Inexact Newton methods for model simulation

@article{Bellavia2011InexactNM,
  title={Inexact Newton methods for model simulation},
  author={Stefania Bellavia and Silvia Magheri and Claudia Miani},
  journal={International Journal of Computer Mathematics},
  year={2011},
  volume={88},
  pages={2969 - 2987}
}
Robust and efficient solution techniques for solving macroeconometric models are increasingly becoming a key factor in developing models employed by policy-making institutions for policy simulations and forecasting. Traditionally, when solved in the presence of forward-looking variables, these models are nonlinear, large-scale and sparse and give rise to large and highly structured nonlinear systems. This paper proposes a Newton-GMRES method obtained tuning up the basic algorithm by properly… 

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