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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
 
Creator Graziani, Carlo; Catholic University of Uruguay
 
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.
 
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.
 
Publisher Escola de Pós-Graduação em Economia da FGV
 
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Date 1999-01-01
 
Type info:eu-repo/semantics/article
info:eu-repo/semantics/publishedVersion
Articles
Artigos
 
Format application/pdf
application/pdf
 
Identifier http://bibliotecadigital.fgv.br/ojs/index.php/rbe/article/view/744
 
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
 
Language por
eng
 
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