| 000 | 01216cam a2200229 4500500 | ||
|---|---|---|---|
| 005 | 20250121053558.0 | ||
| 041 | _afre | ||
| 042 | _adc | ||
| 100 | 1 | 0 |
_aJuillard, Michel _eauthor |
| 700 | 1 | 0 |
_a Ocaktan, Tarik _eauthor |
| 245 | 0 | 0 | _aMethods for Simulating Stochastic General Equilibrium Models |
| 260 | _c2008. | ||
| 500 | _a5 | ||
| 520 | _aThis 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 | _aparameterized expectation approach | ||
| 690 | _avalue-function iteration | ||
| 690 | _aprojection | ||
| 690 | _aDSGE | ||
| 690 | _aperturbation | ||
| 786 | 0 | _nEconomie & prévision | o 183-184 | 2 | 2008-10-13 | p. 115-126 | 0249-4744 | |
| 856 | 4 | 1 | _uhttps://shs.cairn.info/journal-economie-et-prevision-1-2008-2-page-115?lang=en&redirect-ssocas=7080 |
| 999 |
_c468525 _d468525 |
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