Analytical and numerical solution of finite-horizon nonlinear rational expectations models

Improved modelling in finite-sample and nonlinear frameworks

Lawford, S.D.C.

January 2001

SIGLEAvailable from British Library Document Supply Centre-DSC:DXN041708 / BLDSC - British Library D...

Rational expectation models with partial information

Pearlman, J.
Currie, D.
Levine, P
Queen Mary Coll., London (United Kingdom). Dept. of Economics

January 1983

SIGLEAvailable from British Library Lending Division - LD:6392.926(120) / BLDSC - British Library Do...

A 'timeless perspective' on optimality in forward-looking rational expectations models

Blake, A.P.
National Inst. of Economic and Social Research, London (United Kingdom)

January 2001

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.532(no 188) / BLDSC - British Li...

Efficient solution techniques for dynamic nonlinear rational expectations models

Fisher, P.G.
Holly, S.
Hughes-Hallett, A.J
London Business School (United Kingdom). Centre for Economic Forecasting

January 1985

SIGLEAvailable from British Library Lending Division - LD:3597.3859(145) / BLDSC - British Library D...

Simulation and control techniques for nonlinear rational expectation models

Fisher, P.G

January 1990

SIGLEAvailable from British Library Document Supply Centre- DSC:D91830 / BLDSC - British Library Doc...

Multivariate linear rational expectations models Characterisation of the nature of the solutions and their fully recursive computation

Binder, M.
Pesaran, M.H
Cambridge Univ. (United Kingdom). Dept. of Applied Economics

January 1996

SIGLEAvailable from British Library Document Supply Centre-DSC:3509.880(CU-DAE-WP--9619) / BLDSC - B...

A general approach to the solution of nonlinear rational expectations models

Pierse, R.G.
Blake, A.P.
Surrey Univ., Guildford (United Kingdom). Dept. of Economics

January 2000

This is a preliminary draft circulated to stimulate discussion and should not be quoted without the ...

Approximation to nonlinear equations using nonlinear rational model

Zhu, Q.
Billings, S
Sheffield Univ. (United Kingdom). Dept. of Automatic Control and Systems Engineering

January 1992

SIGLEAvailable from British Library Document Supply Centre- DSC:7769.08577(SU-DACSE-RR--448) / BLDSC...

Solution of multivariate linear rational expectations models and large sparse linear systems

Binder, M.
Pesaran, M.
Cambridge Univ. (United Kingdom). Dept. of Applied Economics

January 1997

SIGLEAvailable from British Library Document Supply Centre-DSC:3509.880(9708) / BLDSC - British Libr...

Limited-dependent rational expectations models with future expectations

Pesaran, M.H.
Samiei, H
Cambridge Univ. (United Kingdom). Dept. of Applied Economics

January 1993

SIGLEAvailable from British Library Document Supply Centre- DSC:3509.88(CU-DAE-WP--9321) / BLDSC - B...

THE SOLUTION OF NONLINEAR FORWARD LOOK RATIONAL EXPECTATIONS MODELS

Jurriens, P
Jurriens, Y

September 2019

In this paper a solution technique is developed for non-linear rational expectation models. In model...

Computationally efficient solution and maximum likelihood estimation of nonlinear rational expectation models

Jeffrey C. Fuhrer
C. Hoyt Bleakley

This paper presents new, computationally efficient algorithms for solution and estimation of nonline...

Paul L. Fackler

Is Developed That
Paul L. Fackler

November 2007

This paper develops a general modeling framework and some alternative methods for solving nonlinear ...

Rational expectations equilibria, learning and model specification

Bray, M.M.
Savin, N.E
Cambridge Univ. (United Kingdom). Dept of Applied Economics
Social Science Research Council, London (United Kingdom)

January 1984

SIGLEAvailable from British Library Lending Division - LD:3656.685(79) / BLDSC - British Library Doc...

A MATLAB Solver for Nonlinear Rational Expectations Models

Paul Fackler

A framework for describing nonlinear rational expectation models is developed that synthesizes previ...

Improved modelling in finite-sample and nonlinear frameworks

Lawford, S.D.C.

January 2001

SIGLEAvailable from British Library Document Supply Centre-DSC:DXN041708 / BLDSC - British Library D...

Rational expectation models with partial information

Pearlman, J.
Currie, D.
Levine, P
Queen Mary Coll., London (United Kingdom). Dept. of Economics

January 1983

SIGLEAvailable from British Library Lending Division - LD:6392.926(120) / BLDSC - British Library Do...

