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Exact present solution with consistent future approximation : a gridless algorithm to solve stochastic dynamic models

Wouter J. Den Haan

Publication Data

Title Exact present solution with consistent future approximation : a gridless algorithm to solve stochastic dynamic models
Author Wouter J. Den Haan
Contributors Michał L. Kobielarz, Pontus Rendahl, Centre for Economic Policy Research
Publisher Centre for Economic Policy Research
Publication date 0000
Publication location London, UK

Descriptive Notes

"This Discussion Paper is issued under the auspices of the Centre's research programme in Monetary economics and fluctuations".

Topics

Stochastic models
Economic forecasting
Rational expectations (Economic theory)

Catalogue Data

OBNB ID GBB628755
ISBN 10 n/a
ISBN 13 n/a
Type BibliographicResource, Book

ISBD

P1053 40 pages
P1042 Includes bibliographical references (pages 27-28).

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Exact present solution with consistent future approximation : a gridless algorithm to solve stochastic dynamic models by Wouter J. Den Haan. Published by Centre for Economic Policy Research. Publication and catalogue information, links to buy online and reader comments.