Numerical Methods for Macroeconomists
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More about this item
Keywords
Aiyagari model; calibration; Coleman algorithm; difference equations; dynamic programming; endogenous grid method; interpolating functions; linearization; Markov chains; maximization problems; Monte Carlo simulation; nonlinear equations; numerical differentiation and integration; parameterized expectations; random number generation;All these keywords.
JEL classification:
- E10 - Macroeconomics and Monetary Economics - - General Aggregative Models - - - General
- E17 - Macroeconomics and Monetary Economics - - General Aggregative Models - - - Forecasting and Simulation: Models and Applications
NEP fields
This paper has been announced in the following NEP Reports:- NEP-CMP-2022-06-27 (Computational Economics)
- NEP-DGE-2022-06-27 (Dynamic General Equilibrium)
- NEP-MAC-2022-06-27 (Macroeconomics)
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