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来源类型 | Working Paper |
规范类型 | 报告 |
DOI | 10.3386/t0218 |
来源ID | Technical Working Paper 0218 |
Algorithms for Solving Dynamic Models with Occasionally Binding Constraints | |
Lawrence J. Christiano; Jonas D.M. Fisher | |
发表日期 | 1997-10-01 |
出版年 | 1997 |
语种 | 英语 |
摘要 | We describe and compare several algorithms for approximating the solution to a model in" which inequality constraints occasionally bind. Their performance is evaluated and compared" using various parameterizations of the one sector growth model with irreversible investment. We" develop parameterized expectation algorithms which, on the basis of speed convenience of implementation, appear to dominate the other algorithms." |
主题 | Microeconomics ; Mathematical Tools |
URL | https://www.nber.org/papers/t0218 |
来源智库 | National Bureau of Economic Research (United States) |
引用统计 | |
资源类型 | 智库出版物 |
条目标识符 | http://119.78.100.153/handle/2XGU8XDN/563717 |
推荐引用方式 GB/T 7714 | Lawrence J. Christiano,Jonas D.M. Fisher. Algorithms for Solving Dynamic Models with Occasionally Binding Constraints. 1997. |
条目包含的文件 | 条目无相关文件。 |
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