Solving SDGE Models: A New Algorithm for the Sylvester Equation
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- Ondrej Kamenik, 2005. "Solving SDGE Models: A New Algorithm for the Sylvester Equation," Working Papers 2005/10, Czech National Bank, Research Department.
References listed on IDEAS
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Juillard Michel, 2011. "Local approximation of DSGE models around the risky steady state," wp.comunite 0087, Department of Communication, University of Teramo.
- Gomme, Paul & Klein, Paul, 2011.
"Second-order approximation of dynamic models without the use of tensors,"
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"Efficient Perturbation Methods for Solving Regime-Switching DSGE Models,"
No 10/2014, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School.
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SFB649DP2012-015, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
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- Ian Babetskii & Ales Bulir & Fabrizio Coricelli & Jan Filacek & Michal Franta & Roman Horvath & Branislav Saxa & Katerina Smidkova, 2008. "CNB Economic Research Bulletin: Ten Years of Inflation Targeting," Occasional Publications - Edited Volumes, Czech National Bank, Research Department, edition 1, volume 6, number rb06/1 edited by Ian Babetskii & Katerina Smidkova.
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More about this item
Keywordsstochastic dynamic general equilibrium models; high-order permutations; computational algorithms;
- C63 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - Computational Techniques
- C68 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - Computable General Equilibrium Models
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