Dynamic perturbation
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Cites work
- A tractable framework for analyzing a class of nonstationary Markov models
- Computational suite of models with heterogeneous agents II: multi-country real business cycle models
- Convergence Properties of Policy Iteration
- Dynamic General Equilibrium Modelling
- Exploiting MIT shocks in heterogeneous-agent economies: the impulse response as a numerical derivative
- scientific article; zbMATH DE number 1241609 (Why is no real title available?)
- Macroeconomic dynamics near the ZLB: a tale of two countries
- Merging simulation and projection approaches to solve high-dimensional problems with an application to a New Keynesian model
- Nonlinear adventures at the zero lower bound
- On the Convergence of Policy Iteration in Stationary Dynamic Programming
- Rare disasters and asset markets in the twentieth century
- Second-order approximation of dynamic models without the use of tensors
- Small noise methods for risk-sensitive/robust economies
- Smolyak method for solving dynamic economic models: Lagrange interpolation, anisotropic grid and adaptive domain
- Solution and Maximum Likelihood Estimation of Dynamic Nonlinear Rational Expectations Models
- Solution methods for models with rare disasters
- Solving dynamic general equilibrium models using a second-order approximation to the policy function
- Solving linear rational expectations models
- The Solution of Linear Difference Models under Rational Expectations
- Using adaptive sparse grids to solve high-dimensional dynamic models
- Using nonlinear model predictive control for dynamic decision problems in economics
- Using the generalized Schur form to solve a multivariate linear rational expectations model
- Using the Sequence‐Space Jacobian to Solve and Estimate Heterogeneous‐Agent Models
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