A Simple Procedure for the Numerical Solution of Discrete Time Linear Two-Point Boundary-Value Problems with Finite Horizon and its use for Simulating Discrete Time Linear Models under Perfect Foresig
Revista Brasileira de Economia
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Title |
A Simple Procedure for the Numerical Solution of Discrete Time Linear Two-Point Boundary-Value Problems with Finite Horizon and its use for Simulating Discrete Time Linear Models under Perfect Foresig
A Simple Procedure for the Numerical Solution of Discrete Time Linear Two-Point Boundary-Value Problems with Finite Horizon and its use for Simulating Discrete Time Linear Models under Perfect Foresight |
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Creator |
Graziani, Carlo; Catholic University of Uruguay
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Subject |
simulation; two-point boundary-value problems; discrete time linear models; perfect foresight.
simulation; two-point boundary-value problems; discrete time linear models; perfect foresight. |
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Description |
This paper presents a simple procedure for the numerical solution of discrete time linear two-point boundary-value problems with finite horizon. The paper illustrates its use for simulating discrete time linear models under perfect foresight. For that purpose two simple models were chosen from the standard macroeconomic literature.The outstanding feature of the proposed procedure is its simplicity.
Este artigo apresenta um simples procedimento para a solução numérica de problemas lineares discretos de condilções de contorno em dois pontos com horizonte finito. O artigo ilustra o seu uso para a simulação de modelos lineares discretos com precisão perfeita.Para este efeito dois modelos simples foram escolhidos da literatura macroeconômica padrão. O caráter excelente do algoritmo proposto consiste na sua simplicidade. |
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Publisher |
Escola de Pós-Graduação em Economia da FGV
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Contributor |
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Date |
1999-01-01
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Type |
info:eu-repo/semantics/article
info:eu-repo/semantics/publishedVersion Articles Artigos |
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Format |
application/pdf
application/pdf |
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Identifier |
http://bibliotecadigital.fgv.br/ojs/index.php/rbe/article/view/744
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Source |
Revista Brasileira de Economia; v. 53, n. 1 (1999); 91-110
Revista Brasileira de Economia; v. 53, n. 1 (1999); 91-110 0034-7140 0034-7140 |
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Language |
por
eng |
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Relation |
http://bibliotecadigital.fgv.br/ojs/index.php/rbe/article/view/744/1741
http://bibliotecadigital.fgv.br/ojs/index.php/rbe/article/view/744/1744 |
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