Matlab code for "Solving Nonlinear Dynamic Stochastic Models: An Algorithm Computing Value Function by Simulations"

Lilia Maliar and Serguei Maliar

QM&RBC Codes from Quantitative Macroeconomics & Real Business Cycles

Abstract: MATLAB program solving one- and two-sector neoclassical stochastic growth models by computing value function by simulation as described in the article "Solving Nonlinear Dynamic Stochastic Models: An Algorithm Computing Value Function by Simulations" by Lilia Maliar and Serguei Maliar, Economic Letters 87, pp.135-140, 2005.

Language: Matlab
Date: 2005
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Downloads: (external link)
https://dge.repec.org/codes/maliar/Maliars_EL_87_2005.zip program code (application/x-matlab)
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Related works:
Journal Article: Solving nonlinear dynamic stochastic models: an algorithm computing value function by simulations (2005)
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