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

(30)

• Second-, third-, and higher-order consumption functions: a precautionary tale
• The term structure of interest rates in real and monetary economies
• How big is the debt overhang problem?
• Bayesian Analysis of DSGE Models
• DEEP EQUILIBRIUM NETS
• Finite elements in the presence of occasionally binding constraints
• Feedback approximation of the stochastic growth model by genetic neural networks
• Central bank learning and Taylor rules with sticky import prices
• Approximating and simulating the stochastic growth model: Parameterized expectations, neural networks, and the genetic algorithm
• An approximate consumption function
• How misleading is linearization? Evaluating the dynamics of the neoclassical growth model
• The origins and effects of macroeconomic uncertainty
• Solving DSGE models with perturbation methods and a change of variables
• Time-consistent control in nonlinear models
• Comparing solution methods for dynamic equilibrium economies
• COMPUTATION OF BUSINESS CYCLE MODELS: A COMPARISON OF NUMERICAL METHODS
• 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
• Comparing accuracy of second-order approximation and dynamic programming
• 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

This page was built for publication: Accuracy in Simulations

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4282689)