Computing continuous-time growth models with boundary conditions via wavelets
Author
Abstract
Suggested Citation
Download full text from publisher
Other versions of this item:
- Esteban-Bravo, Mercedes & Vidal-Sanz, Jose M., 2007. "Computing continuous-time growth models with boundary conditions via wavelets," Journal of Economic Dynamics and Control, Elsevier, vol. 31(11), pages 3614-3643, November.
References listed on IDEAS
- Romer, Paul M, 1986.
"Increasing Returns and Long-run Growth,"
Journal of Political Economy, University of Chicago Press, vol. 94(5), pages 1002-1037, October.
- Paul M Romer, 1999. "Increasing Returns and Long-Run Growth," Levine's Working Paper Archive 2232, David K. Levine.
- Goffe, William L, 1993. "A User's Guide to the Numerical Solution of Two-Point Boundary Value Problems Arising in Continuous Time Dynamic Economic Models," Computational Economics, Springer;Society for Computational Economics, vol. 6(3-4), pages 249-255, November.
- Swan, Trevor W, 2002. "Economic Growth," The Economic Record, The Economic Society of Australia, vol. 78(243), pages 375-380, December.
- Mercedes Esteban-Bravo, 2004. "Computing Equilibria in General Equilibrium Models via Interior-point Methods," Computational Economics, Springer;Society for Computational Economics, vol. 23(2), pages 147-171, March.
- Kenneth L. Judd, 1998. "Numerical Methods in Economics," MIT Press Books, The MIT Press, edition 1, volume 1, number 0262100711, December.
- Robert M. Solow, 1956. "A Contribution to the Theory of Economic Growth," The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 70(1), pages 65-94.
- Santos, Manuel S., 1999. "Numerical solution of dynamic economic models," Handbook of Macroeconomics, in: J. B. Taylor & M. Woodford (ed.), Handbook of Macroeconomics, edition 1, volume 1, chapter 5, pages 311-386, Elsevier.
- T. W. Swan, 1956. "ECONOMIC GROWTH and CAPITAL ACCUMULATION," The Economic Record, The Economic Society of Australia, vol. 32(2), pages 334-361, November.
- P. K. Venkatesh, 2001. "On the Optimum Control of Differential-Algebraic Equations," Journal of Optimization Theory and Applications, Springer, vol. 109(3), pages 675-689, June.
- Nualart, David & Pardoux, Etienne, 1991. "Second order stochastic differential equations with Dirichlet boundary conditions," Stochastic Processes and their Applications, Elsevier, vol. 39(1), pages 1-24, October.
- Hans M. Amman & David A. Kendrick, . "Computational Economics," Online economics textbooks, SUNY-Oswego, Department of Economics, number comp1.
- Rust, John, 1996. "Numerical dynamic programming in economics," Handbook of Computational Economics, in: H. M. Amman & D. A. Kendrick & J. Rust (ed.), Handbook of Computational Economics, edition 1, volume 1, chapter 14, pages 619-729, Elsevier.
Citations
Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
Cited by:
- Avagyan, Vardan & Esteban-Bravo, Mercedes & Vidal-Sanz, Jose M., 2016.
"Riding successive product diffusion waves. Building a tsunami via upgrade-rebate programs,"
International Journal of Research in Marketing, Elsevier, vol. 33(4), pages 780-796.
- Avagyan, Vardan & Esteban-Bravo, Mercedes & Vidal-Sanz, Jose M., 2011. "Riding successive product diffusion waves : building a tsunami via upgrade-rebate programs," DEE - Working Papers. Business Economics. WB wb114011, Universidad Carlos III de Madrid. Departamento de EconomÃa de la Empresa.
- Liu, Xiaoquan & Cao, Yi & Ma, Chenghu & Shen, Liya, 2019. "Wavelet-based option pricing: An empirical study," European Journal of Operational Research, Elsevier, vol. 272(3), pages 1132-1142.
- repec:wyi:journl:002092 is not listed on IDEAS
- Chen Yi-Ting & Sun Edward W. & Yu Min-Teh, 2015. "Improving model performance with the integrated wavelet denoising method," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 19(4), pages 445-467, September.
- Avagyan, Vardan & Esteban-Bravo, Mercedes & Vidal-Sanz, Jose M., 2014.
"Licensing radical product innovations to speed up the diffusion,"
European Journal of Operational Research, Elsevier, vol. 239(2), pages 542-555.
- Avagyan, Vardan & Esteban-Bravo, Mercedes & Vidal-Sanz, Jose M., 2011. "Licensing radical product innovations to speed up the diffusion," DEE - Working Papers. Business Economics. WB wb113609, Universidad Carlos III de Madrid. Departamento de EconomÃa de la Empresa.
- repec:wyi:journl:002097 is not listed on IDEAS
- Haven, Emmanuel & Liu, Xiaoquan & Ma, Chenghu & Shen, Liya, 2009. "Revealing the implied risk-neutral MGF from options: The wavelet method," Journal of Economic Dynamics and Control, Elsevier, vol. 33(3), pages 692-709, March.
