Solving SDGE Models: A New Algorithm for the Sylvester Equation
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- OndŘej KamenÍk, 2005. "Solving SDGE Models: A New Algorithm for the Sylvester Equation," Computational Economics, Springer;Society for Computational Economics, vol. 25(1), pages 167-187, February.
References listed on IDEAS
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
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More about this item
KeywordsDynamic general equilibrium; doubling algorithm; perturbation approach; recursive algorithm.;
- 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
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2006-06-10 (All new papers)
- NEP-CMP-2006-06-10 (Computational Economics)
- NEP-DGE-2006-06-10 (Dynamic General Equilibrium)
- NEP-ECM-2006-06-10 (Econometrics)
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