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econ.GN2025
Scalable Global Solution Techniques for High-Dimensional Models in Dynare
Aryan Eftekhari, Michel Juillard, Normann Rion +1
For over three decades, Dynare has been a cornerstone of dynamic stochastic modeling in economics, relying primarily on perturbation-based local solution methods. However, these te…
econ.GN2022
High-Dimensional Dynamic Stochastic Model Representation
Aryan Eftekhari, Simon Scheidegger
We propose a scalable method for computing global solutions of nonlinear, high-dimensional dynamic stochastic economic models. First, within a time iteration framework, we approxim…