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Computing Equilibria in General Equilibrium Models via Interior-point Methods

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Author Info
Mercedes Esteban-Bravo () (Department of Computing, Imperial College of Science, Technology and Medicine, 180 Queen's Gate, London, U.K.)

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Abstract

In this paper we study new computational methods to find equilibria in general equilibrium models. We first survey the algorithms to compute equilibria that can be found in the literature on computational economics and we indicate how these algorithms can be improved from the computational point of view. We also provide alternative algorithms that are able to compute the equilibria in an efficient manner even for large-scale models, based on interior-point methods. We illustrate the proposed methods with some examples taken from the literature on general equilibrium models.

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Publisher Info
Article provided by Springer in its journal Computational Economics.

Volume (Year): 23 (2004)
Issue (Month): 2 (03)
Pages: 147-171
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Handle: RePEc:kap:compec:v:23:y:2004:i:2:p:147-171

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Web page: http://www.springerlink.com/link.asp?id=100248

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  1. Mercedes Esteban-Bravo, 2004. "An Interior Point Algorithm For Computing Equilibria In Economies With Incomplete Asset Markets," Business Economics Working Papers wb046023, Universidad Carlos III, Departamento de Economía de la Empresa. [Downloadable!]
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This page was last updated on 2009-11-12.


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