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Simulating Computable Overlapping Generations Models With Troll


  • Frederic Docquier


  • Philippe Ligeois

    (ECARES, Universite Libre de Bruxelles, Belgium)


In this paper, we examine the performance of the Troll Stacked- time algorithm in the simulation of large scale overlapping generations (OLG) models. At each period of time, the number of equations is proportional to the individual length of lifetime. The model size and the data requirements may thus be very large. Given the repetitive structure of the equations, we show how Troll specific macrocommands can be used to explode a generic version (in which the lifetime is parameterized) into a complete model. A similar technique applies to explode the initial dataset on the whole simulation horizon. The stability properties of the model are derived and the Stacked-time algorithm performances are checked for a large scale model with endogenous labour supply and uncertain lifetime. It turns out that Troll performances are very attractive even for a system of 300000 simultaneous equations."

Suggested Citation

  • Frederic Docquier & Philippe Ligeois, 2000. "Simulating Computable Overlapping Generations Models With Troll," Computing in Economics and Finance 2000 246, Society for Computational Economics.
  • Handle: RePEc:sce:scecf0:246

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    References listed on IDEAS

    1. Alan Kirman, 1997. "The economy as an evolving network," Journal of Evolutionary Economics, Springer, vol. 7(4), pages 339-353.
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    Cited by:

    1. Docquier, Frédéric & Liégeois, Philippe & Stijns, Jean-Philippe, 1999. "Comptabilité générationnelle et vieillissement démographique : les enseignements d’un modèle d’équilibre général calculable calibré pour la Belgique," L'Actualité Economique, Société Canadienne de Science Economique, vol. 75(1), pages 333-356, mars-juin.

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