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Matlab code for "Solution of continuous-time dynamic models with inequality constraints"

Author

Listed:
  • Timo Trimborn

    (University of Gottingen)

Programming Language

Matlab

Abstract

I propose a simple method to compute the transition process in continuous-time dynamic equilibrium models with occasionally binding inequality constraints. By augmenting the dynamic system with an auxiliary variable standard algorithms are able to solve the extended dynamic system taking the inequality into account. The procedure can handle any sequence of regimes with binding and non-binding constraints and determines the exact pattern of regimes endogenously.
(This abstract was borrowed from another version of this item.)

Suggested Citation

  • Timo Trimborn, 2013. "Matlab code for "Solution of continuous-time dynamic models with inequality constraints"," QM&RBC Codes 198, Quantitative Macroeconomics & Real Business Cycles.
    • Handle: RePEc:dge:qmrbcd:198
    as

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    File URL: https://dge.repec.org/codes/trimborn/inequality_constraints.zip
    File Function: program code
    Download Restriction: none
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    Keywords

    Matlab;

    JEL classification:

    • C61 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - Optimization Techniques; Programming Models; Dynamic Analysis
    • C63 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - Computational Techniques
    • O40 - Economic Development, Innovation, Technological Change, and Growth - - Economic Growth and Aggregate Productivity - - - General

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