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Citations for "Analysis of a Numerical Dynamic Programming Algorithm Applied to Economic Models"

by Manuel S. Santos & Jesus Vigo-Aguiar

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  1. John Stachurski, 2006. "Continuous State Dynamic Programming Via Nonexpansive Approximation," KIER Working Papers 618, Kyoto University, Institute of Economic Research.
  2. Datta, Manjira & Mirman, Leonard J. & Morand, Olivier F. & Reffett, Kevin L., 2005. "Markovian equilibrium in infinite horizon economies with incomplete markets and public policy," Journal of Mathematical Economics, Elsevier, vol. 41(4-5), pages 505-544, August.
  3. Manjira Datta & Leonard Mirman & Olivier F. Morand & Kevin Reffett, 2001. "Monotone Methods for Distorted Economies," Working papers 2001-03, University of Connecticut, Department of Economics.
  4. Nishimura, Kazuo & Stachurski, John, 2009. "Equilibrium storage with multiple commodities," Journal of Mathematical Economics, Elsevier, vol. 45(1-2), pages 80-96, January.
  5. Adrian Peralta-Alva & Manuel S. Santos, 2012. "Analysis of numerical errors," Working Papers 2012-062, Federal Reserve Bank of St. Louis.
  6. Leonard J Mirman & Olivier F. Morand & Kevin L. Reffett, 2004. "A Qualitative Approach to Markovian Equilibrium in Infinite Horizon Economies with Capital," Levine's Bibliography 122247000000000224, UCLA Department of Economics.
  7. Manjira Datta & Leonard Mirman & Kevin Reffett, . "Nonclassical Brock-Mirman Economies," Working Papers 2179544, Department of Economics, W. P. Carey School of Business, Arizona State University.
  8. Noah Williams, 2003. "Small Noise Asymptotics for a Stochastic Growth Model," NBER Working Papers 10194, National Bureau of Economic Research, Inc.
  9. Manjira Datta & Leonard Mirman & Olivier Morand & Kevin Reffett, 2002. "Monotone Methods for Markovian Equilibrium in Dynamic Economies," Annals of Operations Research, Springer, vol. 114(1), pages 117-144, August.
  10. Joshi, Sumit, 2007. "Asymmetric outcome in a symmetric dynamic duopoly," Journal of Economic Dynamics and Control, Elsevier, vol. 31(2), pages 531-555, February.
  11. Cuong Van & John Stachurski, 2007. "Parametric continuity of stationary distributions," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 33(2), pages 333-348, November.
  12. Geweke, J. & Joel Horowitz & Pesaran, M.H., 2006. "Econometrics: A Bird’s Eye View," Cambridge Working Papers in Economics 0655, Faculty of Economics, University of Cambridge.
  13. Lars Grüne & Willi Semmler, 2007. "Asset pricing with dynamic programming," Computational Economics, Springer;Society for Computational Economics, vol. 29(3), pages 233-265, May.
  14. repec:ebl:ecbull:v:3:y:2003:i:1:p:1-14 is not listed on IDEAS
  15. Bobenrieth H., Eugenio S.A. & Bobenrieth H., Juan R.A. & Wright, Brian D., 2008. "A foundation for the solution of consumption-saving behavior with a borrowing constraint and unbounded marginal utility," Journal of Economic Dynamics and Control, Elsevier, vol. 32(3), pages 695-708, March.
  16. Datta, Manjira & Mirman, Leonard J. & Reffett, Kevin L., 2002. "Existence and Uniqueness of Equilibrium in Distorted Dynamic Economies with Capital and Labor," Journal of Economic Theory, Elsevier, vol. 103(2), pages 377-410, April.
  17. Zhen Sun & Yang Xie, 2013. "Error Analysis and Comparison of Two Algorithms Measuring Compensated Income," Computational Economics, Springer;Society for Computational Economics, vol. 42(4), pages 433-452, December.
  18. Manjira Datta & Kevin L. Reffett, 2005. "Isotone Recursive Methods: the Case of Homogeneous Agents," Tinbergen Institute Discussion Papers 05-012/2, Tinbergen Institute.
  19. Grüne, Lars & Semmler, Willi & Stieler, Marleen, 2015. "Using nonlinear model predictive control for dynamic decision problems in economics," Journal of Economic Dynamics and Control, Elsevier, vol. 60(C), pages 112-133.
  20. John Stachurski, 2009. "Economic Dynamics: Theory and Computation," MIT Press Books, The MIT Press, edition 1, volume 1, number 0262012774, December.
