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ID 36147
file
creator
NDC
Economics
abstract
The objective of this paper is to present a simple stochastic optimal growth model (Ramsey model), and calculate a stochastic dynamic general equilibrium (hereafter referred as a SDGE) of the model. (This part draws an example from Farmer (1999).) Then, we demonstrate how to simulate the movements of economic variables in the stochastic dynamic general equilibrium by using Matlab. The paper consists of 3 sections. A stochastic optimal growth model is presented in section 1. The stochastic dynamic general equilibrium of the model is calculated in section 2. The movements of economic variables in the stochastic dynamic general equilibrium are simulated by using Matlab in section 3.
journal title
The Hiroshima Economic Review
volume
Volume 37
issue
Issue 3
start page
89
end page
100
date of issued
2014-03-14
publisher
広島大学経済学会
issn
0386-2704
ncid
language
eng
nii type
Departmental Bulletin Paper
HU type
Departmental Bulletin Papers
DCMI type
text
format
application/pdf
text version
publisher
rights
Copyright (c) 2014 広島大学
department
Graduate School of Social Sciences
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