Add to ORKGIn this note, a class of nonlinear dynamic models under rational expectations is studied. A particular solution is found using a model reference adaptive technique via an extended Kalman filtering algorithm, for which initial conditions knowledge only is required
This paper shows how to compute a second-order accurate solution of a non-linear rational expectatio...
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,...
In this note, a class of nonlinear dynamic models under rational expectations is studied. A particul...
AbstractThe solution of forward looking dynamical models for economical systems consists in finding ...
or a well-identified class of forward-looking models under rational expectations and time-varying pa...
This paper presents new, computationally efficient algorithms for solution and estimation of nonline...
This note presents a simple generalization of the adaptive expectations mechanism in which the learn...
A solution method and an estimation method for nonlinear rational expectations models are presented ...
The assumption that rational expectations always lie on a convergent path is subject to an empirical...
SIGLEAvailable from British Library Lending Division - LD:3597.3859(145) / BLDSC - British Library D...
This paper shows that the adaptive filtering and forecasting techniques proposed by Makridakis and W...
This paper describes a set of algorithms for quickly and reliably solving linear rational expectatio...
In this paper a solution technique is developed for non-linear rational expectation models. In model...
This paper develops the Parameterized Expectations Approach (PEA) for solving nonlinear dynamic stoc...
This paper shows how to compute a second-order accurate solution of a non-linear rational expectatio...
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,...
In this note, a class of nonlinear dynamic models under rational expectations is studied. A particul...
AbstractThe solution of forward looking dynamical models for economical systems consists in finding ...
or a well-identified class of forward-looking models under rational expectations and time-varying pa...
This paper presents new, computationally efficient algorithms for solution and estimation of nonline...
This note presents a simple generalization of the adaptive expectations mechanism in which the learn...
A solution method and an estimation method for nonlinear rational expectations models are presented ...
The assumption that rational expectations always lie on a convergent path is subject to an empirical...
SIGLEAvailable from British Library Lending Division - LD:3597.3859(145) / BLDSC - British Library D...
This paper shows that the adaptive filtering and forecasting techniques proposed by Makridakis and W...
This paper describes a set of algorithms for quickly and reliably solving linear rational expectatio...
In this paper a solution technique is developed for non-linear rational expectation models. In model...
This paper develops the Parameterized Expectations Approach (PEA) for solving nonlinear dynamic stoc...
This paper shows how to compute a second-order accurate solution of a non-linear rational expectatio...
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,...