  21. Olson, Lars J. & Roy, Santanu, 2005. "Theory of Stochastic Optimal Economic Growth," Working Papers 28601, University of Maryland, Department of Agricultural and Resource Economics.
  22. Pál, Jenő & Stachurski, John, 2013. "Fitted value function iteration with probability one contractions," Journal of Economic Dynamics and Control, Elsevier, vol. 37(1), pages 251-264.
  23. Wilfredo Leiva Maldonado & Benar Fux Svaiter, 2001. "On the accuracy of the estimated policy function using the Bellman contraction method," Economics Bulletin, AccessEcon, vol. 3(15), pages 1-8.
  24. Santos, Manuel S., 1998. "Accuracy of numerical solutions using the eulers equation residuals," UC3M Working papers. Economics 4157, Universidad Carlos III de Madrid. Departamento de Economía.
  25. Felix Kubler & Karl Schmedders, 2003. "Approximate Versus Exact Equilibria," Discussion Papers 1382, Northwestern University, Center for Mathematical Studies in Economics and Management Science.
  26. Kenneth L. Judd & Lilia Maliar & Serguei Maliar, 2014. "Lower Bounds on Approximation Errors: Testing the Hypothesis That a Numerical Solution Is Accurate?," BYU Macroeconomics and Computational Laboratory Working Paper Series 2014-06, Brigham Young University, Department of Economics, BYU Macroeconomics and Computational Laboratory.
  27. Grüne, Lars & Semmler, Willi, 2008. "Asset pricing with loss aversion," Journal of Economic Dynamics and Control, Elsevier, vol. 32(10), pages 3253-3274, October.
  28. Willi Semmler & Stephanie Becker & Lars Gruene, 2006. "Comparing Accuracy of Second Order Approximation and Dynamic Programming," Computing in Economics and Finance 2006 469, Society for Computational Economics.
  29. repec:hal:journl:halshs-00101157 is not listed on IDEAS
  30. Manuel S. Santos, 2000. "Accuracy of Numerical Solutions using the Euler Equation Residuals," Econometrica, Econometric Society, vol. 68(6), pages 1377-1402, November.
  31. Willi Semmler & Lars Grüne & Marleen Stieler, 2013. "Using Nonlinear Model Predictive Control for Dynamic Decision Problems in Economics," EcoMod2013 5782, EcoMod.
  32. Cuong Le Van & Lisa Morhaim, 2006. "On optimal growth models when the discount factor is near 1 or equal to 1," International Journal of Economic Theory, The International Society for Economic Theory, vol. 2(1), pages 55-76.
  33. Fernández-Villaverde, Jesús & Rubio-Ramírez, Juan Francisco & Schorfheide, Frank, 2015. "Solution and Estimation Methods for DSGE Models," CEPR Discussion Papers 11032, C.E.P.R. Discussion Papers.
  34. Yuichiro Waki & Kenichi Fukushima, 2011. "A polyhederal approximation approach to concave numerical dynamic programming," 2011 Meeting Papers 689, Society for Economic Dynamics.
  35. repec:hal:journl:halshs-00096034 is not listed on IDEAS
  36. Michael Reiter, 2000. "Estimating The Accuracy Of Numerical Solutions To Dynamic Optimization Problems," Computing in Economics and Finance 2000 254, Society for Computational Economics.
  37. Mitra, Tapan & Privileggi, Fabio, 2003. "Cantor Type Invariant Distributions in the Theory of Optimal Growth under Uncertainty," Working Papers 03-09, Cornell University, Center for Analytic Economics.
  38. Raahauge, Peter, 2006. "Upper Bounds on Numerical Approximation Errors," Working Papers 2004-4, Copenhagen Business School, Department of Finance.
  39. Grune, Lars & Semmler, Willi, 2004. "Using dynamic programming with adaptive grid scheme for optimal control problems in economics," Journal of Economic Dynamics and Control, Elsevier, vol. 28(12), pages 2427-2456, December.
  40. Willi Semmler & Lars Grüne, 2004. "Asset Pricing with Delayed Consumption Decisions," Computing in Economics and Finance 2004 59, Society for Computational Economics.
  41. Maldonado, Wilfredo L. & Moreira, Humberto Luiz Ataíde, 2006. "Solving Euler Equations: Classical Methods and the C^1 Contraction Mapping Method Revisited," Revista Brasileira de Economia, FGV/EPGE Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil), vol. 60(2), September.
This information is provided to you by IDEAS at the Research Division of the Federal Reserve Bank of St. Louis using RePEc data.