Solution of perfect foresight saddlepoint problems: a simple method and applications.
From MaRDI portal
Recommendations
- A simple and intuitive method to solve small rational expectations models
- The parametric path method: an alternative to Fair--Taylor and L--B--J for solving perfect foresight models.
- Saddlepoint Problems in Continuous Time Rational Expectations Models: A General Method and Some Macroeconomic Examples
- Comparative dynamics in perfect-foresight models
- Adjustment costs and indeterminacy in perfect foresight models
Cites work
- A criterion for time aggregation in intertemporal dynamic models
- Algorithms and economic dynamics. Selected papers from the 2nd annual meeting of the Society for Computational Economics, Geneva, Switzerland, 1996
- Discrete-Time Finite Horizon Approximation of Infinite Horizon Optimization Problems with Steady-State Invariance
- scientific article; zbMATH DE number 41473 (Why is no real title available?)
- scientific article; zbMATH DE number 193486 (Why is no real title available?)
- scientific article; zbMATH DE number 3541848 (Why is no real title available?)
- scientific article; zbMATH DE number 979834 (Why is no real title available?)
- Multiple Shooting in Rational Expectations Models
- On the Numerical Approximation of Phase Portraits Near Stationary Points
- Projection methods for solving aggregate growth models
- Uniqueness and indeterminacy: On the dynamics of endogenous growth
Cited in
(27)- Reverse shooting made easy: Automating the search for the global nonlinear saddle path
- Comparative dynamics in perfect-foresight models
- The parametric path method: an alternative to Fair--Taylor and L--B--J for solving perfect foresight models.
- A simple and intuitive method to solve small rational expectations models
- Numerical solution of dynamic equilibrium models under Poisson uncertainty
- A dynamic analysis of Nash equilibria in search models with fiat money
- Solution of continuous-time dynamic models with inequality constraints
- R\&D spillovers in an endogenous growth model with physical capital, human capital, and varieties
- On the recursive saddle point method
- The behavior of the saving rate in the neoclassical optimal growth model
- MULTIDIMENSIONAL TRANSITIONAL DYNAMICS: A SIMPLE NUMERICAL PROCEDURE
- Simplifying numerical analyses of Hamilton-Jacobi-Bellman equations
- Migration modelling in the New Economic Geography
- Preferences, income, and life satisfaction: an equivalence result
- Habit formation, dynastic altruism, and population dynamics
- Linearization and higher-order approximations: How good are they? Results from an endogeneous growth model with public capital
- How misleading is linearization? Evaluating the dynamics of the neoclassical growth model
- Anticipated tax reforms and temporary tax cuts: a general equilibrium analysis
- Relative deprivation, time preference, and economic growth
- Formal education and public knowledge
- Solution to nonlinear MHDS arising from optimal growth problems
- Patience and prosperity
- Optimal dynamics in a two-sector model with natural resources and foreign direct investments
- Smart forward shooting
- Equilibrium dynamics in the one-sector endogenous growth model with physical and human capital
- Capital tax reform, corporate finance, and economic growth and welfare
- Steady-state invariance in high-order Runge-Kutta discretization of optimal growth models
This page was built for publication: Solution of perfect foresight saddlepoint problems: a simple method and applications.
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5958229)
