Efficient solution and computation of models with occasionally binding constraints

DOI10.1016/J.JEDC.2022.104523OpenAlexW4295129637MaRDI QIDQ2098018

Gregor Boehl

Publication date: 17 November 2022

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

Full work available at URL: https://doi.org/10.1016/j.jedc.2022.104523

zbMATH Keywords

computational methodsoccasionally binding constraintseffective lower bound

Mathematics Subject Classification ID

Game theory, economics, finance, and other social and behavioral sciences (91-XX)

Uses Software

• Dynare
• Python
• Uhlig Toolkit
• OccBin

Cites Work

• OccBin
• Solving dynamic general equilibrium models using a second-order approximation to the policy function
• Using the generalized Schur form to solve a multivariate linear rational expectations model
• Solving heterogeneous-agent models by projection and perturbation

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