scholarly journals Estimating Dynamic Equilibrium Models with Stochastic Volatility

2012 ◽  
Author(s):  
Jesus Fernandez-Villaverde ◽  
Pablo Guerrón-Quintana ◽  
Juan Rubio-Ramírez
Keyword(s):  
Stochastic Volatility ◽  
Dynamic Equilibrium ◽  
Equilibrium Models

scholarly journals Estimating Dynamic Equilibrium Models with Stochastic Volatility

2013 ◽  
Author(s):  
Jesús Fernández-Villaverde ◽  
Pablo Guerron-Quintana ◽  
Juan Francisco Rubio-Ramirez
Keyword(s):  
Stochastic Volatility ◽  
Dynamic Equilibrium ◽  
Equilibrium Models

scholarly journals Estimating dynamic equilibrium models with stochastic volatility

2015 ◽  
Vol 185 (1) ◽  
pp. 216-229 ◽  
Author(s):  
Jesús Fernández-Villaverde ◽  
Pablo Guerrón-Quintana ◽  
Juan F. Rubio-Ramírez
Keyword(s):  
Stochastic Volatility ◽  
Dynamic Equilibrium ◽  
Equilibrium Models

Comparing Dynamic Equilibrium Models to Data

2001 ◽  
Author(s):  
Jesus Fernandez-Villaverde ◽  
Juan Francisco Rubio-Ramirez
Keyword(s):  
Dynamic Equilibrium ◽  
Equilibrium Models

scholarly journals Tapping the Supercomputer Under Your Desk: Solving Dynamic Equilibrium Models with Graphics Processors

2010 ◽  
Author(s):  
Eric Aldrich ◽  
Jesús Fernández-Villaverde ◽  
A. Ronald Gallant ◽  
Juan Rubio-Ramírez
Keyword(s):  
Dynamic Equilibrium ◽  
Graphics Processors ◽  
Equilibrium Models

scholarly journals Tapping the supercomputer under your desk: Solving dynamic equilibrium models with graphics processors

2011 ◽  
Vol 35 (3) ◽  
pp. 386-393 ◽  
Author(s):  
Eric M. Aldrich ◽  
Jesús Fernández-Villaverde ◽  
A. Ronald Gallant ◽  
Juan F. Rubio-Ramírez
Keyword(s):  
Dynamic Equilibrium ◽  
Graphics Processors ◽  
Equilibrium Models

scholarly journals Numerical Simulation of Nonoptimal Dynamic Equilibrium Models

2009 ◽  
Author(s):  
Zhigang Feng ◽  
Jianjun Miao ◽  
Adrian Peralta-Alva ◽  
Manuel S. Santos
Keyword(s):  
Numerical Simulation ◽  
Dynamic Equilibrium ◽  
Equilibrium Models
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