Accuracy in Simulations

DOI10.2307/2297873zbMATH Open0800.62822OpenAlexW1994310405MaRDI QIDQ4282689FDOQ4282689

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 (30)

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

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