Pages that link to "Item:Q1575282"

The following pages link to Algorithms for solving dynamic models with occasionally binding constraints (Q1575282):

Displaying 36 items.

• The method of endogenous gridpoints with occasionally binding constraints among endogenous variables (Q602989) (← links)
• Time-consistent control in nonlinear models (Q603005) (← links)
• Understanding liquidity shortages during severe economic downturns (Q621275) (← links)
• Solving the multi-country real business cycle model using ergodic set methods (Q622254) (← links)
• Solving the multi-country real business cycle model using a monomial rule Galerkin method (Q622256) (← links)
• On non-existence of Markov equilibria in competitive-market economies (Q697970) (← links)
• Parameterized expectations algorithm: how to solve for labor easily (Q816057) (← links)
• A foundation for the solution of consumption-saving behavior with a borrowing constraint and unbounded marginal utility (Q844605) (← links)
• Feedback approximation of the stochastic growth model by genetic neural networks (Q853580) (← links)
• A computational approach to liquidity-constrained firms over an infinite horizon (Q951452) (← links)
• Using parallelization to solve a macroeconomic model: A parallel parameterized expectations algorithm (Q954779) (← links)
• Comparing solution methods for dynamic equilibrium economies (Q959687) (← links)
• Finite elements in the presence of occasionally binding constraints (Q967225) (← links)
• A new algorithm for solving dynamic stochastic macroeconomic models (Q975912) (← links)
• Solving the incomplete markets model with aggregate uncertainty using the Krusell-Smith algorithm (Q1046042) (← links)
• Solving the incomplete markets model with aggregate uncertainty using parameterized cross-sectional distributions (Q1046045) (← links)
• Solving the stochastic growth model with a finite element method (Q1350636) (← links)
• Sources of asymmetry in production factor dynamics (Q1377334) (← links)
• Algorithms for solving dynamic models with occasionally binding constraints (Q1575282) (← links)
• Excess reserves and economic activity (Q1624025) (← links)
• A quantitative analysis of optimal sustainable monetary policies (Q1624037) (← links)
• Approximate dynamic programming with post-decision states as a solution method for dynamic economic models (Q1657552) (← links)
• Solving nonlinear dynamic stochastic models: an algorithm computing value function by simulations (Q1927795) (← links)
• Numerical solution of dynamic equilibrium models under Poisson uncertainty (Q1994185) (← links)
• Computing equilibria in dynamic models with occasionally binding constraints (Q1994308) (← links)
• Smolyak method for solving dynamic economic models: Lagrange interpolation, anisotropic grid and adaptive domain (Q1994576) (← links)
• An envelope method for solving continuous-time stochastic models with occasionally binding constraints (Q2158325) (← links)
• Perturbation solution and welfare costs of business cycles in DSGE models (Q2181520) (← links)
• Structural estimation of real options models (Q2271671) (← links)
• Comparing accuracy of second-order approximation and dynamic programming (Q2385188) (← links)
• Asset pricing with dynamic programming (Q2642596) (← links)
• COMPUTATION OF BUSINESS CYCLE MODELS: A COMPARISON OF NUMERICAL METHODS (Q3601588) (← links)
• Temporal aggregation in a multi-sector economy with endogenous growth (Q5941008) (← links)
• Approximating and simulating the stochastic growth model: Parameterized expectations, neural networks, and the genetic algorithm (Q5941340) (← links)
• Occasionally binding liquidity constraints and macroeconomic dynamics (Q6109939) (← links)
• Numerical solution of dynamic quantile models (Q6164883) (← links)