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Matlab code for Solving a Neoclassical Growh Model with a Parametrized Expectations Algorithm and Moving Bounds

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

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Abstract

MATLAB program solving a neoclassical stochastic growth model by using the PEA with the moving bounds as described in the article "Parameterized Expectations Algorithm and the Moving Bounds" by Lilia Maliar and Serguei Maliar, JBES, Volume 21, Nº 1, January 2003.

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File URL: http://dge.repec.org/codes/maliar/PEA.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 54.

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Programming language: Matlab
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Date of creation: 2003
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Handle: RePEc:dge:qmrbcd:54

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  1. Lilia Maliar & Serguei Maliar, 2006. "Capital-Skill Complementarity And Steady-State Growth," Working Papers. Serie AD 2006-15, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie). [Downloadable!]
  2. Lilia Maliar & Serguei Maliar, 2005. "Parameterized Expectations Algorithm: How to Solve for Labor Easily," Computational Economics, Springer, vol. 25(3), pages 269-274, June. [Downloadable!] (restricted)
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  3. Lilia Maliar & Serguei Maliar & Juan Mora, 2005. "Income and Wealth Distributions Along the Business Cycle: Implications from the Neoclassical Growth Model," Topics in Macroeconomics, Berkeley Electronic Press, vol. 5(1), pages 1238-1238. [Downloadable!] (restricted)
    Other versions:
  4. Ángel Gavilán & Juan A. Rojas, 2009. "Solving Portfolio Problems with the Smolyak-Parameterized Expectations Algorithm," Banco de España Working Papers 0838, Banco de España. [Downloadable!]
  5. Lilia Maliar & Serguei Maliar, 2003. "Preference Shocks From Aggregation: Time Series Data Evidence," Working Papers. Serie AD 2003-35, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie). [Downloadable!]
    Other versions:
  6. Kenneth Judd & Lilia Maliar & Serguei Maliar, 2009. "Numerically Stable Stochastic Simulation Approaches for Solving Dynamic Economic Models," NBER Working Papers 15296, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
  7. Paul Pichler, 2005. "Evaluating Approximate Equilibria of Dynamic Economic Models," Vienna Economics Papers 0510, University of Vienna, Department of Economics. [Downloadable!]
  8. Michael Creel, 2008. "Using Parallelization to Solve a Macroeconomic Model: A Parallel Parameterized Expectations Algorithm," Computational Economics, Springer, vol. 32(4), pages 343-352, November. [Downloadable!] (restricted)
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