Numerical solution of continuous-time DSGE models under Poisson uncertainty
Year of publication: |
2010-06-10
|
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Authors: | Posch, Olaf ; Trimborn, Timo |
Institutions: | School of Economics and Management, University of Aarhus |
Subject: | Continuous-time DSGE | Optimal stochastic control | Waveform Relaxation |
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