Business cycles, endogenous growth, and monetary cycles

This dissertation sets out to introduce a new calibration procedure building on Jermann (1998) and the iterative shock identification scheme of Benk et al. (2005) in Chapter 1. It incorporates the use of Simulated Annealing, a global optimization algorithm, into the Jermann (1998) calibration method...

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Bibliographic Details
Main Author: Csabafi, Tamas Zoltan
Published: Cardiff University 2015
Subjects:
Online Access:http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.683650