The Stochastic Growth Model

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добавлен 15 января 2012 г.

Koen Vermeylen. The Stochastic Growth Model. - Ventus Publishing ApS. - 2011. - 32 pp.
This book presents the stochastic growth model. The stochastic growth model is a stochastic version of the neoclassical growth model with microfoundations, and provides the backbone of a lot of macroeconomic models that are used in mode macroeconomic research. The most popular way to solve the stochastic growth model, is to linearize the model around a steady state, and to solve the linearized model with the method of undetermined coefficients.

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