Solution methods for models with rare disasters

DOI10.3982/QE744zbMath1396.91409OpenAlexW3123007047MaRDI QIDQ4586364

Jesús Fernández-Villaverde, Oren Levintal

Publication date: 13 September 2018

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

Full work available at URL: https://doi.org/10.3982/qe744

zbMATH Keywords

perturbationDSGE modelssolution methodsrare disastersTaylor projectionSmolyak

Mathematics Subject Classification ID

Macroeconomic theory (monetary models, models of taxation) (91B64) Dynamic stochastic general equilibrium theory (91B51)

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