Search Results - subject:"Rational Expectations Models"

A solution method for linear rational expectations models : a modified Uhlig's toolkit

Tamegawa, Kenichi - In: International journal of business policy and economics 8 (2015) 1/2, pp. 117-122

Persistent link: https://www.econbiz.de/10011408128

On the uniqueness of solutions to rational expectations models

Heiberger, Christopher; Klarl, Torben; Maußner, Alfred - In: Economics letters 128 (2015), pp. 14-16

Persistent link: https://www.econbiz.de/10011382980

Inference in dynamic stochastic general equilibrium models with possible weak identification

Qu, Zhongjun - In: Quantitative economics : QE ; journal of the … 5 (2014) 2, pp. 457-494

Persistent link: https://www.econbiz.de/10010409930

Solving linear rational expectations models with lagged expectations quickly and easily

Meyer-Gohde, Alexander - 2007

A solution method is derived in this paper for solving a system of linear rational-expectations equation with lagged expectations (e.g., models incorporating sticky information) using the method of undetermined coefficients for the infinite MA representation. The method applies a combination of...

Persistent link: https://www.econbiz.de/10010263712

A solution method for linear rational expectation models unde rimperfect information

Shibayama, Katsuyuku - 2007

This paper has developed a solution algorithm for linear rational expectation models under imperfect information. Imperfect information in this paper means that some decision makings are based on smaller information sets than others. The algorithm generates the solution in the form of k_t+1 =...

Persistent link: https://www.econbiz.de/10010290665

Solving Linear Rational Expectations Models with Lagged Expectations Quickly and Easily

Meyer-Gohde, Alexander - Sonderforschungsbereich 649: Ökonomisches Risiko, … - 2007

SFB 649 Discussion Paper 2007-069 Solving Linear Rational Expectations Models with Lagged … Rational Expectations Models with Lagged Expectations Quickly and Easily Alexander Meyer-Gohde Technische Universit¨at Berlin … classification: C32, C63 Keywords: Lagged expectations; linear rational expectations models; block tridiagonal; Generalized Schur …

Persistent link: https://www.econbiz.de/10005652767

A method to generate structural impulse-responses for measuring the effects of shocks in structural macro models

Beyer, Andreas; Farmer, Roger E. A. - 2006

rational expectations models. Our work differs fromstandard SVARs since we allow expectations of future variables to enter …

Persistent link: https://www.econbiz.de/10011604632

A method to generate structural impulse-responses for measuring the effects of shocks in structural macro models

Beyer, Andreas; Farmer, Roger E. A. - European Central Bank - 2006

rational expectations models. Our work differs fromstandard SVARs since we allow expectations of future variables to enter …

Persistent link: https://www.econbiz.de/10005816140

Comparing numerical methods for solving the competitive storage model

Gouel, Christophe - Département Sciences Sociales, Agriculture et … - 2013

This paper compares numerical methods for solving the competitive storage model. Because storage implies a nonnegativity constraint on stocks, the solution methods must be considered carefully. The model is solved using value function iteration and several projection approaches, including...

Persistent link: https://www.econbiz.de/10010780406

Comparing Numerical Methods for Solving the Competitive Storage Model

Gouel, Christophe - In: Computational Economics 41 (2013) 2, pp. 267-295

Persistent link: https://www.econbiz.de/10010866880