Using a hyperbolic cross to solve non-linear macroeconomic models

DOI10.1016/J.JEDC.2024.104860MaRDI QIDQ6572644zbMATH OpenFDO

Authors Richard Dennis

Publication date 16 July 2024

Published in Journal of Economic Dynamics and Control (Search for Journal in Brave)

zbMATH Keywords

projection methodshyperbolic crossnon-linear modelsSmolyak

Mathematics Subject Classification ID

Game theory, economics, finance, and other social and behavioral sciences (91-XX)

Cites work

• scientific article; zbMATH DE number 1241609 (Why is no real title available?)
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• Nonlinear adventures at the zero lower bound
• Smolyak method for solving dynamic economic models: Lagrange interpolation, anisotropic grid and adaptive domain
• Solving the multi-country real business cycle model using a Smolyak-collocation method
• Solving, estimating, and selecting nonlinear dynamic models without the curse of dimensionality
• Sparse spectral approximations of high-dimensional problems based on hyperbolic cross
• Using adaptive sparse grids to solve high-dimensional dynamic models

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