A generalization of judds method of out-steady-state comparisons in perfect foresight models

dc.contributorEscolas::EPGE
dc.contributorFGV
dc.creatorPessôa, Samuel de Abreu
dc.creatorBarelli, Paulo
dc.date.accessioned2008-05-13T15:23:54Z
dc.date.accessioned2010-09-23T18:57:47Z
dc.date.accessioned2022-11-03T20:30:37Z
dc.date.available2008-05-13T15:23:54Z
dc.date.available2010-09-23T18:57:47Z
dc.date.available2022-11-03T20:30:37Z
dc.date.created2008-05-13T15:23:54Z
dc.date.created2010-09-23T18:57:47Z
dc.date.issued2003-02-01
dc.identifier0104-8910
dc.identifierhttp://hdl.handle.net/10438/423
dc.identifier.urihttps://repositorioslatinoamericanos.uchile.cl/handle/2250/5039767
dc.description.abstractWe show that Judd (1982)’s method can be applied to any finite system, contrary to what he claimed in 1987. An example shows how to employ the technic to study monetary models in presence of capital accumulation.
dc.languageeng
dc.publisherEscola de Pós-Graduação em Economia da FGV
dc.relationEnsaios Econômicos;473
dc.subjectPerfect foresight models
dc.subjectOut-steady-state analysis
dc.subjectMonetary dynamic models
dc.titleA generalization of judds method of out-steady-state comparisons in perfect foresight models
dc.typeWorking Paper


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