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Computing Equilibria in General Equilibrium Models via Interior-point Methods


  • Mercedes Esteban-Bravo

    () (Department of Computing, Imperial College of Science, Technology and Medicine, 180 Queen's Gate, London, U.K.)


In this paper we study new computational methods to find equilibria in general equilibrium models. We first survey the algorithms to compute equilibria that can be found in the literature on computational economics and we indicate how these algorithms can be improved from the computational point of view. We also provide alternative algorithms that are able to compute the equilibria in an efficient manner even for large-scale models, based on interior-point methods. We illustrate the proposed methods with some examples taken from the literature on general equilibrium models.

Suggested Citation

  • Mercedes Esteban-Bravo, 2004. "Computing Equilibria in General Equilibrium Models via Interior-point Methods," Computational Economics, Springer;Society for Computational Economics, vol. 23(2), pages 147-171, March.
  • Handle: RePEc:kap:compec:v:23:y:2004:i:2:p:147-171

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    Cited by:

    1. Esteban-Bravo, Mercedes & Vidal-Sanz, Jose M., 2007. "Computing continuous-time growth models with boundary conditions via wavelets," Journal of Economic Dynamics and Control, Elsevier, vol. 31(11), pages 3614-3643, November.
    2. Esteban-Bravo, Mercedes, 2004. "An interior point algorithm for computing equilibria in economies with incomplete asset markets," DEE - Working Papers. Business Economics. WB wb046023, Universidad Carlos III de Madrid. Departamento de Economía de la Empresa.
    3. Zoltan Pap, 2011. "Computing Economic Equilibria by a Homotopy Method," Papers 1110.5144,

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