Numerical stability analysis of linear DSGE models: Backward errors, forward errors and condition numbers
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More about this item
Keywords
Numerical accuracy; DSGE; Solution methods; Condition number; Backward error; Forward error;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-2023-12-11 (Dynamic General Equilibrium)
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