Finance and Economics Discussion Series: Computing Dsge Models with Recursive Preferences and Stochastic Volatility by Dario Caldara

Finance and Economics Discussion Series: Computing Dsge Models with Recursive Preferences and Stochastic Volatility

Dario Caldara

48 pages • missing pub info (editions)

nonfiction politics
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This paper compares different solution methods for computing the equilibrium of dynamic stochastic general equilibrium (DSGE) models with recursive preferences such as those in Epstein and Zin (1989 and 1991) and stochastic volatility. Models with...

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