Numerical solution of dynamic economic models

Manuel S. Santos

Chapter 05 in Handbook of Macroeconomics, 1999, vol. 1, Part A, pp 311-386 from Elsevier

Abstract: This chapter is concerned with numerical simulation of dynamic economic models. We focus on some basic algorithms and assess their accuracy and stability properties. This analysis is useful for an optimal implementation and testing of these procedures, as well as to evaluate their performance. Several examples are provided in order to illustrate the functioning and efficiency of these algorithms.

JEL-codes: E0 (search for similar items in EconPapers)
Date: 1999
References: Add references at CitEc
Citations: View citations in EconPapers (35)

Downloads: (external link)
http://www.sciencedirect.com/science/article/B7P5X ... 02bd6560679319e41819
Full text for ScienceDirect subscribers only

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:eee:macchp:1-05

Access Statistics for this chapter

More chapters in Handbook of Macroeconomics from Elsevier
Bibliographic data for series maintained by Catherine Liu ().