Exact Present Solution with Consistent Future Approximation: A Gridless Algorithm to Solve Stochastic Dynamic Models
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Other versions of this item:
- Wouter den Haan & Michal Kobielarz & Pontus Rendahl, 2015. "Exact Present Solution with Consistent Future Approximation: A Gridless Algorithm to Solve Stochastic Dynamic Models," Discussion Papers 1536, Centre for Macroeconomics (CFM).
References listed on IDEAS
- Nicolas Coeurdacier & Helene Rey & Pablo Winant, 2011.
"The Risky Steady State,"
American Economic Review,
American Economic Association, vol. 101(3), pages 398-401, May.
- Nicolas Coeurdacier & Hélène Rey & Pablo Winant, 2011. "The risky steady state," Working Papers hal-00972801, HAL.
- Pablo Winant & Hélène Rey & Nicolas Coeurdacier, 2011. "The risky steady state," Sciences Po publications info:hdl:2441/c8dmi8nm4pd, Sciences Po.
- Coeurdacier, Nicolas & Rey, Hélène & Winant, Pablo, 2012. "The Risky Steady-State," CEPR Discussion Papers 8751, C.E.P.R. Discussion Papers.
More about this item
Keywordsrisky steady state; solution methods;
- C63 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - Computational Techniques
- E10 - Macroeconomics and Monetary Economics - - General Aggregative Models - - - General
- E23 - Macroeconomics and Monetary Economics - - Consumption, Saving, Production, Employment, and Investment - - - Production
- F41 - International Economics - - Macroeconomic Aspects of International Trade and Finance - - - Open Economy Macroeconomics
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-CMP-2016-01-03 (Computational Economics)
- NEP-DGE-2016-01-03 (Dynamic General Equilibrium)
- NEP-MAC-2016-01-03 (Macroeconomics)
- NEP-ORE-2016-01-03 (Operations Research)
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