Nonstationary model solution techniques and the USA algorithm

DOI10.1016/0165-1889(92)90008-3zbMath0850.62895OpenAlexW1586950025MaRDI QIDQ1186069

P. G. Fisher, Andrew J. Hughes Hallett

Publication date: 28 June 1992

Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0165-1889(92)90008-3

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Statistical methods; economic indices and measures (91B82) Computational methods for problems pertaining to operations research and mathematical programming (90-08)

Related Items (1)

Efficient solution techniques for linear and nonlinear rational expectations models

Cites Work

• Unnamed Item
• Techniques which accelerate the convergence of first order iterations automatically
• A fixed point algorithm with economic applications
• On the extrapolation method and the USA algorithm
• A note on the radius of convergence of the USA algorithm
• The Convergence of Accelerated Overrelaxation Iterations

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