Nonlinear and stable perturbation-based approximations

Author:

Den Haan Wouter J.,De Wind Joris

Funder

Nederlandse Organisatie voor Wetenschappelijk Onderzoek

Publisher

Elsevier BV

Subject

Applied Mathematics,Control and Optimization,Economics and Econometrics

Reference19 articles.

1. Andreasen, M.M., 2008. Non-Linear DSGE Models, The Central Difference Kalman Filter, and The Mean Shifted Particle Filter. Unpublished manuscript, Aarhus.

2. Accuracy of stochastic perturbation methods: the case of asset pricing models;Collard;Journal of Economic Dynamics and Control,2001

3. De Wind, J., 2008. Punishment Functions. Unpublished manuscript, University of Amsterdam.

4. Saving and liquidity constraints;Deaton;Econometrica,1991

5. Comparison of solutions to the incomplete markets model with aggregate uncertainty;Den Haan;Journal of Economic Dynamics and Control,2010

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