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Volumn 21, Issue 6, 1997, Pages 1093-1111

Sparse direct methods for model simulation

Author keywords

Block LU; Forward looking models; Newton type algorithms; Sparse gaussian elimination

Indexed keywords


EID: 0031161216     PISSN: 01651889     EISSN: None     Source Type: Journal    
DOI: 10.1016/s0165-1889(97)00018-3     Document Type: Article
Times cited : (13)

References (20)
  • 1
    • 0002122998 scopus 로고
    • Optimally scaled matrices
    • Bauer, F.L., 1963, Optimally scaled matrices. Numerische Mathematik 5, 73-87.
    • (1963) Numerische Mathematik , vol.5 , pp. 73-87
    • Bauer, F.L.1
  • 2
    • 0001394582 scopus 로고
    • An alternative methodology for solving nonlinear forward-looking models
    • Boucekkine, R., 1995, An alternative methodology for solving nonlinear forward-looking models. Journal of Economic Dynamics & Control 19, 711-734.
    • (1995) Journal of Economic Dynamics & Control , vol.19 , pp. 711-734
    • Boucekkine, R.1
  • 3
    • 34250074999 scopus 로고
    • Algorithms for solving nonlinear dynamic decision models
    • Becker, R., Rustem, B., 1993, Algorithms for solving nonlinear dynamic decision models. Annals of Operations Research 44, 117-142.
    • (1993) Annals of Operations Research , vol.44 , pp. 117-142
    • Becker, R.1    Rustem, B.2
  • 5
    • 84984522391 scopus 로고
    • Solving large sparse systems of equations in econometric models
    • Don, J.F.H., Gallo, G.M., 1987, Solving large sparse systems of equations in econometric models. Journal of Forecasting 6, 167-180.
    • (1987) Journal of Forecasting , vol.6 , pp. 167-180
    • Don, J.F.H.1    Gallo, G.M.2
  • 6
    • 0004052611 scopus 로고
    • MA28 - A set of Fortran subroutines for sparse unsymmetric linear equations
    • HMSO, London
    • Duff, I.S., 1977. MA28 - a set of Fortran subroutines for sparse unsymmetric linear equations. Report AERE R8730, HMSO, London.
    • (1977) Report AERE R8730
    • Duff, I.S.1
  • 10
    • 0001317255 scopus 로고
    • Solution and maximum likelihood estimation of dynamic nonlinear rational expectations models
    • Fair, R.C., Taylor, J.B., 1983, Solution and maximum likelihood estimation of dynamic nonlinear rational expectations models. Econometrica 51, 1169-1185.
    • (1983) Econometrica , vol.51 , pp. 1169-1185
    • Fair, R.C.1    Taylor, J.B.2
  • 16
    • 26844517864 scopus 로고    scopus 로고
    • The stacked-time simulator in TROLL: A robust algorithm for solving forward-looking models
    • Paper Presented, Geneva, Switzerland, 26-28 June 1996
    • Hollinger, P., 1996, The stacked-time simulator in TROLL: a robust algorithm for solving forward-looking models. Paper Presented at the 2nd International Conference in Economics and Finance, Geneva, Switzerland, 26-28 June 1996.
    • (1996) 2nd International Conference in Economics and Finance
    • Hollinger, P.1
  • 17
    • 0010940451 scopus 로고    scopus 로고
    • Portable TROLL reference manual
    • Highland Circle, Needham, MA 02194
    • Hollinger, P., Spivakovsky, L., 1996, Portable TROLL Reference Manual. Intex Solutions, Inc., 35 Highland Circle, Needham, MA 02194.
    • (1996) Intex Solutions, Inc. , vol.35
    • Hollinger, P.1    Spivakovsky, L.2
  • 18
    • 0010898972 scopus 로고
    • DYNARE - A program for the resolution and simulation of dynamic models with forward variables through the use of a relaxation algorithm
    • Paper presented, March 1995, New York
    • Juillard, M., 1995, DYNARE - a program for the resolution and simulation of dynamic models with forward variables through the use of a relaxation algorithm. Paper presented at the Eastern Economic Association Conference, March 1995, New York.
    • (1995) Eastern Economic Association Conference
    • Juillard, M.1
  • 19
    • 0002740301 scopus 로고
    • Résolution d'un modèle macroéconométrique avec anticipations rationnelles
    • Laffargue, J.-P., 1990. Résolution d'un modèle macroéconométrique avec anticipations rationnelles. Annales d'Economie et Statistique 17, 97-119.
    • (1990) Annales d'Economie et Statistique , vol.17 , pp. 97-119
    • Laffargue, J.-P.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.