Re: Dynamic stochastic general equilibrium models
- To: mathgroup at smc.vnet.net
- Subject: [mg84682] Re: Dynamic stochastic general equilibrium models
- From: Sergei Morozov <wavelet3000 at gmail.com>
- Date: Wed, 9 Jan 2008 03:51:26 -0500 (EST)
- References: <flnj76$jpq$1@smc.vnet.net>
Check out code for Judd-Guu http://bucky.stanford.edu/papers/BifETJune01.pdf to guide your efforts On Jan 5, 4:38=A0am, "Tugrul Temel" <tem... at xs4all.nl> wrote: > Dear All, > > I am using Mathematica v.6 to model an economic model (dynamic stochastic > general equilibrium model). The solution to the model requires > Log-linearization of the Euler equation. > > Is there anybody who has log-linearized a Stochastic Euler equation? > > Regards, > > Temel