Page 1 of 1

Quasi-Newton algorithm

PostPosted: Mon Oct 26, 2015 7:43 am
by all_econ
Hello, can someone point me in the right direction of where I can find code examples relating to Quasi-Newton algorithm. I would like to set up a Taylor rule where the "optimal policy" searches the value of parameters that maximizes welfare.

Many thanks!

Re: Quasi-Newton algorithm

PostPosted: Mon Oct 26, 2015 7:54 am
by jpfeifer
Why can't you use the osr-command of Dynare for this?