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Perturbation Solution Methods for Economic Growth Models
4 references·3 citing·27 second hop
Perturbation Solution Methods for Economic Growth Models (1993)Perturbation Solution Methods for Economi…Numerical Methods in Economics (1998)Numerical Methods in EconomicsAsymptotic methods for aggregate growth models (1997)Asymptotic methods for aggreg…Solving Nonlinear Stochastic Growth Models: A Comparison of Alternative Solution Methods (1990)Solving Nonlinear Stochastic …Solving Nonlinear Stochastic Growth Models: A Comparison of Alternative Solution Methods (1989)Solving Nonlinear Stochastic …Numerical Methods for Large-Scale Dynamic Economic Models (2014)Numerical Methods for Large-S…Asymptotic Methods for Asset Market Equilibrium Analysis (2001)Asymptotic Methods for Asset …Asymptotic methods for asset market equilibrium analysis (2001)Asymptotic methods for asset …Short-Run Analysis of Fiscal Policy in a Simple Perfect Foresight Model (1985)Projection methods for solving aggregate growth models (1992)Accuracy of Numerical Solutions Using the Euler Equation Residuals (2000)Comparing Solution Methods for Dynamic Equilibrium Economies (2004)A generalization of the endogenous grid method (2006)The Structure of Simple General Equilibrium Models (1965)On the optimality of equilibrium when the market structure is incomplete (1975)Precautionary Saving in the Small and in the Large (1989)International Capital Flows (2007)Nominal Rigidities and the Dynamic Effects of a Shock to Monetary Policy (2005)The Impact of Uncertainty Shocks (2009)Introduction to Stochastic Programming (2011)When the U.S. catches a cold, Canada sneezes: A lower-bound tale told by deep learning (2020)Time to Build and Aggregate Fluctuations (1982)Solution and Maximum Likelihood Estimation of Dynamic Nonlinear Rational Expectations Models (1983)Solving the Stochastic Growth Model by Linear-Quadratic Approximation and by Value-Function Iteration (1990)Quadrature-Based Methods for Obtaining Approximate Solutions to Nonlinear Asset Pricing Models (1991)Estimating a nonlinear rational expectations commodity price model with unobservable state variables (1995)Merging simulation and projection approaches to solve high-dimensional problems with an application to a new Keynesian model (2015)SOLUTION AND MAXIMUM LIKELIHOOD ESTIMATION OF DYNAMIC NONLINEAR RATIONAL EXPECTATIONS MODELS (1983)Dynamic Macroeconomic Theory (1988)Dynamic Economics: Quantitative Methods and Applications (2003)The Dynamics of General Equilibrium (2007)Exploiting MIT shocks in heterogeneous-agent economies: the impulse response as a numerical derivative (2018)Valuing American Options by Simulation: A Simple Least-Squares Approach (2001)Strategic Asset Allocation (2002)MODELLING ASYMMETRIC EXCHANGE RATE DEPENDENCE* (2006)
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References

  • 1998Numerical Methods in Economics2,587 cited
  • 1989Solving Nonlinear Stochastic Growth Models: A Comparison of Alternative Solution Methods229 cited
  • 1997Asymptotic methods for aggregate growth models141 cited
  • 1990Solving Nonlinear Stochastic Growth Models: A Comparison of Alternative Solution Methods117 cited

Cited by

  • 2001Asymptotic methods for asset market equilibrium analysis76 cited
  • 2014Numerical Methods for Large-Scale Dynamic Economic Models75 cited
  • 2001Asymptotic Methods for Asset Market Equilibrium Analysis72 cited

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