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Approximating and simulating the stochastic growth model: Parameterized expectations, neural networks, and the genetic algorithm Author info | Abstract | Publisher info | Download info | Related research | Statistics Duffy, John
McNelis, Paul D.
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Article provided by Elsevier in its journal Journal of Economic Dynamics and Control .
Volume (Year): 25 (2001)
Issue (Month): 9 (September)
Pages: 1273-1303
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Handle: RePEc:eee:dyncon:v:25:y:2001:i:9:p:1273-1303Contact details of provider: Web page: http://www.elsevier.com/locate/jedc
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References listed on IDEAS Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile , click on "citations" and make appropriate adjustments.: Taylor, John B & Uhlig, Harald, 1990.
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Cooley, T.F. & Hansen, G.D., 1988.
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Thomas F. Cooley & Gary D. Hansen, 1987.
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Arifovic, Jasmina, 1994.
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Den Haan, Wouter J & Marcet, Albert, 1994.
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Other versions: Dorsey, Robert E & Mayer, Walter J, 1995.
"Genetic Algorithms for Estimation Problems with Multiple Optima, Nondifferentiability, and Other Irregular Features ,"
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"Solving the Stochastic Growth Model by Using Quadrature Methods and Value-Function Iterations ,"
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references Cited by : (explanations , Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile , click on "citations" and make appropriate adjustments.)
Richard Dennis, 2008.
"The Frequency Of Price Adjustment And New Keynesian Business Cycle Dynamics ,"
CAMA Working Papers
2008-19, Australian National University, Centre for Applied Macroeconomic Analysis.
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Other versions: S. Sirakaya & Stephen Turnovsky & M. Alemdar, 2006.
"Feedback Approximation of the Stochastic Growth Model by Genetic Neural Networks ,"
Computational Economics ,
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Other versions: Burkhard Heer & Alfred Maussner, 2004.
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Other versions: Richard Dennis, 2004.
"Specifying and estimating New Keynesian models with instrument rules and optimal monetary policies ,"
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2004-17, Federal Reserve Bank of San Francisco.
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G.C. Lim & Paul D. McNelis, 2001.
"Central Bank Learning, Terms of Trade Shocks & Currency Risk: Should Exchange Rate Volatility Matter for Monetary Policy? ,"
Boston College Working Papers in Economics
509, Boston College Department of Economics.
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Javier J. Pérez, 2001.
"A Log-linear Homotopy Approach to Initialize the Parameterized Expectations Algorithm ,"
Economic Working Papers at Centro de Estudios Andaluces
E2001/02, Centro de Estudios Andaluces.
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Other versions: G. Lim & Paul Mcnelis, 2006.
"Central Bank Learning and Taylor Rules with Sticky Import Prices ,"
Computational Economics ,
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Floortje Alkemade & Han Poutré & Hans Amman, 2006.
"Robust Evolutionary Algorithm Design for Socio-economic Simulation ,"
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G. C. Lim & Paul D. McNelis, 2006.
"Inflation Targeting, Learning and Q Volatility in Small Open Economies ,"
Melbourne Institute Working Paper Series
wp2006n22, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne.
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Other versions:
Paul D. McNelis & Guay Lim, 2006.
"Inflation Targeting, Learning and Q Volatility in Small Open Economies ,"
Computing in Economics and Finance 2006
104, Society for Computational Economics.
Lim, G.C. & McNelis, Paul D., 2007.
"Inflation targeting, learning and Q volatility in small open economies ,"
Journal of Economic Dynamics and Control ,
Elsevier, vol. 31(11), pages 3699-3722, November.
[Downloadable!] (restricted) Paul McNelis & Peter McAdam, 2004.
"Forecasting inflation with thick models and neural networks ,"
Working Paper Series
352, European Central Bank.
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Other versions: G. C. LIM & PAUL D. McNELIS, 2002.
"Central Bank Learning, Terms Of Trade Shocks & Currency Risks: Should Only Inflation Matter For Monetary Policy? ,"
Department of Economics - Working Papers Series
831, The University of Melbourne.
[Downloadable!]
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