Working Papers >> Technical Papers

1. Comparing Accuracy of Second Order Approximation and Dynamic Programming
   Stephanie Becker, Lars Grüne and Willi Semmler
   June 2006
    
2. Multiple Equilibria, History Dependence, and Global Dynamics in Intertemporal Optimization Models
   Christophe Deissenberg, Gustav Feichtinger, Willi Semmler and Franz Wirl
   Forthcoming in Barnett, W., C., Deissenberg, and G. Feichtinger (Eds), Economic Complexity: Non-Linear Dynamics, Multi-agent Economies, and Learning, ISETE Vol. 14, Elsevier, Amsterdam.
   August 2003
   (PDF, 431 KB)
   
   
3. Solving Asset Pricing Models with Stochastic Dynamic Programming
   Lars Grüne and Willi Semmler
   December 2003,
   (PDF, 430 KB)
   
   
4. History Dependence and Global Dynamics in Models with Multiple Equilibria
   Christophe Deissenberg, Gustav Feichtinger,Willi Semmler, and Franz Wirl
   (PDF, 326 KB)
   
   
5. Using Dynamic Programming with Adaptive Grid Schemes for Optimal Control Problems in Economics
   Lars Grüne and Willi Semmler
   (PDF, 1518 KB)
   
   
6. Econometric Toolkit for Studying Dynamic Models in Economics and Finance
   Peter Wöhrmann and Willi Semmler
   January, 2001
   (PDF, 267 KB)