A 'timeless perspective' on optimality in forward-looking rational expectations models

Blake, A.P.
National Inst. of Economic and Social Research, London (United Kingdom)

January 2001

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.532(no 188) / BLDSC - British Li...

Efficient solution techniques for dynamic nonlinear rational expectations models

Fisher, P.G.
Holly, S.
Hughes-Hallett, A.J
London Business School (United Kingdom). Centre for Economic Forecasting

January 1985

SIGLEAvailable from British Library Lending Division - LD:3597.3859(145) / BLDSC - British Library D...

Simulation and control techniques for nonlinear rational expectation models

Fisher, P.G

January 1990

SIGLEAvailable from British Library Document Supply Centre- DSC:D91830 / BLDSC - British Library Doc...

Multivariate linear rational expectations models Characterisation of the nature of the solutions and their fully recursive computation

Binder, M.
Pesaran, M.H
Cambridge Univ. (United Kingdom). Dept. of Applied Economics

January 1996

SIGLEAvailable from British Library Document Supply Centre-DSC:3509.880(CU-DAE-WP--9619) / BLDSC - B...

A general approach to the solution of nonlinear rational expectations models

Pierse, R.G.
Blake, A.P.
Surrey Univ., Guildford (United Kingdom). Dept. of Economics

January 2000

This is a preliminary draft circulated to stimulate discussion and should not be quoted without the ...

Approximation to nonlinear equations using nonlinear rational model

Zhu, Q.
Billings, S
Sheffield Univ. (United Kingdom). Dept. of Automatic Control and Systems Engineering

January 1992

SIGLEAvailable from British Library Document Supply Centre- DSC:7769.08577(SU-DACSE-RR--448) / BLDSC...

Solution of multivariate linear rational expectations models and large sparse linear systems

Binder, M.
Pesaran, M.
Cambridge Univ. (United Kingdom). Dept. of Applied Economics

January 1997

SIGLEAvailable from British Library Document Supply Centre-DSC:3509.880(9708) / BLDSC - British Libr...

Limited-dependent rational expectations models with future expectations

Pesaran, M.H.
Samiei, H
Cambridge Univ. (United Kingdom). Dept. of Applied Economics

January 1993

SIGLEAvailable from British Library Document Supply Centre- DSC:3509.88(CU-DAE-WP--9321) / BLDSC - B...

THE SOLUTION OF NONLINEAR FORWARD LOOK RATIONAL EXPECTATIONS MODELS

Jurriens, P
Jurriens, Y

September 2019

In this paper a solution technique is developed for non-linear rational expectation models. In model...

Computationally efficient solution and maximum likelihood estimation of nonlinear rational expectation models

Jeffrey C. Fuhrer
C. Hoyt Bleakley

This paper presents new, computationally efficient algorithms for solution and estimation of nonline...

Paul L. Fackler

Is Developed That
Paul L. Fackler

November 2007

This paper develops a general modeling framework and some alternative methods for solving nonlinear ...

Rational expectations equilibria, learning and model specification

Bray, M.M.
Savin, N.E
Cambridge Univ. (United Kingdom). Dept of Applied Economics
Social Science Research Council, London (United Kingdom)

January 1984

SIGLEAvailable from British Library Lending Division - LD:3656.685(79) / BLDSC - British Library Doc...

A MATLAB Solver for Nonlinear Rational Expectations Models

Paul Fackler

A framework for describing nonlinear rational expectation models is developed that synthesizes previ...

Improved modelling in finite-sample and nonlinear frameworks

Lawford, S.D.C.

January 2001

SIGLEAvailable from British Library Document Supply Centre-DSC:DXN041708 / BLDSC - British Library D...

Rational expectation models with partial information

Pearlman, J.
Currie, D.
Levine, P
Queen Mary Coll., London (United Kingdom). Dept. of Economics

January 1983

SIGLEAvailable from British Library Lending Division - LD:6392.926(120) / BLDSC - British Library Do...

A 'timeless perspective' on optimality in forward-looking rational expectations models

Blake, A.P.
National Inst. of Economic and Social Research, London (United Kingdom)

January 2001

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.532(no 188) / BLDSC - British Li...

Analytical and numerical solution of finite-horizon nonlinear rational expectations models

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Analytical and numerical solution of finite-horizon nonlinear rational expectations models

Abstract

Extracted data

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