Algorithms and economic dynamics. Selected papers from the 2nd annual meeting of the Society for Computational Economics, Geneva, Switzerland, 1996
From MaRDI portal
Publication:1274204
DOI10.1016/S0165-1889(98)00007-4zbMath0941.00048OpenAlexW2075898923MaRDI QIDQ1274204
No author found.
Publication date: 12 January 1999
Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/s0165-1889(98)00007-4
Proceedings of conferences of miscellaneous specific interest (00B25) Proceedings, conferences, collections, etc. pertaining to game theory, economics, and finance (91-06)
Related Items (78)
Monte Carlo methods for estimating, smoothing, and filtering one- and two-factor stochastic volatility models ⋮ Identification and estimation of statistical functionals using incomplete data ⋮ Likelihood approximation by numerical integration on sparse grids ⋮ Nonlinear and stable perturbation-based approximations ⋮ A foundation for the solution of consumption-saving behavior with a borrowing constraint and unbounded marginal utility ⋮ Solving heterogeneous-agent models with parameterized cross-sectional distributions ⋮ Solving dynamic stochastic economic models by mathematical programming decomposition methods ⋮ Dynamics of the presidential veto: A computational analysis ⋮ Model uncertainty and energy technology policy: the example of induced technical change ⋮ Linear-quadratic approximation, external habit and targeting rules ⋮ Analytic solving of asset pricing models: the by force of habit case ⋮ Efficient and fast numerical method for pricing discrete double barrier option by projection method ⋮ How misleading is linearization? Evaluating the dynamics of the neoclassical growth model ⋮ Time-consistent control in nonlinear models ⋮ Computational economics and economic theory: Substitutes or complements? ⋮ Asymptotic methods for aggregate growth models ⋮ Multi-country real business cycle models: accuracy tests and test bench ⋮ Comparison of solutions to the multi-country real business cycle model ⋮ Renewable resource management with stochastic recharge and environmental threats ⋮ The Markov consumption problem ⋮ Exponential Lawson integration for nearly Hamiltonian systems arising in optimal control ⋮ Second-order approximation of dynamic models without the use of tensors ⋮ Dynamic portfolio choice and asset pricing with narrow framing and probability weighting ⋮ Solution to nonlinear MHDS arising from optimal growth problems ⋮ Small noise methods for risk-sensitive/robust economies ⋮ Alternative sampling methods for estimating multivariate normal probabilities ⋮ Optimal invasive species management under multiple uncertainties ⋮ Comparing different approaches for solving optimizing models with significant nonlinearities ⋮ On the Mitra-Wan forestry model: a unified analysis ⋮ Consumer's response to price distribution and \(\sigma\)-overload under time allocation ⋮ Solving consumption models with multiplicative habits ⋮ Higher education subsidies and heterogeneity: a dynamic analysis ⋮ Welfare costs of inflation in a dynamic economy with search unemployment ⋮ Equipment prices, human capital and economic growth ⋮ Investment under uncertainty: calculating the value function when the Bellman equation cannot be solved analytically ⋮ The economic effects of immigration -- a dynamic analysis ⋮ Randomized quasi-Monte Carlo methods in pricing securities ⋮ Using dynamic programming with adaptive grid scheme for optimal control problems in economics ⋮ Stochastic control for economic models: past, present and the paths ahead ⋮ Optimal monetary policy when interest rates are bounded at zero ⋮ Piracy on the internet: accommodate it or fight it? A dynamic approach ⋮ On the infinite time solution to state-constrained stochastic optimal control problems ⋮ Optimal monetary policy in a regime-switching economy: The response to abrupt shifts in exchange rate dynamics ⋮ Comparing solution methods for dynamic equilibrium economies ⋮ Solving DSGE models with perturbation methods and a change of variables ⋮ Fiscal policy, monopolistic competition, and finite lives ⋮ An integral equation representation for overlapping generations in continuous time ⋮ Equilibrium welfare and government policy with quasi-geometric discounting ⋮ The dynamics of innovation and horizontal differentiation ⋮ Small noise asymptotics for a stochastic growth model ⋮ Accuracy of stochastic perturbation methods: The case of asset pricing models ⋮ A new algorithm for solving dynamic stochastic macroeconomic models ⋮ An approximate consumption function ⋮ An adverse selection model of optimal unemployment insurance ⋮ Approximating and simulating the stochastic growth model: Parameterized expectations, neural networks, and the genetic algorithm ⋮ Long run recursive VAR models and QR decompositions. ⋮ Dynamic economic analysis on invasive species management: some policy implications of catch\-ability ⋮ Solving heterogeneous-agent models by projection and perturbation ⋮ Structural estimation of real options models ⋮ Public investment and intergenerational distribution. ⋮ Solution of perfect foresight saddlepoint problems: a simple method and applications. ⋮ `Stochastically more risk averse': a contextual theory of stochastic discrete choice under risk ⋮ Comparison of non-linear optimization algorithms for yield curve estimation ⋮ VAR-based estimation of Euler equations with an application to New Keynesian pricing ⋮ Optimal long-run fiscal policy: constraints, preferences and the resolution of uncertainty ⋮ The climate change learning curve ⋮ The equity premium in Brock's asset pricing model ⋮ A generalization of the endogenous grid method ⋮ Computing continuous-time growth models with boundary conditions via wavelets ⋮ Balance sheets, exchange rate policy, and welfare ⋮ Explaining bond returns in heterogeneous agent models: The importance of higher-order moments ⋮ A quantitative exploration of the golden age of European growth ⋮ Monopoly behaviour with speculative storage ⋮ Comparison of solutions to the incomplete markets model with aggregate uncertainty ⋮ Solving the incomplete markets model with aggregate uncertainty by backward induction ⋮ Solving the incomplete markets model with aggregate uncertainty using parameterized cross-sectional distributions ⋮ Exchange rate regime credibility, the agency cost of capital and devaluation. ⋮ The parametric path method: an alternative to Fair--Taylor and L--B--J for solving perfect foresight models.
This page was built for publication: Algorithms and economic dynamics. Selected papers from the 2nd annual meeting of the Society for Computational Economics, Geneva, Switzerland, 1996
