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<p>This paper surveys the literature for the optimization problems in both discrete and continuous time models in macroeconomics, and provides an overview over some related computational methods to solve the models linearly and nonlinearly, and to compute the transition dynamics and the impulse response functions. Also, the introduction of the financial sectors, the continuous time analysis, and the advanced mathematical tools into the general equilibrium framework expands greatly the scope of the interdisciplinary research to mathematics, statistics and econometrics, and creates further space for exploration and collaboration. Finally, some future research issues related to this topic are highlighted.</p>

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A selective survey on mathematical programming in macroeconomics

  • 期刊论文

  • 发表日期：

    2025年12月1日

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  • Zong-wu Cai,
  • Jing-xian Hu

摘要

This paper surveys the literature for the optimization problems in both discrete and continuous time models in macroeconomics, and provides an overview over some related computational methods to solve the models linearly and nonlinearly, and to compute the transition dynamics and the impulse response functions. Also, the introduction of the financial sectors, the continuous time analysis, and the advanced mathematical tools into the general equilibrium framework expands greatly the scope of the interdisciplinary research to mathematics, statistics and econometrics, and creates further space for exploration and collaboration. Finally, some future research issues related to this topic are highlighted.