Solving the multi-country real business cycle model using a Smolyak-collocation method
DOI10.1016/J.JEDC.2010.09.015zbMATH Open1231.91366OpenAlexW2048952279MaRDI QIDQ622255FDOQ622255
Authors: Benjamin A. Malin, Dirk Krueger, Felix Kubler
Publication date: 31 January 2011
Published in: Journal of Economic Dynamics and Control (Search for Journal in Brave)
Full work available at URL: https://www.zora.uzh.ch/id/eprint/41589/1/Solving_the_multi-country_real_business_cycle_model_using_al_smolyak-collocation_method_MKK.pdf
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- 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
Cited In (14)
- Pseudospectral methods for continuous-time heterogeneous-agent models
- Using a hyperbolic cross to solve non-linear macroeconomic models
- Dynamic programming with Hermite approximation
- A simple but powerful simulated certainty equivalent approximation method for dynamic stochastic problems
- Nonlinear adventures at the zero lower bound
- 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
- Smolyak method for solving dynamic economic models: Lagrange interpolation, anisotropic grid and adaptive domain
- A Sparse Interpolation Algorithm for Dynamical Simulations in Computational Chemistry
- Repeated moral hazard and recursive Lagrangeans
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