✦ LIBER ✦

Solving the Stochastic Growth Model by Parameterizing Expectations

✍ Scribed by Wouter J. den Haan and Albert Marcet

Book ID: 124703611
Publisher: American Statistical Association
Year: 1990
Tongue: English
Weight: 183 KB
Volume: 8
Category: Article
ISSN: 0735-0015
DOI: 10.2307/1391746

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Approximating and simulating the stochas

Approximating and simulating the stochastic growth model: Parameterized expectations, neural networks, and the genetic algorithm

✍ John Duffy; Paul D McNelis 📂 Article 📅 2001 🏛 Elsevier Science 🌐 English ⚖ 226 KB

This paper suggests a new approach to solving the one-sector stochastic growth model using the method of parameterized expectations. The approach is to employ a &global' genetic algorithm search for the parameters of the expectation function followed by a &local' gradient-descent optimization method

Solving the Stochastic Growth Model by D

Solving the Stochastic Growth Model by Deterministic Extended Path

✍ Joseph E. Gagnon 📂 Article 📅 1990 🏛 American Statistical Association 🌐 English ⚖ 125 KB

Solving the Stochastic Growth Model by L

Solving the Stochastic Growth Model by Linear-Quadratic Approximation

✍ Ellen R. McGrattan 📂 Article 📅 1990 🏛 American Statistical Association 🌐 English ⚖ 171 KB

Solving stochastic optimization models w

Solving stochastic optimization models with learning and rational expectations

✍ Hans M. Amman; David A. Kendrick; Sudhakar Achath 📂 Article 📅 1995 🏛 Elsevier Science 🌐 English ⚖ 255 KB

Solving the Stochastic Growth Model by B

Solving the Stochastic Growth Model by Backsolving with an Expanded Shock Space

✍ Beth Fisher Ingram 📂 Article 📅 1990 🏛 American Statistical Association 🌐 English ⚖ 139 KB

Solving the Stochastic Growth Model by L

Solving the Stochastic Growth Model by Linear-Quadratic Approximation and by Value-Function Iteration

✍ Christiano, Lawrence J. 📂 Article 📅 1990 🏛 American Statistical Association 🌐 English ⚖ 263 KB