Zobrazeno 1 - 10
of 344
pro vyhledávání: '"Policy function iteration"'
Publikováno v:
In Journal of Economic Theory March 2022 200
Autor:
Coleman, Wilbur John
Publikováno v:
Journal of Business & Economic Statistics, 1990 Jan 01. 8(1), 27-29.
Externí odkaz:
https://www.jstor.org/stable/1391745
Akademický článek
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Publikováno v:
Computational Economics. 44:445-476
Policy function iteration methods for solving and analyzing dynamic, stochastic general equilibrium models are powerful from both a theoretical and computational perspective. Despite obvious theoretical appeal, significant startup costs and a relianc
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::5d5ceff8317cbcd2c63c33308e4a86d5
https://doi.org/10.1007/s10614-013-9399-2
https://doi.org/10.1007/s10614-013-9399-2
Publikováno v:
Journal of Economic Theory. 200:105395
We propose an approach to solving and analyzing linear rational expectations models with general information frictions. Our approach is built upon policy function iterations in the frequency domain. We develop the theoretical framework of this approa
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::68f135c96d93640d093fe9f3bf64418b
https://doi.org/10.1016/j.jet.2021.105395
https://doi.org/10.1016/j.jet.2021.105395
Publikováno v:
SSRN Electronic Journal.
We propose a novel approach to solving and analyzing linear rational expectations models with general information frictions. Our approach is built upon policy function iterations in the frequency domain. We develop the theoretical framework of this a
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::960d2833f3ae3c7910433cca51c639f4
https://doi.org/10.2139/ssrn.3512320
https://doi.org/10.2139/ssrn.3512320
Autor:
Phelan, Thomas1, Eslami, Keyvan2
Publikováno v:
Working Paper Series (Federal Reserve Bank of Cleveland). 5/17/2022, p1-51. 52p.
Autor:
Wilbur John Coleman
Publikováno v:
Journal of Business & Economic Statistics. 8:27-29
This article describes a computer algorithm that solves the stochastic growth model by iterating on a fixed-point equation in the decision rule determining consumption as a function of the state variables. This algorithm does not discretize the state
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::ecfff367127cd00c6fecddccb76b50e7
https://doi.org/10.1080/07350015.1990.10509769
https://doi.org/10.1080/07350015.1990.10509769
Autor:
Rudi Zagst, Andreas Lichtenstern
Publikováno v:
European Actuarial Journal. 12:647-700
In this article we consider the post-retirement phase optimization problem for a specific pension product in Germany that comes without guarantees. The continuous-time optimization problem is defined consisting of two specialties: first, we have a pr
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::edf739e4a20c9291a48eaeae41c1d477
https://doi.org/10.1007/s13385-021-00298-7
https://doi.org/10.1007/s13385-021-00298-7
Autor:
Phelan, Thomas1, Eslami, Keyvan2
Publikováno v:
Working Paper Series (Federal Reserve Bank of Cleveland). 2/10/2021, p1-48. 48p.