A Simple Procedure for the Numerical Solution of Discrete Time Linear Two-Point Boundary-Value Problems with Finite Horizon and its use for Simulating Discrete Time Linear Models under Perfect Foresig
This paper presents a simple procedure for the numerical solution of discrete time linear two-point boundary-value problems with finite horizon. The paper illustrates its use for simulating discrete time linear models under perfect foresight. For that purpose two simple models were chosen from the s...
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| Tipo de recurso: | artículo |
| Estado: | Versión publicada |
| Fecha de publicación: | 1999 |
| País: | Brasil |
| Institución: | Fundação Getulio Vargas (FGV) |
| Repositorio: | Revista Brasileira de Economia (Online) |
| Idioma: | portugués inglés |
| OAI Identifier: | oai:ojs.periodicos.fgv.br:article/744 |
| Acceso en línea: | https://periodicos.fgv.br/rbe/article/view/744 |
| Access Level: | acceso abierto |
| Palabra clave: | simulation two-point boundary-value problems discrete time linear models perfect foresight. |
| Sumario: | This paper presents a simple procedure for the numerical solution of discrete time linear two-point boundary-value problems with finite horizon. The paper illustrates its use for simulating discrete time linear models under perfect foresight. For that purpose two simple models were chosen from the standard macroeconomic literature.The outstanding feature of the proposed procedure is its simplicity. |
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