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Content archived on 2024-05-30

Solving dynamic models: Theory and Applications

Objective

The computation of equilibria in dynamic stochastic general
equilibrium models with heterogeneous agents has become
increasingly important in macroeconomics and public
finance. For a given example-economy, i.e. a given specification of
preferences, technologies and market-arrangements these methods
compute an (approximate) equilibrium and allow for quantitative
statements about one equilibrium of the example-economy.
Through these so-called 'computational experiments'
many economic insights can be obtained by analyzing
quantitative features of realistically calibrated models.
Unfortunately, economists often use ad hoc computational methods
with poorly understood properties that produce approximate solutions
of unknown quality.
The research-project outlined in this proposal
has three goals: Building theoretical foundations
for analyzing dynamic equilibrium models, developing efficient and stable
algorithms for the computation of equilibria in large scale models and
applying these algorithms to macroeconomic policy analysis.

Fields of science (EuroSciVoc)

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Topic(s)

Calls for proposals are divided into topics. A topic defines a specific subject or area for which applicants can submit proposals. The description of a topic comprises its specific scope and the expected impact of the funded project.

Call for proposal

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ERC-2011-StG_20101124
See other projects for this call

Funding Scheme

Funding scheme (or “Type of Action”) inside a programme with common features. It specifies: the scope of what is funded; the reimbursement rate; specific evaluation criteria to qualify for funding; and the use of simplified forms of costs like lump sums.

ERC-SG - ERC Starting Grant

Host institution

University of Zurich
EU contribution
€ 1 114 800,00
Address
RAMISTRASSE 71
8006 ZURICH
Switzerland

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Activity type
Higher or Secondary Education Establishments
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Total cost

The total costs incurred by this organisation to participate in the project, including direct and indirect costs. This amount is a subset of the overall project budget.

No data

Beneficiaries (1)

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