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Computing the Steady State of Linear Quadratic Optimization Models with Rational Expectations

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Author Info
Hans M. Amman () (Eco, U. of Amsterdam)
David A. Kendrick () (Eco, U. of Texas)

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Abstract

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Publisher Info
Paper provided by Center for Applied Research in Economics in its series Economics, University of Texas at Austin with number 9707.

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Length: 9 pages
Date of creation: Jul 1997
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Handle: RePEc:tex:carewp:9707

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Related research
Keywords: Macroeconomics; Rational Expectations; stochastic optimization; numerical experiments;

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Find related papers by JEL classification:
C63 - Mathematical and Quantitative Methods - - Mathematical Methods and Programming - - - Computational Techniques
E61 - Macroeconomics and Monetary Economics - - Macroeconomic Policy, Macroeconomic Aspects of Public Finance, and General Outlook - - - Policy Objectives; Policy Designs and Consistency; Policy Coordination

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Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:

  1. Hans M. Amman & David A. Kendrick, 1997. "Linear Quadratic Optimization for Models with Rational Expectations," Economics, University of Texas at Austin 9708, Center for Applied Research in Economics. [Downloadable!]
    Other versions:
  2. Amman, Hans M. & Kendrick, David A. & Achath, Sudhakar, 1995. "Solving stochastic optimization models with learning and rational expectations," Economics Letters, Elsevier, vol. 48(1), pages 9-13, April. [Downloadable!] (restricted)
  3. Hans M. Amman & David A. Kendrick & Heinz Neudecker, 1994. "Numerical Steady State Solutions for Nonlinear Dynamic Optimization Models," Economics, University of Texas at Austin 9503, Center for Applied Research in Economics.
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  4. Ray C. Fair & John B. Taylor, 1980. "Solution and Maximum Likelihood Estimation of Dynamic Nonlinear Rational Expectations Models," Cowles Foundation Discussion Papers 564, Cowles Foundation, Yale University. [Downloadable!]
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  5. Fisher, P. G. & Holly, S. & Hughes Hallett, A. J., 1986. "Efficient solution techniques for dynamic non-linear rational expectations models," Journal of Economic Dynamics and Control, Elsevier, vol. 10(1-2), pages 139-145, June. [Downloadable!] (restricted)
  6. Hans M. Amman & David A. Kendrick, . "Computational Economics," Online economics textbooks, SUNY-Oswego, Department of Economics, number comp1, March. [Downloadable!]
  7. Blanchard, Olivier Jean & Kahn, Charles M, 1980. "The Solution of Linear Difference Models under Rational Expectations," Econometrica, Econometric Society, vol. 48(5), pages 1305-11, July. [Downloadable!] (restricted)
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  1. Hans M. Amman & David A. Kendrick, 1997. "Linear Quadratic Optimization for Models with Rational Expectations," Tinbergen Institute Discussion Papers 97-102/2, Tinbergen Institute. [Downloadable!]
    Other versions:
  2. Frank Hespeler, 2008. "Solution Algorithm to a Class of Monetary Rational Equilibrium Macromodels with Optimal Monetary Policy Design," Computational Economics, Springer, vol. 31(3), pages 207-223, April. [Downloadable!] (restricted)
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