Maliars_EL_87_2005
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文件大小:716KB
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leeljw
说明: 随机微分方程工具,matlab程序....
(sde toolbox)
文件列表:
LICENSE_AGREEMENT.txt (1848, 2011-03-04)
MaliarsPEAVF.pdf (164008, 2004-10-13)
objective.m (467, 2004-12-26)
OneSector.m (3678, 2005-01-04)
shock005.mat (320328, 2001-10-31)
shock05.mat (320328, 2001-11-01)
shocks.m (694, 2004-12-26)
TwoSector.m (5054, 2005-01-04)
The folder “Maliars_EL_87_2005” contains MATLAB software accompanying
the article “Solving Nonlinear Stochastic Growth Models: Iterating on
Value Function by Simulations” by Lilia Maliar and Serguei Maliar, (2005),
Economics Letters 87, 135-140.
This version: January 4, 2005
The following items are provided:
1. LICENSE AGREEMENT.
2. The article “Solving Nonlinear Stochastic Growth Models: Iterating on
Value Function by Simulations” by Lilia Maliar and Serguei Maliar, (2005),
Economics Letters 87, 135-140 (a working paper version).
3. MATLAB FILES.
a. "OneSector.m" and "TwoSector.m" are programs that solve the one-
and two-sector models, respectively;
b. "objective.m" is the objective function shared by both OneSector.m
and TwoSector.m programms;
c. "shock.m" defines the parameters of exogenous shocks, creates
simulated series for such shocks and saves them on the disc;
d. "shock005" and "shock05" are outputs of the program "shock.m"
corresponding to the values 0.005 and 0.05 of the standard
deviations of the error term, respectively. The realizations
"shock005" and "shock05" were used to compute the results in
the paper.
For updates and other related software, please, check the authors' web
pages. For additional information, please, contact the corresponding
author Serguei Maliar.
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Copyright 2005 by Lilia Maliar and Serguei Maliar. All rights reserved.
The code may be used, modified and redistributed under the terms provided
in the file "License_Agreement.txt".
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