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C63  Mathematical methods and programming  Computational techniques ; Simulation modeling
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Alpha Creator Tesim: Geweke, John. Series: Working paper (Federal Reserve Bank of Minneapolis. Research Dept.) Number: 526 Parola chiave: Simulation, Monte Carlo, and Econometrics Soggetto: C15  Econometric and statistical methods : General  Simulation methods and C63  Mathematical methods and programming  Computational techniques ; Simulation modeling 
Alpha Creator Tesim: McGrattan, Ellen R. Series: Working paper (Federal Reserve Bank of Minneapolis. Research Dept.) Number: 514 Parola chiave: Computational time, Accuracy, Finite element method, Computational method, Applied economics, and Stochastic growth model Soggetto: C52  Econometric modeling  Model evaluation and selection and C63  Mathematical methods and programming  Computational techniques ; Simulation modeling 
Alpha Creator Tesim: Sargent, Thomas J. Series: Working paper (Federal Reserve Bank of Minneapolis. Research Dept.) Number: 224 Parola chiave: Rational expectations theory, Dimensional prediction, Equilibrium , and Kalman filter Soggetto: D58  General equilibrium and disequilibrium  Computable and other applied general equilibrium models, C63  Mathematical methods and programming  Computational techniques ; Simulation modeling, and C61  Mathematical methods and programming  Optimization techniques ; Programming models ; Dynamic analysis 
Alpha Creator Tesim: Uhlig, Harald, 1961 Series: Nonlinear rational expectations modeling group Soggetto: C51  Econometric modeling  Model construction and estimation and C63  Mathematical methods and programming  Computational techniques ; Simulation modeling 
Alpha Creator Tesim: Taylor, John B. Series: Nonlinear rational expectations modeling group Parola chiave: Rational expectation models Soggetto: C51  Econometric modeling  Model construction and estimation and C63  Mathematical methods and programming  Computational techniques ; Simulation modeling 
Alpha Creator Tesim: Den Haan, Wouter J., 1962 Series: Macroeconomics with heterogenous agents, incomplete markets, liquidity constraints, and transaction costs Abstract Tesim: This paper is part of a project to model the interaction between heterogeneous agents in intertemporal stochastic models and to develop numerical algorithms to solve these kind of models. It is wellknown that solving dynamic heterogeneous agent models is a challenging problem, since in these models the distribution of wealth and other characteristics evolve endogenously over time. Existing dynamic models in the literature contain therefore just two agents or other simplifying assumptions to limit the heterogeneity. Soggetto: D52  General equilibrium and disequilibrium  Incomplete markets and C63  Mathematical methods and programming  Computational techniques ; Simulation modeling 
Alpha Creator Tesim: Tauchen, George Eugene. Series: Nonlinear rational expectations modeling group Parola chiave: Consumption, Capital stock, Solution algorithm, and Quadrature Soggetto: E00  Macroeconomics and monetary economics  General  General, C51  Econometric modeling  Model construction and estimation, and C63  Mathematical methods and programming  Computational techniques ; Simulation modeling 
Alpha Creator Tesim: Uhlig, Harald, 1961 Series: Nonlinear rational expectations modeling group Parola chiave: Rational expectation models Soggetto: E00  Macroeconomics and monetary economics  General  General, C51  Econometric modeling  Model construction and estimation, and C63  Mathematical methods and programming  Computational techniques ; Simulation modeling 
Alpha Creator Tesim: Baxter, Marianne, 1956 Series: Nonlinear rational expectations modeling group Abstract Tesim: This paper develops a new method for approximating dynamic competitive equilibria in economies in which competitive equilibrium is not necessarily Pareto optimal. The method involves finding approximate equilibrium policy functions by iterating on the stochastic Euler equations which characterize the economy's equilibrium. Two applications are presented: the stochastic growth model of Brock and Mirman (1971) modified to allow distortionary taxation, and a model of inflation and capital accumulation based on Stockman (1981). The computational speed and accuracy of this approach suggests that it may be a feasible method for studying suboptimal economies with large state spaces. Soggetto: C61  Mathematical methods and programming  Optimization techniques ; Programming models ; Dynamic analysis, E51  Monetary policy, central banking, and the supply of money and credit  Money supply ; Credit ; Money multipliers, and C63  Mathematical methods and programming  Computational techniques ; Simulation modeling 