Springer (part of Springer Nature), Computational Economics, 1(33), p. 103-105
DOI: 10.1007/s10614-008-9148-0
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In this paper we develop a set of innovative forward-shooting algorithms that solve for the global nonlinear saddle path in models with 1---3 jump variables. Exploiting the fact that the algorithms are mechanical and model-free, we have placed canned, ...