Solving the multi-country real business cycle model using a monomial rule Galerkin method
From MaRDI portal
Publication:622256
DOI10.1016/j.jedc.2010.09.009zbMath1231.91321OpenAlexW2124561339MaRDI QIDQ622256
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.2010.09.009
Galerkin methodcurse of dimensionalityweighted residualsmonomial cubature rulesmulti-country real business cycle model
Trade models (91B60) Computational methods for problems pertaining to game theory, economics, and finance (91-08) Dynamic stochastic general equilibrium theory (91B51)
Related Items (6)
Envelope condition method with an application to default risk models ⋮ Computational suite of models with heterogeneous agents II: multi-country real business cycle models ⋮ Comparison of solutions to the multi-country real business cycle model ⋮ Solving the multi-country real business cycle model using ergodic set methods ⋮ Solving the multi-country real business cycle model using a Smolyak-collocation method ⋮ Semi-global solutions to DSGE models: perturbation around a deterministic path
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Computational suite of models with heterogeneous agents II: multi-country real business cycle models
- Multi-country real business cycle models: accuracy tests and test bench
- Comparison of solutions to the multi-country real business cycle model
- Solving the multi-country real business cycle model using ergodic set methods
- Solving the multi-country real business cycle model using a Smolyak-collocation method
- Parameterized expectations algorithm: how to solve for labor easily
- Comparing solution methods for dynamic equilibrium economies
- Solving the incomplete markets model with aggregate uncertainty using the Krusell-Smith algorithm
- Solving the incomplete markets model with aggregate uncertainty using parameterized cross-sectional distributions
- Solving the incomplete markets model with aggregate uncertainty using explicit aggregation
- Projection methods for solving aggregate growth models
- An encyclopaedia of cubature formulas.
- Algorithms for solving dynamic models with occasionally binding constraints
- Using the generalized Schur form to solve a multivariate linear rational expectations model
- Solving heterogeneous-agent models by projection and perturbation
- Numerical Evaluation of Multiple Integrals I
- Numerical Evaluation of Multiple Integrals II
- Solving, Estimating, and Selecting Nonlinear Dynamic Models Without the Curse of Dimensionality
- Dynamic General Equilibrium Modeling
- SOLVING LARGE-SCALE RATIONAL-EXPECTATIONS MODELS
- Approximate Integration Formulas for Certain Spherically Symmetric Regions
- Numerical quadrature in n dimensions
This page was built for publication: Solving the multi-country real business cycle model using a monomial rule Galerkin method
