Computing Stochastic Dynamic Economic Models with a Large Number of State Variables: A Description and Application of a Smolyak-Collocation Method
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Other versions of this item:
- Benjamin Malin & Dirk Krueger & Felix Kubler, 2007. "Computing Stochastic Dynamic Economic Models with a Large Number of State Variables: A Description and Application of a Smolyak-Collocation Method," NBER Working Papers 13517, National Bureau of Economic Research, Inc.
References listed on IDEAS
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Cited by:
- Rong Hai & Dirk Krueger & Andrew Postlewaite, 2013.
"On the Welfare Cost of Consumption Fluctuationsin the Presence of Memorable Goods,"
PIER Working Paper Archive
13-046, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
- Hai, Rong & Krueger, Dirk & Postlewaite, Andrew, 2013. "On the Welfare Cost of Consumption Fluctuations in the Presence of Memorable Goods," CEPR Discussion Papers 9623, C.E.P.R. Discussion Papers.
- Hai, Rong & Krueger, Dirk & Postlewaite, Andrew, 2013. "On the welfare cost of consumption fluctuations in the presence of memorable goods," CFS Working Paper Series 2013/24, Center for Financial Studies (CFS).
- Rong Hai & Dirk Krueger & Andrew Postlewaite, 2013. "On the Welfare Cost of Consumption Fluctuations in the Presence of Memorable Goods," NBER Working Papers 19386, National Bureau of Economic Research, Inc.
- Zhou, Wei, 2015. "Three essays on modeling biofuel feedstock supply," ISU General Staff Papers 201501010800005728, Iowa State University, Department of Economics.
- K. Rebecca Scott, 2012. "Rational Habits and Uncertain Prices: Simulating Gasoline Consumption Behavior," Economics Series Working Papers 596, University of Oxford, Department of Economics.
- Michael Reiter, 2015. "Solving OLG Models with Asset Choice," 2015 Meeting Papers 1509, Society for Economic Dynamics.
- Rong Hai & Andrew Postlewaite & Dirk Krueger, 2013.
"On the Welfare Cost of Consumption Fluctuations in the Presence of Memorable Goods, Second Version,"
PIER Working Paper Archive
14-012, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, revised 15 Apr 2014.
- Rong Hai & Dirk Krueger & Andrew Postlewaite, 2014. "On the Welfare Cost of Consumption Fluctuations in the Presence of Memorable Goods, Second Version," PIER Working Paper Archive 15-004, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, revised 14 Jan 2015.
- Ángel Gavilán & Juan A. Rojas, 2009. "Solving Portfolio Problems with the Smolyak-Parameterized Expectations Algorithm," Working Papers 0838, Banco de España;Working Papers Homepage.
- Zhou, Wei & Babcock, Bruce A., 2014. "Endogenous Price in a Dynamic Model for Agricultural Supply Analysis," 2014 Annual Meeting, July 27-29, 2014, Minneapolis, Minnesota 170584, Agricultural and Applied Economics Association.
- Pichler, Paul, 2011.
"Solving the multi-country Real Business Cycle model using a monomial rule Galerkin method,"
Journal of Economic Dynamics and Control,
Elsevier, vol. 35(2), pages 240-251, February.
- Paul Pichler, 2010. "Solving the multi-country real business cycle model using a monomial rule galerkin method," Post-Print hal-00765829, HAL.
- Reiter, Michael, 2015. "Solving OLG Models with Many Cohorts, Asset Choice and Large Shocks," Economics Series 320, Institute for Advanced Studies.
- Reiter, Michael, 2010. "Approximate and Almost-Exact Aggregation in Dynamic Stochastic Heterogeneous-Agent Models," Economics Series 258, Institute for Advanced Studies.
- Grey Gordon, 2011.
"Computing Dynamic Heterogeneous-Agent Economies: Tracking the Distribution,"
PIER Working Paper Archive
11-018, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
- Grey Gordon, 2011. "Code for "Computing Dynamic Heterogeneous-Agent Economies: Tracking the Distribution"," QM&RBC Codes 186, Quantitative Macroeconomics & Real Business Cycles.
More about this item
JEL classification:
- C68 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - Computable General Equilibrium Models
- C88 - Mathematical and Quantitative Methods - - Data Collection and Data Estimation Methodology; Computer Programs - - - Other Computer Software
- F41 - International Economics - - Macroeconomic Aspects of International Trade and Finance - - - Open Economy Macroeconomics
NEP fields
This paper has been announced in the following NEP Reports:- NEP-ALL-2007-10-13 (All new papers)
- NEP-CBA-2007-10-13 (Central Banking)
- NEP-CMP-2007-10-13 (Computational Economics)
- NEP-DGE-2007-10-13 (Dynamic General Equilibrium)
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