Solving the multi-country real business cycle model using ergodic set methods

DOI10.1016/j.jedc.2010.09.014zbMath1232.91540OpenAlexW1993280414MaRDI QIDQ622254

Serguei Maliar, Kenneth L. Judd, Lilia Maliar

Publication date: 31 January 2011

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

Full work available at URL: https://doi.org/10.1016/j.jedc.2010.09.014

zbMATH Keywords

perturbationnumerical methodsprojectionheterogeneous agentsstochastic simulationparameterized expectations algorithm

Mathematics Subject Classification ID

Probabilistic models, generic numerical methods in probability and statistics (65C20) Computational methods for problems pertaining to game theory, economics, and finance (91-08) Heterogeneous agent models (91B69)

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