急切求教大家一个computational procedure的问题

是 否 +2 论坛币

k人 参与回答

经管之家送您一份

应届毕业生专属福利!

求职就业群

赵安豆老师微信：zhaoandou666

经管之家联合CDA

送您一个全额奖学金名额~ !

立即领取

感谢您参与论坛问题回答

经管之家送您两个论坛币！

+2 论坛币

各位高手，先求教一个问题，我在看到的一个computational procedure 中，他的方法如下：

1. Choose a grid for asset holdings a.
2. Guess the steady state interest rate, r, and the prices
3. Using the first-order conditions, solve for the optimal portfolio choices at
each grid point of a and for each s, by iterating on the policy rules. The
solutions at each grid point are joined with piece-wise linear functions.
4. Find the steady state distribution of agents using the decision rules and
compute the clearing conditions for the risky and riskless assets.
5. Update the guesses for the interest rate and the prices of the productive
asset (step 2) until the market clearing conditions are satisfied.

具体的步骤请参考文章的第46页，附录D。2中

扫码加我 拉你入群

请注明：姓名-公司-职位

以便审核进群资格，未注明则拒绝

分享0 收藏0 回帖

关键词：Computation Procedure Comput ATION ROCE 求教 Procedure

有同学会吗？