TY  - BOOK
AU  - Juillard,Michel
AU  -  Ocaktan,Tarik
TI  - Methods for Simulating Stochastic General Equilibrium Models
PY  - 2008///.
							
N1  - 5
N2  - 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
UR  - https://shs.cairn.info/journal-economie-et-prevision-1-2008-2-page-115?lang=en&redirect-ssocas=7080
ER  -