When the U.S. catches a cold, Canada sneezes: a lower-bound tale told by deep learning

DOI10.1016/J.JEDC.2020.103926OpenAlexW3000161587MaRDI QIDQ2661643

Serguei Maliar, Lilia Maliar, Vadym Lepetyuk

Publication date: 7 April 2021

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

Full work available at URL: https://doi.org/10.1016/j.jedc.2020.103926

zbMATH Keywords

neural networkssupervised learningunsupervised learningmachine learningstochastic simulationadaptive griddeep learningcentral bankingclustering analysisnew Keynesian modellarge-scale modelergodic setZLBBank of CanadabToTEMCentral BankELBpolicymakersToTEMUS Fed

Mathematics Subject Classification ID

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

Related Items (4)

DEEP EQUILIBRIUM NETS ⋮ Quantum Monte Carlo for economics: stress testing and macroeconomic deep learning ⋮ Operational research and artificial intelligence methods in banking ⋮ Deep learning classification: modeling discrete labor choice

Uses Software

• Dynare
• OccBin
• IRIS

Cites Work

• Unnamed Item
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• Numerically stable and accurate stochastic simulation approaches for solving dynamic economic models
• Merging simulation and projection approaches to solve high-dimensional problems with an application to a new Keynesian model
• Macroeconomic Dynamics Near the ZLB: A Tale of Two Countries
• Lower Bounds on Approximation Errors to Numerical Solutions of Dynamic Economic Models
• Approximating and simulating the stochastic growth model: Parameterized expectations, neural networks, and the genetic algorithm

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