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Matlab code for "Solving Nonlinear Dynamic Stochastic Models: An Algorithm Computing Value Function by Simulations"

Author

Listed:
  • Lilia Maliar

    (University of Alicante)

  • Serguei Maliar

    (University of Alicante)

Abstract

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.

Suggested Citation

  • Lilia Maliar & Serguei Maliar, 2005. "Matlab code for "Solving Nonlinear Dynamic Stochastic Models: An Algorithm Computing Value Function by Simulations"," QM&RBC Codes 146, Quantitative Macroeconomics & Real Business Cycles.
  • Handle: RePEc:dge:qmrbcd:146
    as

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    File URL: http://dge.repec.org/codes/maliar/Maliars_EL_87_2005.zip
    File Function: program code
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    More about this item

    JEL classification:

    • C6 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling
    • 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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