A nonlinear certainty equivalent approximation method for dynamic stochastic problems

DOI10.3982/QE533zbMath1395.91303MaRDI QIDQ4586304

Yongyang Cai, Kenneth L. Judd, Jevgenijs Steinbuks

Publication date: 12 September 2018

Published in: Quantitative Economics (Search for Journal in Brave)

zbMATH Keywords

parallel computingcompetitive equilibriumreal business cycle modelsparse grid approximationnew Keynesian DSGE model

Mathematics Subject Classification ID

Macroeconomic theory (monetary models, models of taxation) (91B64) Software, source code, etc. for problems pertaining to game theory, economics, and finance (91-04) Dynamic stochastic general equilibrium theory (91B51)

Related Items (1)

A simple but powerful simulated certainty equivalent approximation method for dynamic stochastic problems

This page was built for publication: A nonlinear certainty equivalent approximation method for dynamic stochastic problems