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- Sudip Ranjan Basu, 2005. "Correlating Growth with Well-Being during Economic Reforms Evidence from India and China," Development and Comp Systems 0509010, University Library of Munich, Germany.
- Carolina Arteaga Cabrales, 2011.
"Human Capital Externalities and Growth,"
Revista ESPE - Ensayos sobre Política Económica, Banco de la Republica de Colombia, vol. 29(66), pages 12-47, December.
- Carolina Arteaga Cabrales, 2011. "Human Capital Externalities and Growth," Revista ESPE - Ensayos Sobre Política Económica, Banco de la República, vol. 29(66), pages 12-47, December.
- Carolina Arteaga Cabrales, 2010. "Human Capital Externalities and Growth," Borradores de Economia 631, Banco de la Republica de Colombia.
- Alejandro Diaz-Bautista, 2005. "Regional Convergence of Income and Labor Productivity in Mexico," Urban/Regional 0512016, University Library of Munich, Germany.
- Fluvià, Modest & Rigall-I-Torrent, Ricard & Espinet, Josep Maria & Garriga, Anna & Saló, Albert, 2011. "Precios implícitos de los atributos de los productos turísticos: ¿Qué esconde el efecto de la localización?/Implicit Prices of the Attributes of Tourism Products: What is Hidden Behind Location?," Estudios de Economia Aplicada, Estudios de Economia Aplicada, vol. 29, pages 781-802, Diciembre.
- Gancia, Gino & Zilibotti, Fabrizio, 2005.
"Horizontal Innovation in the Theory of Growth and Development,"
Handbook of Economic Growth, in: Philippe Aghion & Steven Durlauf (ed.), Handbook of Economic Growth, edition 1, volume 1, chapter 3, pages 111-170,
Elsevier.
- Gino Gancia & Fabrizio Zilibotti, 2005. "Horizontal Innovation in the Theory of Growth and Development," Working Papers 200, Barcelona School of Economics.
- Gino Gancia & Fabrizio Zilibotti, 2005. "Horizontal innovation in the theory of growth and development," Economics Working Papers 831, Department of Economics and Business, Universitat Pompeu Fabra.
- Turnovsky, S., 2000.
"Growth in an Open Economy: some Recent Developments,"
Papers
5, Warwick - Development Economics Research Centre.
- Stephen J. Turnovsky, 2000. "Growth in an open economy: some recent developments," Working Paper Research 05, National Bank of Belgium.
- Stephen Turnovsky, 2000. "Growth in an Open Economy: Some Recent Developments," Working Papers 0015, University of Washington, Department of Economics.
- Stephen Turnovsky, 2000. "Growth in an Open Economy: Some Recent Developments," Discussion Papers in Economics at the University of Washington 0015, Department of Economics at the University of Washington.
- Gary Madden & Scott J. Savage, 1998.
"Sources of Australian Labour Productivity Change 1950–1994,"
The Economic Record, The Economic Society of Australia, vol. 74(227), pages 362-372, December.
- Madden, Gary G & Savage, Scott J, 1998. "Sources of Australian labour productivity change 1950-1994," MPRA Paper 11452, University Library of Munich, Germany.
- Tiwari, Aviral & Mutascu, Mihai, 2010. "Economic growth and and FDI in ASIA: A panel data approach," MPRA Paper 28172, University Library of Munich, Germany.
- Uwe Deichmann & Marianne Fay & Jun Koo & Somik V. Lall, 2004.
"Economic structure, productivity, and infrastructure quality in Southern Mexico,"
The Annals of Regional Science, Springer;Western Regional Science Association, vol. 38(3), pages 361-385, September.
- Deichmann, Uwe & Fay, Marianne & Jun Koo & Lall, Somik V., 2002. "Economic structure, productivity, and infrastructure quality in southern Mexico," Policy Research Working Paper Series 2900, The World Bank.
- Xavier Sala-i-Martin, 1990.
"Lecture Notes on Economic Growth(I): Introduction to the Literature and Neoclassical Models,"
NBER Working Papers
3563, National Bureau of Economic Research, Inc.
- Xavier Sala-i-Martin, 1994. "Lecture notes on economic growth (I): Introduction to the literature and Neoclassical models," Economics Working Papers 77, Department of Economics and Business, Universitat Pompeu Fabra.
- Charles R. Hulten, 2000. "Total Factor Productivity: A Short Biography," NBER Working Papers 7471, National Bureau of Economic Research, Inc.
- Arnab Bhattacharjee & Eduardo Castro & Chris Jensen-Butler, 2009. "Regional variation in productivity: a study of the Danish economy," Journal of Productivity Analysis, Springer, vol. 31(3), pages 195-212, June.
- Kenneth L. Judd & Lilia Maliar & Serguei Maliar & Inna Tsener, 2017.
