A simple but powerful simulated certainty equivalent approximation method for dynamic stochastic problems
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Publication:6088816
DOI10.3982/qe1835OpenAlexW4382298959MaRDI QIDQ6088816
Publication date: 16 November 2023
Published in: Quantitative Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.3982/qe1835
parallelismstochastic dynamic programmingcompetitive equilibriumintegrated assessment modelnonstationary problemnew Keynesian modellarge-scale modelzero lower boundoccasionally binding constraint
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