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A Newton's algorithm for solving multicountry econometric models - MaRDI portal

A Newton's algorithm for solving multicountry econometric models (Q1114341)

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scientific article; zbMATH DE number 4082850
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A Newton's algorithm for solving multicountry econometric models
scientific article; zbMATH DE number 4082850

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    A Newton's algorithm for solving multicountry econometric models (English)
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    1989
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    The author presents a Newton-type algorithm for solving multicountry econometric models. The algorithm exploits the structure of the model and is implemented without using sparse matrix techniques. Numerical experiments are given, comparing this Newton-type method with the Gauss- Seidel method generally used for this type of problem.
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    comparison of methods
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    Newton-type algorithm
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    multicountry econometric models
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    Numerical experiments
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    Gauss-Seidel method
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