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Matlab code for "Solving Nonlinear Dynamic Stochastic Models: An Algorithm Computing Value Function by Simulations"

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Author Info
Lilia Maliar (University of Alicante)
Serguei Maliar (University of Alicante)

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Abstract

MATLAB program solving one- and two-sector neoclassical stochastic growth models by computing value function by simulation as described in the article "Solving Nonlinear Dynamic Stochastic Models: An Algorithm Computing Value Function by Simulations" by Lilia Maliar and Serguei Maliar, Economic Letters 87, pp.135-140, 2005.

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File URL: http://dge.repec.org/codes/maliar/PEAVF.zip
File Format: application/x-matlab
File Function: program code
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Publisher Info
Software component provided by Quantitative Macroeconomics & Real Business Cycles in its series QM&RBC Codes with number 146.

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Programming language: Matlab
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Date of creation: 2005
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Handle: RePEc:dge:qmrbcd:146

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This page was last updated on 2008-8-11.

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