Accuracy in Simulations

DOI10.2307/2297873MaRDI QIDQ4282689zbMATH OpenOpenAlexFDO

Authors Wouter J. Den Haan, Albert Marcet

Publication date 10 April 1994

Published in Review of Economic Studies (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2307/2297873

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Probabilistic models, generic numerical methods in probability and statistics (65C20) Economic growth models (91B62)

Cited in

(31)

• Housing, portfolio choice and the macroeconomy
• Inflation targeting, learning and Q volatility in small open economies
• Comparison of solutions to the incomplete markets model with aggregate uncertainty
• Sources of asymmetry in production factor dynamics
• Algorithms for solving dynamic models with occasionally binding constraints
• A solution method for consumption decisions in a dynamic stochastic general equilibrium model
• Asset prices in affine real business cycle models
• Comparing accuracy of second-order approximation and dynamic programming
• Calculating and using second-order accurate solutions of discrete time dynamic equilibrium models
• Information shocks and precautionary saving
• Computational methods for production-based asset pricing models with recursive utility
• COMPUTATION OF BUSINESS CYCLE MODELS: A COMPARISON OF NUMERICAL METHODS
• A dynamic equilibrium model of imperfectly integrated financial markets
• Bayesian Analysis of DSGE Models
• Approximating and simulating the stochastic growth model: Parameterized expectations, neural networks, and the genetic algorithm
• How misleading is linearization? Evaluating the dynamics of the neoclassical growth model
• Time-consistent control in nonlinear models
• DEEP EQUILIBRIUM NETS
• The origins and effects of macroeconomic uncertainty
• Multi-country real business cycle models: accuracy tests and test bench
• A comparison of numerical and analytic approximate solutions to an intertemporal consumption choice problem
• The term structure of interest rates in real and monetary economies
• Estimation of nonlinear DSGE models through Laplace based solutions
• Feedback approximation of the stochastic growth model by genetic neural networks
• Central bank learning and Taylor rules with sticky import prices
• Second-, third-, and higher-order consumption functions: a precautionary tale
• Comparing solution methods for dynamic equilibrium economies
• Solving DSGE models with perturbation methods and a change of variables
• How big is the debt overhang problem?
• Finite elements in the presence of occasionally binding constraints
• An approximate consumption function

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