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## A Toolkit for Analysing Nonlinear Dynamic Stochastic Models Easily

*Harald Uhlig*

### in Computational Methods for the Study of Dynamic Economies

- Published in print:
- 2001
- Published Online:
- November 2003
- ISBN:
- 9780199248278
- eISBN:
- 9780191596605
- Item type:
- chapter

- Publisher:
- Oxford University Press
- DOI:
- 10.1093/0199248273.003.0003
- Subject:
- Economics and Finance, Macro- and Monetary Economics

An extensive treatment is provided of methods that use log‐linear approximations to solve nonlinear dynamic discrete‐time stochastic models. These methods, based on their linear counterparts, have ... More

## Recursive Models of Dynamic Linear Economies

*Lars Peter Hansen and Thomas J. Sargent*

- Published in print:
- 2013
- Published Online:
- October 2017
- ISBN:
- 9780691042770
- eISBN:
- 9781400848188
- Item type:
- book

- Publisher:
- Princeton University Press
- DOI:
- 10.23943/princeton/9780691042770.001.0001
- Subject:
- Economics and Finance, History of Economic Thought

A common set of mathematical tools underlies dynamic optimization, dynamic estimation, and filtering. This book uses these tools to create a class of econometrically tractable models of prices and ... More

## Linear Quadratic Approximations: An Introduction

*Javier Díaz‐Giménez*

### in Computational Methods for the Study of Dynamic Economies

- Published in print:
- 2001
- Published Online:
- November 2003
- ISBN:
- 9780199248278
- eISBN:
- 9780191596605
- Item type:
- chapter

- Publisher:
- Oxford University Press
- DOI:
- 10.1093/0199248273.003.0002
- Subject:
- Economics and Finance, Macro- and Monetary Economics

This is a brief introduction to dynamic programming and the method of using linear quadratic (LQ) approximations to the return function; the method is an approximation because it computes the ... More

## Optimal Fiscal Policy in a Linear Stochastic Economy

*Thomas J. Sargent and François R. Velde*

### in Computational Methods for the Study of Dynamic Economies

- Published in print:
- 2001
- Published Online:
- November 2003
- ISBN:
- 9780199248278
- eISBN:
- 9780191596605
- Item type:
- chapter

- Publisher:
- Oxford University Press
- DOI:
- 10.1093/0199248273.003.0009
- Subject:
- Economics and Finance, Macro- and Monetary Economics

The Lucas and Stokey (1983) economy without capital is used to exhibit features of the Lucas and Stokey model of optimal taxation, and show how they compare with Barro's (1979) tax‐smoothing model. ... More

## Discrete State‐Space Methods for the Study of Dynamic Economies

*Craig Burnside*

### in Computational Methods for the Study of Dynamic Economies

- Published in print:
- 2001
- Published Online:
- November 2003
- ISBN:
- 9780199248278
- eISBN:
- 9780191596605
- Item type:
- chapter

- Publisher:
- Oxford University Press
- DOI:
- 10.1093/0199248273.003.0005
- Subject:
- Economics and Finance, Macro- and Monetary Economics

A number of numerical methods are discussed for solving dynamic stochastic general equilibrium models that fall within the common category of discrete state‐space methods. These methods can be ... More

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