"How to solve dynamic stochastic models computing expectations just once,"
Quantitative Economics, Econometric Society, vol. 8(3), pages 851-893, November.
- Kenneth L. Judd & Lilia Maliar & Serguei Maliar, 2011. "How to Solve Dynamic Stochastic Models Computing Expectations Just Once," NBER Working Papers 17418, National Bureau of Economic Research, Inc.
- repec:ebl:ecbull:v:2:y:2002:i:1:p:1-15 is not listed on IDEAS
- Marcio Laurini, 2007.
"A note on the use of quantile regression in beta convergence analysis,"
Economics Bulletin, AccessEcon, vol. 3(52), pages 1-8.
- Laurini, Márcio P., 2007. "A note on the use of quantile regression in beta convergence analysis," Insper Working Papers wpe_95, Insper Working Paper, Insper Instituto de Ensino e Pesquisa.
- Aruoba, S. Boragan & Fernandez-Villaverde, Jesus & Rubio-Ramirez, Juan F., 2006.
"Comparing solution methods for dynamic equilibrium economies,"
Journal of Economic Dynamics and Control, Elsevier, vol. 30(12), pages 2477-2508, December.
- S. Boragan Aruoba & Jesus Fernandez-Villaverde & Juan F. Rubio-Ramirez, 2003. "Comparing Solution Methods for Dynamic Equilibrium Economies," PIER Working Paper Archive 04-003, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
- S. B. Aruoba & Jesús Fernández-Villaverde & Juan F. Rubio-Ramirez, 2005. "Comparing Solution Methods for Dynamic Equilibrium Economies," Levine's Bibliography 122247000000000855, UCLA Department of Economics.
- S. Boragan Aruoba & Jesús Fernández-Villaverde & Juan F. Rubio-Ramirez, 2003. "Comparing solution methods for dynamic equilibrium economies," FRB Atlanta Working Paper 2003-27, Federal Reserve Bank of Atlanta.
- Bernard Fingleton & Michelle Catherine Baddeley, 2011.
"Globalisation And Wage Differentials: A Spatial Analysis,"
Manchester School, University of Manchester, vol. 79(5), pages 1018-1034, September.
- Baddeley, M. & Fingleton, B., 2008. "Globalisation and Wage Differentials: A Spatial Analysis," Cambridge Working Papers in Economics 0845, Faculty of Economics, University of Cambridge.
- Delano S Villanueva & Roberto S Mariano & Diwa C Guinigundo & Abbas Mirakhor, 2023.
"External Debt, Adjustment, and Growth,"
World Scientific Book Chapters, in: Economic Adjustment and Growth Theory and Practice, chapter 9, pages 222-249,
World Scientific Publishing Co. Pte. Ltd..
- Delano P. Villanueva & Roberto S. Mariano, 2007. "External Debt, Adjustment, and Growth," NBER Chapters, in: Fiscal Policy and Management in East Asia, pages 199-221, National Bureau of Economic Research, Inc.
- Delano S. Villanueva, 2008. "External Debt, Adjustment, and Growth," World Scientific Book Chapters, in: Macroeconomic Policies For Stable Growth, chapter 3, pages 74-112, World Scientific Publishing Co. Pte. Ltd..
- Roberto S. Mariano & Delano Villanueva, 2005. "External Debt, Adjustment, and Growth," Working Papers 13-2006, Singapore Management University, School of Economics, revised May 2006.
- Poot, Jacques, 1999. "A meta-analytic study of the role of government in long-run economic growth," ERSA conference papers ersa99pa171, European Regional Science Association.
- Thomas M. Steger, 2000.
"Productive Consumption and Growth in Developing Countries,"
Review of Development Economics, Wiley Blackwell, vol. 4(3), pages 365-375, October.
- Thomas M. Steger, 1997. "Productive Consumption and Growth in Developing Countries," Development and Comp Systems 9710001, University Library of Munich, Germany, revised 02 Dec 1997.
- Thomas Steger, 1997. "Productive Consumption and Growth in Developing Countries," Volkswirtschaftliche Diskussionsbeiträge 64-97, Universität Siegen, Fakultät Wirtschaftswissenschaften, Wirtschaftsinformatik und Wirtschaftsrecht.
- Barillas, Francisco & Fernandez-Villaverde, Jesus, 2007.
"A generalization of the endogenous grid method,"
Journal of Economic Dynamics and Control, Elsevier, vol. 31(8), pages 2698-2712, August.
- Francisco Barillas & Jesús Fernández-Villaverde, 2006. "A Generalization of the Endogenous Grid Method," Levine's Bibliography 122247000000001200, UCLA Department of Economics.
More about this item
NEP fields
This paper has been announced in the following NEP Reports:- NEP-ETS-2004-12-02 (Econometric Time Series)
Statistics
Access and download statisticsCorrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:cte:wbrepe:wb045619. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Ana Poveda (email available below). General contact details of provider: http://www.business.uc3m.es/es/index .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.