Pages that link to "Item:Q1391664"

The following pages link to Asymptotic methods for aggregate growth models (Q1391664):

Displaying 33 items.

• A method for solving general equilibrium models with incomplete markets and many financial assets (Q318872) (← links)
• Small noise methods for risk-sensitive/robust economies (Q433357) (← links)
• Time-consistent control in nonlinear models (Q603005) (← links)
• Small noise asymptotics for a stochastic growth model (Q705836) (← links)
• Global dynamics in macroeconomics: An overlapping generations example (Q951401) (← links)
• Using dynamic programming with adaptive grid scheme for optimal control problems in economics (Q953726) (← links)
• Comparing solution methods for dynamic equilibrium economies (Q959687) (← 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)
• A new algorithm for solving dynamic stochastic macroeconomic models (Q975912) (← links)
• A generalization of the endogenous grid method (Q1027389) (← links)
• A note on deterministic approximation of discounted Markov decision processes (Q1033081) (← links)
• Projection methods for solving aggregate growth models (Q1207497) (← links)
• Fifth-order perturbation solution to DSGE models (Q1655505) (← links)
• Exploiting MIT shocks in heterogeneous-agent economies: the impulse response as a numerical derivative (Q1657223) (← links)
• Using nonlinear model predictive control for dynamic decision problems in economics (Q1657464) (← links)
• Numerical solution of dynamic equilibrium models under Poisson uncertainty (Q1994185) (← links)
• Solving DSGE models with a nonlinear moving average (Q1994189) (← links)
• Solvability of perturbation solutions in DSGE models (Q1994616) (← links)
• Large deviation principle for spatial economic growth model on networks (Q2101455) (← links)
• Perturbation solution and welfare costs of business cycles in DSGE models (Q2181520) (← links)
• Harrod-Domar growth model with memory and distributed lag (Q2306128) (← links)
• Estimating dynamic equilibrium models with stochastic volatility (Q2343772) (← links)
• Asset pricing with dynamic programming (Q2642596) (← links)
• Semi-global solutions to DSGE models: perturbation around a deterministic path (Q2691702) (← links)
• Computational methods for production-based asset pricing models with recursive utility (Q2699590) (← links)
• (Q2932838) (← links)
• Downward Wage Rigidities and Optimal Monetary Policy in a Monetary Union* (Q3065349) (← links)
• Risk-Averse Mitigation Decisions in an Unpredictable Climate System* (Q3166540) (← links)
• A method for solving and estimating heterogeneous agent macro models (Q4625064) (← links)
• The extended perturbation method: With applications to the New Keynesian model and the zero lower bound (Q6088781) (← links)
• Modeling of a landlord-tenant agricultural system in the environmental context (Q6550410) (← links)
• Artificial neural networks to solve dynamic programming problems: a bias-corrected Monte Carlo operator (Q6572634) (← links)