Deep Reinforcement Learning in a Monetary Model

no code implementations • 19 Apr 2021 • Mingli Chen, Andreas Joseph, Michael Kumhof, Xinlei Pan, Xuan Zhou

We propose using deep reinforcement learning to solve dynamic stochastic general equilibrium models.

reinforcement-learning Reinforcement Learning (RL)

Parametric inference with universal function approximators

no code implementations • 11 Mar 2019 • Andreas Joseph

We address this gap by proposing a generic framework based on the Shapley-Taylor decomposition of a model.