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Volumn 20, Issue 1-3, 1996, Pages 19-42

Solving the stochastic growth model with a finite element method

Author keywords

Finite element method; Growth model

Indexed keywords


EID: 0029686411     PISSN: 01651889     EISSN: None     Source Type: Journal    
DOI: 10.1016/0165-1889(94)00842-0     Document Type: Article
Times cited : (42)

References (15)
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    • Aiyagari, S.R. and E.R. McGrattan, 1994, The optimal quantity of debt, Manuscript (Federal Reserve Bank of Minneapolis, Minneapolis, MN).
    • (1994) Manuscript
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  • 2
    • 0002634763 scopus 로고
    • The macroeconomics of war and peace
    • O. Blanchard and S. Fischer, eds., (MIT Press, Cambridge, MA)
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    • (1993) NBER Macroeconomics Annual 1993 , pp. 197-247
    • Braun, R.A.1    McGrattan, E.R.2
  • 3
    • 0002249006 scopus 로고
    • Solving the stochastic growth model by linear-quadratic approximation and by value-function iteration
    • Christiano, L.J., 1990, Solving the stochastic growth model by linear-quadratic approximation and by value-function iteration, Journal of Business and Economic Statistics 8, 23-26.
    • (1990) Journal of Business and Economic Statistics , vol.8 , pp. 23-26
    • Christiano, L.J.1
  • 4
    • 0003465072 scopus 로고
    • Algorithms for solving dynamic models with occasionally binding constraints
    • (Northwestern University, Evanston, IL)
    • Christiano, L.J. and J.D. Fisher, 1994, Algorithms for solving dynamic models with occasionally binding constraints, Manuscript (Northwestern University, Evanston, IL).
    • (1994) Manuscript
    • Christiano, L.J.1    Fisher, J.D.2
  • 5
    • 38249013565 scopus 로고
    • Parallel stochastic dynamic programming: Finite element methods
    • Chung, S.L., F.B. Hanson, and H.H. Xu, 1992, Parallel stochastic dynamic programming: Finite element methods, Linear Algebra and its Applications 172, 197-218.
    • (1992) Linear Algebra and Its Applications , vol.172 , pp. 197-218
    • Chung, S.L.1    Hanson, F.B.2    Xu, H.H.3
  • 7
    • 0026140098 scopus 로고
    • Computational stochastic dynamic programming on a vector multiprocessor
    • Hanson, F.B., 1991, Computational stochastic dynamic programming on a vector multiprocessor, IEEE Transactions on Automatic Control 36, 507-511.
    • (1991) IEEE Transactions on Automatic Control , vol.36 , pp. 507-511
    • Hanson, F.B.1
  • 9
    • 38249009420 scopus 로고
    • Projection methods for solving aggregate growth models
    • Judd, K.L., 1992, Projection methods for solving aggregate growth models, Journal of Economic Theory 58, 410-452.
    • (1992) Journal of Economic Theory , vol.58 , pp. 410-452
    • Judd, K.L.1
  • 10
    • 0001519332 scopus 로고
    • Time to build and aggregate fluctuations
    • Kydland, F.E. and E.C. Prescott, 1982, Time to build and aggregate fluctuations, Econometrica 50, 1345-1370.
    • (1982) Econometrica , vol.50 , pp. 1345-1370
    • Kydland, F.E.1    Prescott, E.C.2
  • 14
    • 0001518154 scopus 로고
    • Quadrature-based methods for obtaining approximate solutions to nonlinear asset pricing models
    • Tauchen, G. and R. Hussey, 1991, Quadrature-based methods for obtaining approximate solutions to nonlinear asset pricing models, Econometrica 59, 371-396.
    • (1991) Econometrica , vol.59 , pp. 371-396
    • Tauchen, G.1    Hussey, R.2
  • 15
    • 1642284286 scopus 로고
    • Solving nonlinear stochastic growth models: A comparison of alternative solution methods
    • Taylor, J.B. and H. Uhlig, 1990, Solving nonlinear stochastic growth models: A comparison of alternative solution methods, Journal of Business and Economic Statistics 8, 1-17.
    • (1990) Journal of Business and Economic Statistics , vol.8 , pp. 1-17
    • Taylor, J.B.1    Uhlig, H.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.