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  • Search: subject:"multiplicative ergodic theorem"
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Year of publication
Subject
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Lyapunov exponents 2 multiplicative ergodic theorem 2 time-varying rational expectations models 2 New Keynesian model 1 Taylor rule 1 random dynamical systems 1
Online availability
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Free 2
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Book / Working Paper 2
Type of publication (narrower categories)
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Working Paper 2
Language
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English 2
Author
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Neusser, Klaus 2
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Discussion Papers 2
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EconStor 2
Showing 1 - 2 of 2
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The New Keynesian model with stochastically varying policies
Neusser, Klaus - 2018
The Multiplicative Ergodic Theorem provides a novel general methodology to analyze rational expectations models with …
Persistent link: https://www.econbiz.de/10012112064
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Time-varying rational expectations models: Solutions, stability, numerical implementation
Neusser, Klaus - 2017
While rational expectations models with time-varying (random) coefficients have gained some esteem, the understanding of their dynamic properties is still in its infancy. The paper adapts results from the theory of random dynamical systems to solve and analyze the stability of rational...
Persistent link: https://www.econbiz.de/10012112101
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