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Análisis del Modelo de Expectativas Parametrizadas: evidencia empírica

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  • José Armin Ordoñez Castillo

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    Abstract

    En este artículo voy a traer algunos temas básicos en torno al Algoritmo de Expectativas Parametrizadas (PEA). Como sabe este modelo es aplicado en macroeconomía y por las personas que hacen reglas de política, quienes lo usan en la forma en que podrían resolver los modelos dinámicos estocástico no lineales, y obtienen una respuesta de crecimiento económico. Por esta razón, mostraré el punto de vista conceptual, matemático y el desarrollo de software que se hizo en este sentido por Den Haan and A. Marcet, A. Marcet and G Lorenzoni, and L. Maliar and S. Maliar, respectivamente. Los anteriores trabajaron en Matlab, utilizando los conceptos de la parametrización de las expectativas llegando a la ecuación de Euler la cual tiene en su lado derecho un polinomio a fin de que solo tenga todos los valores de las variables en el mismo período de tiempo (desarrollados en la parte matemática).

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    Bibliographic Info

    Paper provided by UN - RCE - CID in its series ECONOGRAFOS - ESCUELA DE ECONOMÍA with number 010035.

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    Length: 17
    Date of creation: 19 Sep 2012
    Date of revision:
    Handle: RePEc:col:000176:010035

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    Related research

    Keywords: Expectativas Racionales; Crecimiento; Modelos Dinámicos no lineales; Bandas Cambiarias; Software Matlab.;

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