A comparison of numerical methods for the solution of continuous-time DSGE models
Year of publication: |
September 2018
|
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Authors: | Parra-Alvarez, Juan Carlos |
Published in: |
Macroeconomic dynamics. - Cambridge : Cambridge Univ. Press, ISSN 1365-1005, ZDB-ID 1412233-9. - Vol. 22.2018, 6, p. 1555-1583
|
Subject: | Continuous-Time DSGE Models | Linear-Quadratic Approximation | Perturbation Method | Projection Method | Theorie | Theory | Dynamisches Gleichgewicht | Dynamic equilibrium | Stochastischer Prozess | Stochastic process | Numerisches Verfahren | Numerical analysis | Mathematische Optimierung | Mathematical programming |
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