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SOLVING NONLINEAR STOCHASTIC GROWTH-MODELS - A COMPARISON OF ALTERNATIVE SOLUTION METHODS
被引:119
作者
:
TAYLOR, JB
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV MINNESOTA,DEPT ECON,MINNEAPOLIS,MN 55455
UNIV MINNESOTA,DEPT ECON,MINNEAPOLIS,MN 55455
TAYLOR, JB
[
1
]
UHLIG, H
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV MINNESOTA,DEPT ECON,MINNEAPOLIS,MN 55455
UNIV MINNESOTA,DEPT ECON,MINNEAPOLIS,MN 55455
UHLIG, H
[
1
]
机构
:
[1]
UNIV MINNESOTA,DEPT ECON,MINNEAPOLIS,MN 55455
来源
:
JOURNAL OF BUSINESS & ECONOMIC STATISTICS
|
1990年
/ 8卷
/ 01期
关键词
:
D O I
:
10.2307/1391742
中图分类号
:
F [经济];
学科分类号
:
02 ;
摘要
:
引用
收藏
页码:1 / 17
页数:17
相关论文
共 20 条
[1]
SOLVING THE STOCHASTIC GROWTH-MODEL BY A DISCRETE-STATE-SPACE, EULER-EQUATION APPROACH
BAXTER, M
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV ROCHESTER,SIMON SCH BUSINESS,ROCHESTER,NY 14627
UNIV ROCHESTER,SIMON SCH BUSINESS,ROCHESTER,NY 14627
BAXTER, M
CRUCINI, MJ
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV ROCHESTER,SIMON SCH BUSINESS,ROCHESTER,NY 14627
UNIV ROCHESTER,SIMON SCH BUSINESS,ROCHESTER,NY 14627
CRUCINI, MJ
ROUWENHORST, KG
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV ROCHESTER,SIMON SCH BUSINESS,ROCHESTER,NY 14627
UNIV ROCHESTER,SIMON SCH BUSINESS,ROCHESTER,NY 14627
ROUWENHORST, KG
[J].
JOURNAL OF BUSINESS & ECONOMIC STATISTICS,
1990,
8
(01)
: 19
-
21
[2]
CHRISTIANO LJ, 1990, J BUS ECON STAT, V8, P23
[3]
SOLVING THE STOCHASTIC GROWTH-MODEL BY POLICY-FUNCTION ITERATION
COLEMAN, WJ
论文数:
0
引用数:
0
h-index:
0
机构:
Division of International Finance, Board of Governors of the Federal Reserve System, Washington, DC
COLEMAN, WJ
[J].
JOURNAL OF BUSINESS & ECONOMIC STATISTICS,
1990,
8
(01)
: 27
-
29
[4]
SOLVING THE STOCHASTIC GROWTH-MODEL BY PARAMETERIZING EXPECTATIONS
DENHAAN, WJ
论文数:
0
引用数:
0
h-index:
0
DENHAAN, WJ
MARCET, A
论文数:
0
引用数:
0
h-index:
0
MARCET, A
[J].
JOURNAL OF BUSINESS & ECONOMIC STATISTICS,
1990,
8
(01)
: 31
-
34
[5]
DENHAAN WJ, 1989, UNPUB ACCURACY SIMUL
[6]
SOLUTION AND MAXIMUM-LIKELIHOOD ESTIMATION OF DYNAMIC NONLINEAR RATIONAL-EXPECTATIONS MODELS
FAIR, RC
论文数:
0
引用数:
0
h-index:
0
机构:
YALE UNIV,NEW HAVEN,CT 06520
FAIR, RC
TAYLOR, JB
论文数:
0
引用数:
0
h-index:
0
机构:
YALE UNIV,NEW HAVEN,CT 06520
TAYLOR, JB
[J].
ECONOMETRICA,
1983,
51
(04)
: 1169
-
1185
[7]
SOLVING THE STOCHASTIC GROWTH-MODEL BY DETERMINISTIC EXTENDED PATH
GAGNON, JE
论文数:
0
引用数:
0
h-index:
0
GAGNON, JE
[J].
