A new algorithm for solving dynamic stochastic macroeconomic models
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Publication:975912
DOI10.1016/j.jedc.2009.09.012zbMath1230.91108OpenAlexW2016591591MaRDI QIDQ975912
Kevin D. Salyer, Gabriel S. Lee, Victor Dorofeenko
Publication date: 11 June 2010
Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)
Full work available at URL: https://epub.uni-regensburg.de/13184/1/RUGS_JEDC_version.pdf
Probabilistic models, generic numerical methods in probability and statistics (65C20) Iterative numerical methods for linear systems (65F10) Dynamic stochastic general equilibrium theory (91B51)
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