sgmodel (Q140190)
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Solves a Generic Stochastic Growth Model with a Representative Agent
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | sgmodel |
Solves a Generic Stochastic Growth Model with a Representative Agent |
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24 January 2024
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It computes the solutions to a generic stochastic growth model for a given set of user supplied parameters. It includes the solutions to the model, plots of the solution, a summary of the features of the model, a function that covers different types of consumption preferences, and a function that computes the moments of a Markov process.Merton, Robert C (1971) <doi:10.1016/0022-0531(71)90038-X>,Tauchen, George (1986) <doi:10.1016/0165-1765(86)90168-0>,Wickham, Hadley (2009, ISBN:978-0-387-98140-6 ).
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