A new algorithm for solving dynamic stochastic macroeconomic models

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

zbMATH Keywords

numerical methodsprojection methodsGauss-Seidel methodreal business cyclescrash state

Mathematics Subject Classification ID

Probabilistic models, generic numerical methods in probability and statistics (65C20) Iterative numerical methods for linear systems (65F10) Dynamic stochastic general equilibrium theory (91B51)

Related Items (1)

Numerical solution of dynamic equilibrium models under Poisson uncertainty

Uses Software

• SUNDIALS

Cites Work

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• SUNDIALS
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