Scalable high-dimensional dynamic stochastic economic modeling

Author:

Brumm Johannes,Mikushin Dmitry,Scheidegger Simon,Schenk Olaf

Funder

Swiss National Supercomputing Centre (CSCS)

Publisher

Elsevier BV

Subject

Modelling and Simulation,General Computer Science,Theoretical Computer Science

Reference54 articles.

1. Recursive Macroeconomic Theory;Ljungqvist,2004

2. Recursive Methods in Economic Dynamics;Stokey,1996

3. Computing equilibrium in OLG models with stochastic production;Krüger;J. Econ. Dyn. Control,2004

4. Capital mobility and international sharing of cyclical risk;Bengui;J. Monet. Econ.,2013

5. J. Brumm, S. Scheidegger, Using Adaptive Sparse Grids to Solve High-dimensional Dynamic Models, Available at: SSRN 2349281.

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