On the accuracy of linear DSGE solution methods and the consequences for log-normal asset pricing
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More about this item
Keywords
Numerical accuracy; Production-based asset pricing; DSGE; Solution methods;All these keywords.
JEL classification:
- C61 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - Optimization Techniques; Programming Models; Dynamic Analysis
- C63 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - Computational Techniques
- 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-DGE-2021-03-29 (Dynamic General Equilibrium)
- NEP-MAC-2021-03-29 (Macroeconomics)
- NEP-ORE-2021-03-29 (Operations Research)
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