Abstract:
Nonlinear dynamic optimization models are widely used in theoretical and empirical economic modeling, especially in the field of optimal growth and intertemporal macroeconomic modeling. In this paper we present a sequential quadratic programming algorithm for computing directly the steady state solution for a wide class of nonlinear dynamic optimization problems in discrete time.
More papers in Computing in Economics and Finance 1996 from Society for Computational Economics Address: Department of Econometrics, University of Geneva, 102 Bd Carl-Vogt, 1211 Geneva 4, Switzerland Contact information at EDIRC. Series data maintained by Christopher F. Baum ().
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