Approximation errors of perturbation methods in solving a class of dynamic stochastic general equilibrium models
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Cites work
- Accuracy of stochastic perturbation methods: The case of asset pricing models
- scientific article; zbMATH DE number 1241609 (Why is no real title available?)
- Solving asset pricing models with Gaussian shocks
- Solving dynamic general equilibrium models using a second-order approximation to the policy function
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(19)- Asymptotic methods for aggregate growth models
- Fifth-order perturbation solution to DSGE models
- Solving and simulating unbalanced growth models using linearization about the current state
- Second-order approximation of dynamic models with time-varying risk
- Solvability of perturbation solutions in DSGE models
- Perturbation solution and welfare costs of business cycles in DSGE models
- Perturbations in DSGE models: an odd derivatives theorem
- Comparing accuracy of second-order approximation and dynamic programming
- Calculating and using second-order accurate solutions of discrete time dynamic equilibrium models
- Solving the Diamond-Mortensen-Pissarides model accurately
- Perturbation methods for Markov-switching dynamic stochastic general equilibrium models
- Lower bounds on approximation errors to numerical solutions of dynamic economic models
- Does near-rationality matter in first-order approximate solutions? A perturbation approach
- Erratum: Approximations of Equilibrium Problems
- Approximate versus Exact Equilibria in Dynamic Economies
- Accuracy of stochastic perturbation methods: The case of asset pricing models
- Risk sensitive linear approximations
- Solving dynamic general equilibrium models using a second-order approximation to the policy function
- Second-, third-, and higher-order consumption functions: a precautionary tale
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