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Numerical methods for linear-quadratic models

In: Handbook of Computational Economics

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  • Amman, Hans

Abstract

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Suggested Citation

  • Amman, Hans, 1996. "Numerical methods for linear-quadratic models," Handbook of Computational Economics,in: H. M. Amman & D. A. Kendrick & J. Rust (ed.), Handbook of Computational Economics, edition 1, volume 1, chapter 13, pages 587-618 Elsevier.
  • Handle: RePEc:eee:hecchp:1-13
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    Citations

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    Cited by:

    1. Jean-Bernard Chatelain & Kirsten Ralf, 2017. "A Simple Algorithm for Solving Ramsey Optimal Policy with Exogenous Forcing Variables," Papers 1708.07996, arXiv.org.
    2. Blueschke-Nikolaeva, V. & Blueschke, D. & Neck, R., 2012. "Optimal control of nonlinear dynamic econometric models: An algorithm and an application," Computational Statistics & Data Analysis, Elsevier, vol. 56(11), pages 3230-3240.
    3. Amman, Hans M. & Neudecker, Heinz, 1997. "Numerical solutions of the algebraic matrix Riccati equation," Journal of Economic Dynamics and Control, Elsevier, vol. 21(2-3), pages 363-369.
    4. Hans Amman & David Kendrick, 2014. "Comparison of policy functions from the optimal learning and adaptive control frameworks," Computational Management Science, Springer, vol. 11(3), pages 221-235, July.
    5. Crowley, Patrick M. & Hudgins, David, 2015. "Fiscal policy tracking design in the time–frequency domain using wavelet analysis," Economic Modelling, Elsevier, vol. 51(C), pages 502-514.
    6. repec:spr:joptap:v:160:y:2014:i:1:d:10.1007_s10957-013-0320-x is not listed on IDEAS
    7. repec:bof:bofrdp:urn:nbn:fi:bof-201508131350 is not listed on IDEAS
    8. Binder, Michael & Pesaran, Hashem, 2000. "Solution of finite-horizon multivariate linear rational expectations models and sparse linear systems," Journal of Economic Dynamics and Control, Elsevier, vol. 24(3), pages 325-346, March.
    9. Reinhard Neck & Sohbet Karbuz, 2017. "Dynamic Optimization under Uncertainty: A Case Study for Austrian Macroeconomic Policies," Proceedings of International Academic Conferences 5808250, International Institute of Social and Economic Sciences.
    10. D.A. Kendrick & H.M. Amman & M.P. Tucci, 2008. "Learning About Learning in Dynamic Economic Models," Working Papers 08-20, Utrecht School of Economics.
    11. Crowley, Patrick M. & Hudgins, David, 2015. "Euro area monetary and fiscal policy tracking design in the time-frequency domain," Research Discussion Papers 12/2015, Bank of Finland.

    More about this item

    JEL classification:

    • C63 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - Computational Techniques

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