Multi-country real business cycle models: accuracy tests and test bench
DOI10.1016/J.JEDC.2010.09.011zbMATH Open1231.91363OpenAlexW2050184201MaRDI QIDQ622248FDOQ622248
Authors: Sébastien Villemot, M. Juillard 
Publication date: 31 January 2011
Published in: Journal of Economic Dynamics and Control (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jedc.2010.09.011
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Dynamic stochastic general equilibrium theory (91B51) Heterogeneous agent models (91B69) Computational methods for problems pertaining to game theory, economics, and finance (91-08)
Cites Work
- Mersenne twister
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- Algorithms and economic dynamics. Selected papers from the 2nd annual meeting of the Society for Computational Economics, Geneva, Switzerland, 1996
- Comparing solution methods for dynamic equilibrium economies
- Projection methods for solving aggregate growth models
- An economic method of computing LPτ-sequences
- Implementation and tests of low-discrepancy sequences
- A note on a method for generating points uniformly on n -dimensional spheres
- Accuracy in Simulations
- Computational suite of models with heterogeneous agents II: multi-country real business cycle models
- Comparison of solutions to the multi-country real business cycle model
Cited In (15)
- Fifth-order perturbation solution to DSGE models
- On dynamics in a medium-term Keynesian model
- Dynamic programming with Hermite approximation
- A simple but powerful simulated certainty equivalent approximation method for dynamic stochastic problems
- High-dimensional dynamic stochastic model representation
- Using nonlinear model predictive control for dynamic decision problems in economics
- Computational suite of models with heterogeneous agents II: multi-country real business cycle models
- Comparison of solutions to the multi-country real business cycle model
- Solving the multi-country real business cycle model using a perturbation method
- Solving the multi-country real business cycle model using ergodic set methods
- Solving the multi-country real business cycle model using a monomial rule Galerkin method
- Envelope condition method with an application to default risk models
- The extended perturbation method: With applications to the New Keynesian model and the zero lower bound
- Efficient bond price approximations in non-linear equilibrium-based term structure models
- Testing between Competing Models of Real Business Cycles
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