通过扩展冲击空间的回溯求解法求解随机增长模型

Solving the Stochastic Growth Model by Backsolving With an Expanded Shock Space

Journal of Business & Economic Statistics · 1990
被引 7
人大 AABS 4

中文导读

解释了一种名为回溯求解的技术,用于为简单的经济增长模型找到模拟解路径,该方法也可推广到一般的非线性随机模型。

Abstract

I explain how a technique called backsolving is used to find simulated solution paths for a simple economic-growth model. Backsolving can also be applied to generate simulated solution paths for general nonlinear stochastic models.

随机增长模型反解方法扩展冲击空间非线性随机模型