The Gauss-Seidel-quasi-Newton method: a hybrid algorithm for solving dynamic economic models

DOI10.1016/j.jedc.2006.05.007zbMath1201.91119OpenAlexW2071538629MaRDI QIDQ1017059

Alexander Ludwig

Publication date: 18 May 2009

Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jedc.2006.05.007

zbMATH Keywords

Newton-Raphsonquasi-NewtonGauss-SeidelOLG models

Mathematics Subject Classification ID

Numerical computation of solutions to systems of equations (65H10) Economic dynamics (91B55)

Related Items

Earnings test, non-actuarial adjustments and flexible retirement, Income risk, macroeconomic and demographic change, and economic inequality in Japan, Parameter identification of a class of economical models, The hybrid BFGS-CG method in solving unconstrained optimization problems, Population, pensions, and endogenous economic growth, Equilibrium with computationally constrained agents

Uses Software

• Dynare

Cites Work

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