Calculating and using second-order accurate solutions of discrete time dynamic equilibrium models
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Publication:2654406
DOI10.1016/j.jedc.2008.02.003zbMath1181.91142OpenAlexW2133099247MaRDI QIDQ2654406
Ernst Schaumburg, Jinill Kim, Christopher A. Sims, Sunghyun Henry Kim
Publication date: 19 January 2010
Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jedc.2008.02.003
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Uses Software
Cites Work
- Solving dynamic general equilibrium models using a second-order approximation to the policy function
- Computing second-order-accurate solutions for rational expectation models using linear solution methods
- Using the generalized Schur form to solve a multivariate linear rational expectations model
- Solving linear rational expectations models
- SOLVING LARGE-SCALE RATIONAL-EXPECTATIONS MODELS
- Accuracy in Simulations
- Accuracy of stochastic perturbation methods: The case of asset pricing models
- Unnamed Item
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