期刊论文详细信息
Revista Brasileira de Economia | |
Solving Euler equations: classical methods and the C¹ contraction mapping method revisited | |
Wilfredo L. Maldonado2  Humberto Moreira1  | |
[1] ,Catholic University of Brasília Department of Economics Brasília DF ,Brazil | |
关键词: Euler equation; numerical methods; economic dynamics; | |
DOI : 10.1590/S0034-71402006000200004 | |
来源: SciELO | |
【 摘 要 】
In this paper we describe the classical methods used to solve the Euler equations. Special attention is devoted to the iterative method based on a contraction mapping derived from these equations in Maldonado and Moreira (2003). We test the numerical robustness of this method when it is used in models with sensitiveness to initial conditions. Finally we extend the method to the case of stochastic Euler equations.
【 授权许可】
CC BY
All the contents of this journal, except where otherwise noted, is licensed under a Creative Commons Attribution License
【 预 览 】
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