sgmodel

MaRDI QIDQ140190CRANFDO

Authors Thomas Vigie

Last update 24 January 2024

Copyright license GNU General Public License, version 3.0

Software version identifier 0.1.1, 0.1.0, 0.1.2

Description

It computes the solutions to a generic stochastic growth model for a given set of user supplied parameters. It includes the solutions to the model, plots of the solution, a summary of the features of the model, a function that covers different types of consumption preferences, and a function that computes the moments of a Markov process.Merton, Robert C (1971) <doi:10.1016/0022-0531(71)90038-X>,Tauchen, George (1986) <doi:10.1016/0165-1765(86)90168-0>,Wickham, Hadley (2009, ISBN:978-0-387-98140-6 ).

Cites work

• Optimum consumption and portfolio rules in a continuous-time model
• Finite state markov-chain approximations to univariate and vector autoregressions

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