Quasi-Newton algorithm

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Quasi-Newton algorithm

Postby all_econ » Mon Oct 26, 2015 7:43 am

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!
all_econ
 
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Re: Quasi-Newton algorithm

Postby jpfeifer » Mon Oct 26, 2015 7:54 am

Why can't you use the osr-command of Dynare for this?
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Johannes Pfeifer
University of Cologne
https://sites.google.com/site/pfeiferecon/
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