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Solving linear rational expectations models with predictable structural changes

Cagliarini, Adam; Kulish, Mariano - In: The review of economics and statistics 95 (2013) 1, pp. 328-336

Persistent link: https://www.econbiz.de/10009732081

Solving linear rational expectations models with predictable structural changes

Cagliarini, Adam; Kulish, Mariano - 2008

Persistent link: https://www.econbiz.de/10003798283

Calibrating the equilibrium condition of a New Keynesian model with uncertainty

Kranz, Tobias - In: Review of economics 68 (2017) 2, pp. 117-151

Persistent link: https://www.econbiz.de/10011943970

Persistent stochastic shocks in a new Keynesian model with uncertainty

Kranz, Tobias - 2016

AR(1) processes, I examine the results by numerical simulation. First, I derive a reduced-form solution for the nominal …

Persistent link: https://www.econbiz.de/10011479496

Stochastic Gradient Versus Recursive Least Squares Learning

Slobodyan, Sergey - 2008

In this paper, we perform an in - depth investigation of relative merits of two adaptive learning algorithms with constant gain, Recursive Least Squares (RLS) and Stochastic Gradient (SG), using the Phelps model of monetary policy as a testing ground. The behavior of the two learning algorithms...

Persistent link: https://www.econbiz.de/10012724434