Solving nonlinear dynamic stochastic models: an algorithm computing value function by simulations
MATLAB program solving one- and two-sector neoclassical stochastic growth models by computing value function by simulation as described in the article "Solving Nonlinear Dynamic Stochastic Models: An Algorithm Computing Value Function by Simulations" by Lilia Maliar and Serguei Maliar, Economic Letters 87, pp.135-140, 2005.
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- Lilia Maliar & Serguei Maliar, 2003. "Matlab code for Solving a Neoclassical Growh Model with a Parametrized Expectations Algorithm and Moving Bounds," QM&RBC Codes 54, Quantitative Macroeconomics & Real Business Cycles.
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- repec:fth:simfra:95-08 is not listed on IDEAS
- repec:fth:waterl:9503 is not listed on IDEAS
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