In this paper a solution technique is developed for non-linear rational expectation models. In models with current expectations of future variables we show that shooting can only be applied if the model is solved simultaneously over these future periods. Our algorith provides a solution path for this problem
The assumption of forward-looking agents in theoretical macroeconomic models has become increasingly...
This paper presents an exact solution to a class of simple non linear forward looking rational expec...
Since the onset of the rational expectations revolution in macroeconomics some 30 or more years ago,...
A solution method and an estimation method for nonlinear rational expectations models are presented ...
This paper develops a general modeling framework and some alternative methods for solving nonlinear ...
This is a preliminary draft circulated to stimulate discussion and should not be quoted without the ...
This note describes an algorithm for the solution of rational expectations models with saddlepoint s...
This paper shows how to compute a second-order accurate solution of a non-linear rational expectatio...
SIGLEAvailable from British Library Document Supply Centre-DSC:3509.880(9808) / BLDSC - British Libr...
This paper presents new, computationally efficient algorithms for solution and estimation of nonline...
SIGLEAvailable from British Library Lending Division - LD:3597.3859(145) / BLDSC - British Library D...
A framework for describing nonlinear rational expectation models is developed that synthesizes previ...
The solutions of a macroeconometricmodel with expectations of future-dated variables has to be appro...
This paper develops the Parameterized Expectations Approach (PEA) for solving nonlinear dynamic stoc...
In this note, a class of nonlinear dynamic models under rational expectations is studied. A particul...
The assumption of forward-looking agents in theoretical macroeconomic models has become increasingly...
This paper presents an exact solution to a class of simple non linear forward looking rational expec...
Since the onset of the rational expectations revolution in macroeconomics some 30 or more years ago,...
A solution method and an estimation method for nonlinear rational expectations models are presented ...
This paper develops a general modeling framework and some alternative methods for solving nonlinear ...
This is a preliminary draft circulated to stimulate discussion and should not be quoted without the ...
This note describes an algorithm for the solution of rational expectations models with saddlepoint s...
This paper shows how to compute a second-order accurate solution of a non-linear rational expectatio...
SIGLEAvailable from British Library Document Supply Centre-DSC:3509.880(9808) / BLDSC - British Libr...
This paper presents new, computationally efficient algorithms for solution and estimation of nonline...
SIGLEAvailable from British Library Lending Division - LD:3597.3859(145) / BLDSC - British Library D...
A framework for describing nonlinear rational expectation models is developed that synthesizes previ...
The solutions of a macroeconometricmodel with expectations of future-dated variables has to be appro...
This paper develops the Parameterized Expectations Approach (PEA) for solving nonlinear dynamic stoc...
In this note, a class of nonlinear dynamic models under rational expectations is studied. A particul...
The assumption of forward-looking agents in theoretical macroeconomic models has become increasingly...
This paper presents an exact solution to a class of simple non linear forward looking rational expec...
Since the onset of the rational expectations revolution in macroeconomics some 30 or more years ago,...
DOI
Add to ORKG