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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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Bibliographic Info

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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Web page: http://www.econ.upf.edu/

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Cited by:
  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.
  2. John Duffy & Paul D. McNelis, . "Approximating and Simulating the Real Business Cycle: Linear Quadratic Methods, Parameterized Expectations and Genetic Algorithms," Computing in Economics and Finance 1997 63, Society for Computational Economics.
  3. 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.
  4. Willi Semmler & Lars Grüne, 2004. "Asset Pricing with Delayed Consumption Decisions," Computing in Economics and Finance 2004 59, Society for Computational Economics.
  5. Fabio Canova & Eva Ortega, 1996. "Testing calibrated general equilibrium models," Economics Working Papers 166, Department of Economics and Business, Universitat Pompeu Fabra.

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