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Numerical Solution of Dynamic Economic Models

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Author Info

  • Manuel Santos

    (Centro de Investigacion Economica (CIE), Instituto Tecnologico Autonomo de Mexico (ITAM))

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    Abstract

    This chapter is concerned with numerical simulation of dynamic economic models. We focus on some basic algorithms and study their accuracy and stability properties. This analysis is useful for an optimal implementation and testing of these procedures, as well as to evaluate their performance. Several examples are provided in order to illustrate the functioning and efficiency of these algorithms.

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    Bibliographic Info

    Paper provided by Centro de Investigacion Economica, ITAM in its series Working Papers with number 9804.

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    Length: 92 pages
    Date of creation: Mar 1998
    Date of revision:
    Handle: RePEc:cie:wpaper:9804

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    Related research

    Keywords: Dynamic economic model; value function; policy function; Euler equation; numerical algorithm; numerical solution; approximation error.;

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    Cited by:
    1. Felix Kubler & Karl Schmedders, 2000. "Incomplete Markets, Transitory Shocks, and Welfare," Discussion Papers 1285, Northwestern University, Center for Mathematical Studies in Economics and Management Science.

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