Numerical solution of dynamic equilibrium models under Poisson uncertainty
From MaRDI portal
Publication:1994185
DOI10.1016/j.jedc.2013.07.001zbMath1402.91326OpenAlexW3126002885MaRDI QIDQ1994185
Publication date: 1 November 2018
Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)
Full work available at URL: https://www.cesifo.org/DocDL/cesifo1_wp3431.pdf
Numerical methods for initial value problems involving ordinary differential equations (65L05) General theory of functional-differential equations (34K05) Economic dynamics (91B55) Dynamic stochastic general equilibrium theory (91B51)
Related Items
Solving discrete first-order matrix linear control problems with general parametric uncertainties: a probability-density-based approach, Numerical analysis of the model of optimal savings and borrowing, Numerical Analysis of the Model of Optimal Consumption and Borrowing with Random Time Scale, Utility maximization in a multidimensional semimartingale model with nonlinear wealth dynamics
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Tapping the supercomputer under your desk: solving dynamic equilibrium models with graphics processors
- Production technologies in stochastic continuous time models
- Risk premia in general equilibrium
- The closed-form solution for a family of four-dimension nonlinear MHDS
- Solving dynamic general equilibrium models using a second-order approximation to the policy function
- Equilibrium consumption and precautionary savings in a stochastically growing economy
- Comparing solution methods for dynamic equilibrium economies
- A new algorithm for solving dynamic stochastic macroeconomic models
- Controlled stochastic differential equations under Poisson uncertainty and with unbounded utility
- Strong contractivity properties of numerical methods for ordinary and delay differential equations
- Projection methods for solving aggregate growth models
- Theory of functional differential equations. 2nd ed
- Creative destruction, investment volatility, and the average age of capital
- Uniqueness and indeterminacy: On the dynamics of endogenous growth
- On dynamic iteration for delay differential equations
- Embedding of delay equations into an infinite-dimensional ODE system
- A portfolio approach to endogenous growth: equilibrium and optimal policy
- Asymptotic methods for aggregate growth models
- Algorithms for solving dynamic models with occasionally binding constraints
- Numerical solution by iterative methods of a class of vintage capital models
- Time-to-build and cycles
- Structural estimation of jump-diffusion processes in macroeconomics
- Rare Disasters and Asset Markets in the Twentieth Century*
- An Empirical Model of Growth Through Product Innovation
- The Inverse Optimal Problem: A Dynamic Programming Approach
- A Model of Growth Through Creative Destruction
- An Asymptotic Theory of Growth Under Uncertainty
- Macroeconomic Policies, Growth, and Welfare in a Stochastic Economy
- Discrete-Time Finite Horizon Approximation of Infinite Horizon Optimization Problems with Steady-State Invariance
- On Error Estimates for Waveform Relaxation Methods for Delay-Differential Equations
- Accuracy of Numerical Solutions Using the Euler Equation Residuals
- Asymptotic Growth under Uncertainty: Existence and Uniqueness
- Exhaustible Resources: A Theory of Exploration
- Solution of perfect foresight saddlepoint problems: a simple method and applications.
