Methods for Simulating Stochastic General Equilibrium Models (notice n° 468525)
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| fixed length control field | 01216cam a2200229 4500500 |
| 005 - DATE AND TIME OF LATEST TRANSACTION | |
| control field | 20250121053558.0 |
| 041 ## - LANGUAGE CODE | |
| Language code of text/sound track or separate title | fre |
| 042 ## - AUTHENTICATION CODE | |
| Authentication code | dc |
| 100 10 - MAIN ENTRY--PERSONAL NAME | |
| Personal name | Juillard, Michel |
| Relator term | author |
| 245 00 - TITLE STATEMENT | |
| Title | Methods for Simulating Stochastic General Equilibrium Models |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. | |
| Date of publication, distribution, etc. | 2008.<br/> |
| 500 ## - GENERAL NOTE | |
| General note | 5 |
| 520 ## - SUMMARY, ETC. | |
| Summary, etc. | This paper presents the numerical methods commonly used today to solve dynamic stochastic general equilibrium (DSGE) models.We begin by introducing a canonical model of dynamic optimization, which is the crucial element in this approach.We then review value-function iteration, the projection method, the parameterized expectation approach (PEA), and the perturbation method. Linearization, a very popular method in the literature, is presented as a special case of the perturbation method. |
| 690 ## - LOCAL SUBJECT ADDED ENTRY--TOPICAL TERM (OCLC, RLIN) | |
| Topical term or geographic name as entry element | parameterized expectation approach |
| 690 ## - LOCAL SUBJECT ADDED ENTRY--TOPICAL TERM (OCLC, RLIN) | |
| Topical term or geographic name as entry element | value-function iteration |
| 690 ## - LOCAL SUBJECT ADDED ENTRY--TOPICAL TERM (OCLC, RLIN) | |
| Topical term or geographic name as entry element | projection |
| 690 ## - LOCAL SUBJECT ADDED ENTRY--TOPICAL TERM (OCLC, RLIN) | |
| Topical term or geographic name as entry element | DSGE |
| 690 ## - LOCAL SUBJECT ADDED ENTRY--TOPICAL TERM (OCLC, RLIN) | |
| Topical term or geographic name as entry element | perturbation |
| 700 10 - ADDED ENTRY--PERSONAL NAME | |
| Personal name | Ocaktan, Tarik |
| Relator term | author |
| 786 0# - DATA SOURCE ENTRY | |
| Note | Economie & prévision | o 183-184 | 2 | 2008-10-13 | p. 115-126 | 0249-4744 |
| 856 41 - ELECTRONIC LOCATION AND ACCESS | |
| Uniform Resource Identifier | <a href="https://shs.cairn.info/journal-economie-et-prevision-1-2008-2-page-115?lang=en&redirect-ssocas=7080">https://shs.cairn.info/journal-economie-et-prevision-1-2008-2-page-115?lang=en&redirect-ssocas=7080</a> |
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