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Simulation Analysis of Dynamic Stochastic Models: Applications to Theory and Estimation

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Albert Marcet ()

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File URL: http://www.econ.upf.edu/docs/papers/downloads/6.pdf
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Paper provided by Department of Economics and Business, Universitat Pompeu Fabra in its series Economics Working Papers with number 6.

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Date of creation: Nov 1991
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Handle: RePEc:upf:upfgen:6

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  1. Paul McNelis & John Duffy, 1998. "Approximating and Simulating the Stochastic Growth Model: Parameterized Expectations, Neural Networks, and the Genetic Algorithm," GE, Growth, Math methods 9804004, EconWPA, revised 04 May 1998. [Downloadable!]
    Other versions:
  2. Fabio Canova & Eva Ortega, 1996. "Testing Calibrated General Equilibrium Models," Economics Working Papers 166, Department of Economics and Business, Universitat Pompeu Fabra. [Downloadable!]
  3. Paul McNelis & John Duffy, 1997. "Approximating and Simulating the Real Business Cycle: Linear Quadratic Methods, Parameterized Expectations, and Genetic Algorithms," Macroeconomics 9706001, EconWPA. [Downloadable!]
    Other versions:
  4. Willi Semmler & Lars Grüne, 2004. "Asset Pricing with Delayed Consumption Decisions," Computing in Economics and Finance 2004 59, Society for Computational Economics. [Downloadable!]
  5. Rohit Rahi, 1993. "Adverse Selection and Security Design," Economics Working Papers 64, Department of Economics and Business, Universitat Pompeu Fabra, revised Feb 1994. [Downloadable!]
    Other versions:
  6. John Ireland, 1994. "How Products' Case Volumes Influence Supermarket Shelf Space Allocations and Profits," Economics Working Papers 68, Department of Economics and Business, Universitat Pompeu Fabra. [Downloadable!]
  7. G. C. Lim & Paul D. McNelis, 2006. "Inflation Targeting, Learning and Q Volatility in Small Open Economies," Melbourne Institute Working Paper Series wp2006n22, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne. [Downloadable!]
    Other versions:
  8. John Ireland, 1994. "A DPP Evaluation of Efficiency Gains from Channel-Manufacturer Cooperation on Case Counts," Economics Working Papers 67, Department of Economics and Business, Universitat Pompeu Fabra. [Downloadable!]
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