-justified equilibria ⋮ A simple but powerful simulated certainty equivalent approximation method for dynamic stochastic problems ⋮ Computational suite of models with heterogeneous agents II: multi-country real business cycle models ⋮ Multi-country real business cycle models: accuracy tests and test bench ⋮ Solving the multi-country real business cycle model using a perturbation method ⋮ Solving the multi-country real business cycle model using ergodic set methods ⋮ Solving the multi-country real business cycle model using a Smolyak-collocation method ⋮ Solving the multi-country real business cycle model using a monomial rule Galerkin method ⋮ Numerical solution of dynamic quantile models ⋮ Smolyak method for solving dynamic economic models: Lagrange interpolation, anisotropic grid and adaptive domain ⋮ Tractable likelihood-based estimation of nonlinear DSGE models
Cites Work
- Unnamed Item
- Unnamed Item
- Computational suite of models with heterogeneous agents II: multi-country real business cycle models
- Multi-country real business cycle models: accuracy tests and test bench
- Solving the multi-country real business cycle model using a perturbation method
- Solving the multi-country real business cycle model using ergodic set methods
- Solving the multi-country real business cycle model using a Smolyak-collocation method
- Solving the multi-country real business cycle model using a monomial rule Galerkin method
- Parameterized expectations algorithm: how to solve for labor easily
- Comparing solution methods for dynamic equilibrium economies
- Comparison of solutions to the incomplete markets model with aggregate uncertainty
- Projection methods for solving aggregate growth models
- Algorithms and economic dynamics. Selected papers from the 2nd annual meeting of the Society for Computational Economics, Geneva, Switzerland, 1996
- Numerically stable and accurate stochastic simulation approaches for solving dynamic economic models
- COMPUTATION OF BUSINESS CYCLE MODELS: A COMPARISON OF NUMERICAL METHODS
- SOLVING LARGE-SCALE RATIONAL-EXPECTATIONS MODELS
This page was built for publication: Comparison of solutions to the multi-country real business cycle model