Pages that link to "Item:Q5940866"
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The following pages link to Accuracy of stochastic perturbation methods: The case of asset pricing models (Q5940866):
Displaying 28 items.
- Nonlinear and stable perturbation-based approximations (Q310988) (← links)
- A method for solving general equilibrium models with incomplete markets and many financial assets (Q318872) (← links)
- Fiscal and monetary policy interactions: a game theory approach (Q363582) (← links)
- A quadratic Kalman filter (Q494365) (← links)
- Approximation errors of perturbation methods in solving a class of dynamic stochastic general equilibrium models (Q719017) (← links)
- Solving dynamic general equilibrium models using a second-order approximation to the policy function (Q951493) (← links)
- Solving DSGE models with perturbation methods and a change of variables (Q959688) (← links)
- Finite elements in the presence of occasionally binding constraints (Q967225) (← links)
- Solving asset pricing models with stochastic volatility (Q1624055) (← links)
- Huggett economies with multiple stationary equilibria (Q1655773) (← links)
- Using nonlinear model predictive control for dynamic decision problems in economics (Q1657464) (← links)
- Solving DSGE models with a nonlinear moving average (Q1994189) (← links)
- Second-order approximation of dynamic models with time-varying risk (Q1994253) (← links)
- Asset prices in affine real business cycle models (Q1994603) (← links)
- Risk matters: breaking certainty equivalence in linear approximations (Q2054835) (← links)
- Managing macroeconomic fluctuations with flexible exchange rate targeting (Q2115969) (← links)
- Financial integration, credit market imperfections and consumption smoothing (Q2271637) (← links)
- Comparing accuracy of second-order approximation and dynamic programming (Q2385188) (← links)
- Vertical trade, exchange rate pass-through, and the exchange rate regime (Q2416076) (← links)
- Computing the risky steady state of DSGE models (Q2446285) (← links)
- Asset pricing with dynamic programming (Q2642596) (← links)
- Calculating and using second-order accurate solutions of discrete time dynamic equilibrium models (Q2654406) (← links)
- Semi-global solutions to DSGE models: perturbation around a deterministic path (Q2691702) (← links)
- Methods of PC realization of the stochastic models of stock and bond values (Q2703347) (← links)
- Stability and accuracy of RBF direct method for solving a dynamic investment model (Q2833516) (← links)
- Quadrature-Based Methods for Obtaining Approximate Solutions to Nonlinear Asset Pricing Models (Q3971628) (← links)
- DOES NEAR‐RATIONALITY MATTER IN FIRST‐ORDER APPROXIMATE SOLUTIONS? A PERTURBATION APPROACH (Q4686813) (← links)
- Bayesian Analysis of DSGE Models (Q5292342) (← links)