Solving the multi-country real business cycle model using a monomial rule Galerkin method
DOI10.1016/J.JEDC.2010.09.009zbMATH Open1231.91321OpenAlexW2124561339MaRDI QIDQ622256FDOQ622256
Authors: Paul Pichler
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.2010.09.009
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curse of dimensionalityGalerkin methodmonomial cubature rulesmulti-country real business cycle modelweighted residuals
Dynamic stochastic general equilibrium theory (91B51) Trade models (91B60) Computational methods for problems pertaining to game theory, economics, and finance (91-08)
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- Computational suite of models with heterogeneous agents II: multi-country real business cycle models
- Multi-country real business cycle models: accuracy tests and test bench
- Comparison of solutions to the multi-country real business cycle model
- Solving the multi-country real business cycle model using ergodic set methods
- Solving the multi-country real business cycle model using a Smolyak-collocation method
- Parameterized expectations algorithm: how to solve for labor easily
Cited In (9)
- COMPUTATION OF BUSINESS CYCLE MODELS: A COMPARISON OF NUMERICAL METHODS
- Semi-global solutions to DSGE models: perturbation around a deterministic path
- 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
- Multi-country real business cycle models: accuracy tests and test bench
- 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 Smolyak-collocation method
- Envelope condition method with an application to default risk models
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