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~language:"und"
~person:"Parra-Alvarez, Juan Carlos"
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Continuous-Time DSGE Models
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Linear-Quadratic Approximation
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Perturbation Method
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Parra-Alvarez, Juan Carlos
Scalas, Enrico
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Guo, Xianping
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Bollerslev, Tim
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A comparison of numerical methods for the solution of
continuous-time
DSGE models
Parra-Alvarez, Juan Carlos
-
School of Economics and Management, University of Aarhus
-
2013
This paper evaluates the accuracy of a set of techniques that approximate the solution of
continuous-time
DSGE models …
Persistent link: https://www.econbiz.de/10010851250
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