Add to ORKGThis paper presents an exact solution to a class of simple non linear forward looking rational expectations (NLRE) models, and uses it to model investment behaviour and to study an interest rate policy on this variable. Empirical results for U.S. prop up this approach
A new algorithm called the parameterized expectations approach (PEA) for solving dynamic stochastic ...
A common assumption in valuation models for derivative securities is that the underlying state varia...
Three ways to solve a linear model Solving a model using full information rational expectations as t...
This paper presents an exact solution of a standard non linear forward looking rational expectations...
In this paper we discuss an attractive solution of a standard non linear dy-namic structural model, ...
In this paper a solution technique is developed for non-linear rational expectation models. In model...
Very often, real business cycle (RBC) models or dynamic stochastic general equilibrium (DSGE) models...
This paper focuses on one way a linearized representation of a nonlinear economic model can be used ...
The neoclassical growth model with quasi-geometric discounting is shown by Krusell and Smith (2000) ...
SIGLEAvailable from British Library Lending Division - LD:3597.3859(145) / BLDSC - British Library D...
This paper attempts to solve a benchmark money in utility model by first order Taylor approximation ...
This article offers a new method of solution for linear difference equations with Rational Expectati...
This paper develops a general modeling framework and some alternative methods for solving nonlinear ...
Since the onset of the rational expectations revolution in macroeconomics some 30 or more years ago,...
Since the onset of the rational expectations revolution in macroeconomics some 30 or more years ago,...
A new algorithm called the parameterized expectations approach (PEA) for solving dynamic stochastic ...
A common assumption in valuation models for derivative securities is that the underlying state varia...
Three ways to solve a linear model Solving a model using full information rational expectations as t...
This paper presents an exact solution of a standard non linear forward looking rational expectations...
In this paper we discuss an attractive solution of a standard non linear dy-namic structural model, ...
In this paper a solution technique is developed for non-linear rational expectation models. In model...
Very often, real business cycle (RBC) models or dynamic stochastic general equilibrium (DSGE) models...
This paper focuses on one way a linearized representation of a nonlinear economic model can be used ...
The neoclassical growth model with quasi-geometric discounting is shown by Krusell and Smith (2000) ...
SIGLEAvailable from British Library Lending Division - LD:3597.3859(145) / BLDSC - British Library D...
This paper attempts to solve a benchmark money in utility model by first order Taylor approximation ...
This article offers a new method of solution for linear difference equations with Rational Expectati...
This paper develops a general modeling framework and some alternative methods for solving nonlinear ...
Since the onset of the rational expectations revolution in macroeconomics some 30 or more years ago,...
Since the onset of the rational expectations revolution in macroeconomics some 30 or more years ago,...
A new algorithm called the parameterized expectations approach (PEA) for solving dynamic stochastic ...
A common assumption in valuation models for derivative securities is that the underlying state varia...
Three ways to solve a linear model Solving a model using full information rational expectations as t...