Numerical solution of continuous-time DSGE models under Poisson uncertainty
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- Olaf Posch & Timo Trimborn, 2010. "Numerical solution of continuous-time DSGE models under Poisson uncertainty," Economics Working Papers 2010-08, Department of Economics and Business Economics, Aarhus University.
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Cited by:
- Poudel, Diwakar & Sandal, Leif K., 2014. "Stochastic Optimization for Multispecies Fisheries in the Barents Sea," Discussion Papers 2014/2, Norwegian School of Economics, Department of Business and Management Science.
- Poudel, Diwakar & Sandal, Leif K. & Steinshamn, Stein I. & Kvamsdal, Sturla F., 2012. "Do Species Interactions and Stochasticity Matter to Optimal Management of Multispecies Fisheries?," Discussion Papers 2012/1, Norwegian School of Economics, Department of Business and Management Science.
More about this item
Keywords
Continuous-time DSGE; Optimal stochastic control; Waveform Relaxation;JEL classification:
- E21 - Macroeconomics and Monetary Economics - - Consumption, Saving, Production, Employment, and Investment - - - Consumption; Saving; Wealth
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
- O41 - Economic Development, Innovation, Technological Change, and Growth - - Economic Growth and Aggregate Productivity - - - One, Two, and Multisector Growth Models
NEP fields
This paper has been announced in the following NEP Reports:- NEP-ALL-2010-06-18 (All new papers)
- NEP-CBA-2010-06-18 (Central Banking)
- NEP-DGE-2010-06-18 (Dynamic General Equilibrium)
- NEP-MAC-2010-06-18 (Macroeconomics)
- NEP-ORE-2010-06-18 (Operations Research)
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