CompEcon is a set of MATLAB functions for solving a variety of problems in economics and finance. The library functions include rootfinding and optimization solvers, a integrated set of routines for function approximation using polynomial, splines and other functional families, a set of numerical integration routines for general functions and for common probability distributions, general solvers for Ordinary Differential Equations (both initial and boundary value problems), routines for solving discrete and continuous time dynamic programming problems, and a general solver for financial derivatives (bonds, futures, options).

References in zbMATH (referenced in 35 articles )

Showing results 1 to 20 of 35.
Sorted by year (citations)

1 2 next

  1. Schröder, Nadine; Hruschka, Harald: Investigating the effects of mailing variables and endogeneity on mailing decisions (2016)
  2. Karp, Larry; Zhang, Jiangfeng: Taxes versus quantities for a stock pollutant with endogenous abatement costs and asymmetric information (2012)
  3. Sims, Charles; Finnoff, David: The role of spatial scale in the timing of uncertain environmental policy (2012)
  4. Duggan, John; Kalandrakis, Tasos: A Newton collocation method for solving dynamic bargaining games (2011)
  5. Kollmann, Robert; Kim, Jinill; Kim, Sunghyun H.: Solving the multi-country real business cycle model using a perturbation method (2011)
  6. Midrigan, Virgiliu: Menu costs, multiproduct firms, and aggregate fluctuations (2011)
  7. Pichler, Paul: Solving the multi-country real business cycle model using a monomial rule Galerkin method (2011)
  8. Aliaga-Díaz, Roger; Olivero, María Pía: On the firm-level implications of the bank lending channel of monetary policy (2010)
  9. Bond, Craig A.: On the potential use of adaptive control methods for improving adaptive natural resource management (2010)
  10. Caporale, Guglielmo Maria; Cerrato, Mario: Using Chebyshev polynomials to approximate partial differential equations (2010)
  11. Hintermaier, Thomas; Koeniger, Winfried: The method of endogenous gridpoints with occasionally binding constraints among endogenous variables (2010)
  12. Winschel, Viktor; Krätzig, Markus: Solving, estimating, and selecting nonlinear dynamic models without the curse of dimensionality (2010)
  13. Mitraille, Sébastien; Thille, Henry: Monopoly behaviour with speculative storage (2009)
  14. Reiter, Michael: Solving heterogeneous-agent models by projection and perturbation (2009)
  15. Bobenrieth H., Eugenio S.A.; Bobenrieth H., Juan R.A.; Wright, Brian D.: A foundation for the solution of consumption-saving behavior with a borrowing constraint and unbounded marginal utility (2008)
  16. Fujii, Tomoki; Karp, Larry: Numerical analysis of non-constant pure rate of time preference: a model of climate policy (2008)
  17. Kossioris, G.; Plexousakis, M.; Xepapadeas, A.; de Zeeuw, A.; Mäler, K.-G.: Feedback Nash equilibria for non-linear differential games in pollution control (2008)
  18. Lim, G. C.; McNelis, Paul D.: Computational macroeconomics for the open economy (2008)
  19. Wirl, Franz: Optimal maintenance and scrapping versus the value of back ups (2008)
  20. Habermann, Christian; Kindermann, Fabian: Multidimensional spline interpolation: theory and applications (2007)

1 2 next