Add to ORKGThis paper describes how recursive linear control and estimation theory can be applied to estimate dynamic equilibrium models. Recursive linear con-trol theory can be used to compute equilibria of linear-quadratic economies, and linearly to approximate solutions of non-linear economies. Equilibriu
This paper compares twomethods for undertaking likelihood-based inference in dynamic equilibrium eco...
The estimation of parameters for a scalar linear system with rational transfer function is considere...
Often, researchers wish to analyze nonlinear dynamic discrete-time stochastic models. This paper pro...
This paper catalogues formulas that are useful for estimating dynamic linear economic models. We des...
earization The goal of these lectures is to explain how to linearize the equilibrium conditions of a...
In this article, we propose a recursive equilibrium algorithm for the numerical simulation of nonopt...
For economies that either have many agents or types of agents or for which the first welfare theorem...
Linear Methods are often used to compute approximate solutions to dynamic models, as these models of...
T he equilibrium of a dynamic macroeconomic model can usually berepresented by a system of nonlinear...
Abstract: This paper presents a framework to undertake likelihood-based inference in nonlinear dynam...
In this paper we propose a recursive equilibrium algorithm for the numerical simulation of nonoptima...
Linear dynamic equilibrium correction mechanisms are shown to follow from the discretisation of cont...
Linear Methods are often used to compute approximate solutions to dynamic models, as these models of...
Economists increasingly use nonlinear methods to confront their theories with data. The switch from ...
This paper presents a framework to undertake likelihood-based inference in nonlinear dynamic equilib...
This paper compares twomethods for undertaking likelihood-based inference in dynamic equilibrium eco...
The estimation of parameters for a scalar linear system with rational transfer function is considere...
Often, researchers wish to analyze nonlinear dynamic discrete-time stochastic models. This paper pro...
This paper catalogues formulas that are useful for estimating dynamic linear economic models. We des...
earization The goal of these lectures is to explain how to linearize the equilibrium conditions of a...
In this article, we propose a recursive equilibrium algorithm for the numerical simulation of nonopt...
For economies that either have many agents or types of agents or for which the first welfare theorem...
Linear Methods are often used to compute approximate solutions to dynamic models, as these models of...
T he equilibrium of a dynamic macroeconomic model can usually berepresented by a system of nonlinear...
Abstract: This paper presents a framework to undertake likelihood-based inference in nonlinear dynam...
In this paper we propose a recursive equilibrium algorithm for the numerical simulation of nonoptima...
Linear dynamic equilibrium correction mechanisms are shown to follow from the discretisation of cont...
Linear Methods are often used to compute approximate solutions to dynamic models, as these models of...
Economists increasingly use nonlinear methods to confront their theories with data. The switch from ...
This paper presents a framework to undertake likelihood-based inference in nonlinear dynamic equilib...
This paper compares twomethods for undertaking likelihood-based inference in dynamic equilibrium eco...
The estimation of parameters for a scalar linear system with rational transfer function is considere...
Often, researchers wish to analyze nonlinear dynamic discrete-time stochastic models. This paper pro...