JOURNAL OF BUSINESS & ECONOMIC STATISTICS,
1990,
8
(01)
: 35
-
36
[8]
INGRAM BF, 1990, J BUS ECON STAT, V8, P37
[9]
TIME TO BUILD AND AGGREGATE FLUCTUATIONS
KYDLAND, FE
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV MINNESOTA,MINNEAPOLIS,MN 55455
UNIV MINNESOTA,MINNEAPOLIS,MN 55455
KYDLAND, FE
PRESCOTT, EC
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV MINNESOTA,MINNEAPOLIS,MN 55455
UNIV MINNESOTA,MINNEAPOLIS,MN 55455
PRESCOTT, EC
[J].
ECONOMETRICA,
1982,
50
(06)
: 1345
-
1370
[10]
LABADIE P, 1990, J BUS ECON STAT, V8, P39
←
1
2
→
共 20 条
[1]
SOLVING THE STOCHASTIC GROWTH-MODEL BY A DISCRETE-STATE-SPACE, EULER-EQUATION APPROACH
BAXTER, M
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV ROCHESTER,SIMON SCH BUSINESS,ROCHESTER,NY 14627
UNIV ROCHESTER,SIMON SCH BUSINESS,ROCHESTER,NY 14627
BAXTER, M
CRUCINI, MJ
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV ROCHESTER,SIMON SCH BUSINESS,ROCHESTER,NY 14627
UNIV ROCHESTER,SIMON SCH BUSINESS,ROCHESTER,NY 14627
CRUCINI, MJ
ROUWENHORST, KG
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV ROCHESTER,SIMON SCH BUSINESS,ROCHESTER,NY 14627
UNIV ROCHESTER,SIMON SCH BUSINESS,ROCHESTER,NY 14627
ROUWENHORST, KG
[J].
JOURNAL OF BUSINESS & ECONOMIC STATISTICS,
1990,
8
(01)
: 19
-
21
[2]
CHRISTIANO LJ, 1990, J BUS ECON STAT, V8, P23
[3]
SOLVING THE STOCHASTIC GROWTH-MODEL BY POLICY-FUNCTION ITERATION
COLEMAN, WJ
论文数:
0
引用数:
0
h-index:
0
机构:
Division of International Finance, Board of Governors of the Federal Reserve System, Washington, DC
COLEMAN, WJ
[J].
JOURNAL OF BUSINESS & ECONOMIC STATISTICS,
1990,
8
(01)
: 27
-
29
[4]
SOLVING THE STOCHASTIC GROWTH-MODEL BY PARAMETERIZING EXPECTATIONS
DENHAAN, WJ
论文数:
0
引用数:
0
h-index:
0
DENHAAN, WJ
MARCET, A
论文数:
0
引用数:
0
h-index:
0
MARCET, A
[J].
JOURNAL OF BUSINESS & ECONOMIC STATISTICS,
1990,
8
(01)
: 31
-
34
[5]
DENHAAN WJ, 1989, UNPUB ACCURACY SIMUL
[6]
SOLUTION AND MAXIMUM-LIKELIHOOD ESTIMATION OF DYNAMIC NONLINEAR RATIONAL-EXPECTATIONS MODELS
FAIR, RC
论文数:
0
引用数:
0
h-index:
0
机构:
YALE UNIV,NEW HAVEN,CT 06520
FAIR, RC
TAYLOR, JB
论文数:
0
引用数:
0
h-index:
0
机构:
YALE UNIV,NEW HAVEN,CT 06520
TAYLOR, JB
[J].
ECONOMETRICA,
1983,
51
(04)
: 1169
-
1185
[7]
SOLVING THE STOCHASTIC GROWTH-MODEL BY DETERMINISTIC EXTENDED PATH
GAGNON, JE
论文数:
0
引用数:
0
h-index:
0
GAGNON, JE
[J].
JOURNAL OF BUSINESS & ECONOMIC STATISTICS,
1990,
8
(01)
: 35
-
36
[8]
INGRAM BF, 1990, J BUS ECON STAT, V8, P37
[9]
TIME TO BUILD AND AGGREGATE FLUCTUATIONS
KYDLAND, FE
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV MINNESOTA,MINNEAPOLIS,MN 55455
UNIV MINNESOTA,MINNEAPOLIS,MN 55455
KYDLAND, FE
PRESCOTT, EC
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV MINNESOTA,MINNEAPOLIS,MN 55455
UNIV MINNESOTA,MINNEAPOLIS,MN 55455
PRESCOTT, EC
[J].
ECONOMETRICA,
1982,
50
(06)
: 1345
-
1370
[10]
LABADIE P, 1990, J BUS ECON STAT, V8, P39
←
1
2
→