Algorithms for solving dynamic models with occasionally binding constraints

Lawrence Christiano and Jonas Fisher

No 9711, Working Papers (Old Series) from Federal Reserve Bank of Cleveland

Abstract: A description and comparison of several algorithms for approximating the solution to a model in which inequality constraints occasionally bind. Their performance is evaluated using various parameterizations of the one-sector growth model with irreversible investment.

Date: 1997
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Citations: View citations in EconPapers (13)

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Related works:
Journal Article: Algorithms for solving dynamic models with occasionally binding constraints (2000)
Working Paper: Algorithms for solving dynamic models with occasionally binding constraints (1997)
Working Paper: Algorithms for Solving Dynamic Models with Occasionally Binding Constraints (1997)
Working Paper: Algorithms for solving dynamic models with occasionally binding constraints (1994)
Working Paper: Algorithms for solving dynamic models with occasionally binding constraints (1994)
Working Paper: Algorithms for Solving Dynamic Models with Occasionally Binding Constraints (1994)
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