DSGE Modeling on an iPhone/iPad Using SpaceTime

被引：0

作者：

Blake, Andrew P. ^{[1
]}

机构：

[1] Bank England, CCBS, London EC2R 8AH, England

来源：

COMPUTATIONAL ECONOMICS | 2012年 / 40卷 / 04期

关键词：

DSGE modelling; Rational expectations; Perturbation solution; iPhone; iPad; RATIONAL-EXPECTATIONS; OPTIMAL POLICY;

D O I：

10.1007/s10614-011-9300-0

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

SpaceTime 4.0 is cross-platform mathematics software available for the iPhone/iPad under iOS, as well as other devices. It can be used to implement usable DSGE modeling tools; this includes the solution of linear rational expectations, solving optimal linear-quadratic policy problems, obtaining automatic first- and second-order approximations, scenario simulation and graphing. These analytical tools are easily programmed into a library of routines that can be quickly applied to arbitrary models, making an iOS device a viable platform for useful analysis. As there are limitations on the numerical routines available, a method for solving singular models without using the QZ decomposition is also derived.

引用

页码：313 / 332

页数：20

共 16 条

[1] Tapping the supercomputer under your desk: Solving dynamic equilibrium models with graphics processors [J].