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Solving Nonlinear Rational Expectations Models: A Stochastic Equilibrium Model of Interest Rates

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Novales, Alfonso

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Abstract

The authors introduce, in this paper, a method for solving nonlinear quadratic Pareto problems. The method provides the analyst with a set of time series realizations for the variables in the economy. By obtaining a large number of these realizations, they can approximate the empirical distributions of a variety of statistics, which will give a detailed description of the model's properties. In particular, those statistics can be compared with the similar ones obtained from actual data, and different criteria for goodness of fit can be defined on the basis of these comparisons. Copyright 1990 by The Econometric Society.

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Article provided by Econometric Society in its journal Econometrica.

Volume (Year): 58 (1990)
Issue (Month): 1 (January)
Pages: 93-111
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Handle: RePEc:ecm:emetrp:v:58:y:1990:i:1:p:93-111

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  1. Fabio Canova & Eva Ortega, 1996. "Testing Calibrated General Equilibrium Models," Economics Working Papers 166, Department of Economics and Business, Universitat Pompeu Fabra. [Downloadable!]
  2. Phillip A. Braun & George M. Constantinides & Wayne E. Ferson, 1992. "Time Nonseparability in Aggregate Consumption: International Evidence," NBER Working Papers 4104, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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  3. Teresa García-Milá, 1990. "Un modelo dinámico con capital público y su estimación por simulación," Investigaciones Economicas, Fundación SEPI, vol. 14(3), pages 369-383, September. [Downloadable!]
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