Algorithms for solving dynamic models with occasionally binding constraints
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Cites work
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- Accuracy in Simulations
- Algorithms for solving dynamic models with occasionally binding constraints
- BEHAVIOR OF INTEREST RATES IN A GENERAL EQUILIBRIUM MULTISECTOR MODEL WITH IRREVERSIBLE INVESTMENT
- Communication, commitment, and growth
- EQUILIBRIUM ASSET PRICES AND SAVINGS OF HETEROGENEOUS AGENTS IN THE PRESENCE OF INCOMPLETE MARKETS AND PORTFOLIO CONSTRAINTS
- Projection methods for solving aggregate growth models
- SOLVING DYNAMIC MODELS WITH AGGREGATE SHOCKS AND HETEROGENEOUS AGENTS
- SOLVING LARGE-SCALE RATIONAL-EXPECTATIONS MODELS
- Solving the stochastic growth model with a finite element method
- Stochastic Properties of Fast vs. Slow Growing Economies
- The cyclical behavior of job creation and job destruction : A sectoral model
- The risk-free rate in heterogeneous-agent incomplete-insurance economies
- The term structure of interest rates in real and monetary economies
- Value function approximation in the presence of uncertainty and inequality constraints
Cited in
(40)- Temporal aggregation in a multi-sector economy with endogenous growth
- A computational approach to liquidity-constrained firms over an infinite horizon
- Using parallelization to solve a macroeconomic model: A parallel parameterized expectations algorithm
- SVARs with occasionally-binding constraints
- Numerical solution of dynamic equilibrium models under Poisson uncertainty
- Structural estimation of real options models
- A quantitative analysis of optimal sustainable monetary policies
- Efficient solution and computation of models with occasionally binding constraints
- Finite elements in the presence of occasionally binding constraints
- A foundation for the solution of consumption-saving behavior with a borrowing constraint and unbounded marginal utility
- Solving the stochastic growth model with a finite element method
- Excess reserves and economic activity
- Feedback approximation of the stochastic growth model by genetic neural networks
- Approximating and simulating the stochastic growth model: Parameterized expectations, neural networks, and the genetic algorithm
- Algorithms for solving nonlinear dynamic decision models
- Perturbation solution and welfare costs of business cycles in DSGE models
- On non-existence of Markov equilibria in competitive-market economies
- Occasionally binding liquidity constraints and macroeconomic dynamics
- The method of endogenous gridpoints with occasionally binding constraints among endogenous variables
- Time-consistent control in nonlinear models
- Approximate dynamic programming with post-decision states as a solution method for dynamic economic models
- Comparing solution methods for dynamic equilibrium economies
- COMPUTATION OF BUSINESS CYCLE MODELS: A COMPARISON OF NUMERICAL METHODS
- Numerical solution of dynamic quantile models
- Solving nonlinear dynamic stochastic models: an algorithm computing value function by simulations
- Solution of continuous-time dynamic models with inequality constraints
- Computing equilibria in dynamic models with occasionally binding constraints
- Understanding liquidity shortages during severe economic downturns
- Solving the multi-country real business cycle model using ergodic set methods
- Solving the multi-country real business cycle model using a monomial rule Galerkin method
- An envelope method for solving continuous-time stochastic models with occasionally binding constraints
- Comparing accuracy of second-order approximation and dynamic programming
- Parameterized expectations algorithm: how to solve for labor easily
- Asset pricing with dynamic programming
- Algorithms for solving dynamic models with occasionally binding constraints
- Smolyak method for solving dynamic economic models: Lagrange interpolation, anisotropic grid and adaptive domain
- Solving the incomplete markets model with aggregate uncertainty using the Krusell-Smith algorithm
- Solving the incomplete markets model with aggregate uncertainty using parameterized cross-sectional distributions
- A new algorithm for solving dynamic stochastic macroeconomic models
- Sources of asymmetry in production factor dynamics
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