OccBin: A toolkit for solving dynamic models with occasionally binding constraints easily

A-Tier
Journal: Journal of Monetary Economics
Year: 2015
Volume: 70
Issue: C
Pages: 22-38

Score contribution per author:

2.011 = (α=2.01 / 2 authors) × 2.0x A-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

The toolkit adapts a first-order perturbation approach and applies it in a piecewise fashion to solve dynamic models with occasionally binding constraints. Our examples include a real business cycle model with a constraint on the level of investment and a New Keynesian model subject to the zero lower bound on nominal interest rates. Compared with a high-quality numerical solution, the piecewise linear perturbation method can adequately capture key properties of the models we consider. A key advantage of the piecewise linear perturbation method is its applicability to models with a large number of state variables.

Technical Details

RePEc Handle
repec:eee:moneco:v:70:y:2015:i:c:p:22-38
Journal Field
Macro
Author Count
2
Added to Database
2026-01-25