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Simulating Computable Overlapping Generations Models With Troll

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  • Frederic Docquier

    (SES)

  • Philippe Ligeois

    (ECARES, Universite Libre de Bruxelles, Belgium)

Abstract

In this paper, we examine the performance of the Troll Stacked- time algorithm in the simulation of large scale overlapping generations (OLG) models. At each period of time, the number of equations is proportional to the individual length of lifetime. The model size and the data requirements may thus be very large. Given the repetitive structure of the equations, we show how Troll specific macrocommands can be used to explode a generic version (in which the lifetime is parameterized) into a complete model. A similar technique applies to explode the initial dataset on the whole simulation horizon. The stability properties of the model are derived and the Stacked-time algorithm performances are checked for a large scale model with endogenous labour supply and uncertain lifetime. It turns out that Troll performances are very attractive even for a system of 300000 simultaneous equations."

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Bibliographic Info

Paper provided by Society for Computational Economics in its series Computing in Economics and Finance 2000 with number 246.

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Date of creation: 05 Jul 2000
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Handle: RePEc:sce:scecf0:246

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Postal: CEF 2000, Departament d'Economia i Empresa, Universitat Pompeu Fabra, Ramon Trias Fargas, 25,27, 08005, Barcelona, Spain
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Cited by:
  1. Docquier, Frédéric & Liégeois, Philippe & Stijns, Jean-Philippe, 1999. "Comptabilité générationnelle et vieillissement démographique : les enseignements d’un modèle d’équilibre général calculable calibré pour la Belgique," L'Actualité Economique, Société Canadienne de Science Economique, vol. 75(1), pages 333-356, mars-juin.

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