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Approximation, perturbation, and projection methods in economic analysis

In: Handbook of Computational Economics

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Judd, Kenneth L.

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This chapter was published in: H. M. Amman & D. A. Kendrick & J. Rust (ed.) Handbook of Computational Economics, , chapter 12, pages 509-585, 1996.

This item is provided by Elsevier in its series Handbook of Computational Economics with number 1-12.

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Related research
This chapter was published in the following book, which is listed on IDEAS:
H. M. Amman & D. A. Kendrick & J. Rust (ed.), 1996. "Handbook of Computational Economics," Handbook of Computational Economics, Elsevier, edition 1, volume 1, number 1. [Downloadable!] (restricted)
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C63 - Mathematical and Quantitative Methods - - Mathematical Methods and Programming - - - Computational Techniques

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  1. Pierpaolo Benigno & Michael Woodford, 2005. "Optimal Taxation in an RBC Model: A Linear-Quadratic Approach," NBER Working Papers 11029, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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  2. 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. [Downloadable!]
  3. Willi Semmler & Stephanie Becker & Lars Gruene, 2006. "Comparing Accuracy of Second Order Approximation and Dynamic Programming," Computing in Economics and Finance 2006 469, Society for Computational Economics. [Downloadable!]
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