搜索结果: 1-3 共查到“经济学 Stochastic Models”相关记录3条 . 查询时间(0.218 秒)
New Econometric Approaches to Stabilization Policy in Stochastic Models of Macroeconomic Fluctuations
Stochastic Models Macroeconomic Fluctuations
2015/8/4
During the last 15 years econometric techniques for evaluating macroeconomic
policy using dynamic stochastic models in which expectations are consistent, or
rational, have been developed extensively...
Solving nonlinear dynamic stochastic models: An algorithm computing value function by simulations
Nonlinear stochastic models Value function Parameterized expectations Monte Carlo simulations Numerical solutions
2015/7/21
This paper presents an algorithm for solving nonlinear dynamic stochastic models that computes value function by simulations. We argue that the proposed algorithm can be a useful alternative to the ex...
Microscopic reasoning for the non-linear stochastic models of long-range memory
microfoundations agent based models stochastic models fnancial markets long-range memory
2011/7/4
We extend Kirman's model by introducing variable event time scale. The proposed
exi-
ble time scale is equivalent to the variable trading activity observed in nancial markets.
Stochastic version ...