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Computing continuous-time growth models with boundary conditions via wavelets

Jose Vidal-Sanz and Mercedes Esteban-Bravo ()

DEE - Working Papers. Business Economics. WB from Universidad Carlos III de Madrid. Departamento de Economía de la Empresa

Abstract: This paper presents an algorithm for approximating the solution of deterministic/stochastic continuous-time growth models based on the Euler's equation and the transversality conditions. The main issue for computing these models is to deal efficiently with the boundary conditions associated. This approach is a wavelets-collocation method derived from the finite-iterative trapezoidal approach. Illustrative examples are given

Date: 2004-11
New Economics Papers: this item is included in nep-ets
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Journal Article: Computing continuous-time growth models with boundary conditions via wavelets (2007) Downloads
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