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Solving Nonlinear Rational Expectations Models by Parameterized Expectations: Convergence to Stationary Solutions Author info | Abstract | Publisher info | Download info | Related research | Statistics Albert Marcet ()
David A. Marshall
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Paper provided by Department of Economics and Business, Universitat Pompeu Fabra in its series Economics Working Papers with number
76.
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Date of creation: Mar 1994Date of revision:
Handle: RePEc:upf:upfgen:76Contact details of provider: Web page: http://www.econ.upf.edu/
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References listed on IDEAS 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.: Marcet, Albert & Marimon, Ramon, 1992.
"Communication, commitment, and growth ,"
Journal of Economic Theory ,
Elsevier, vol. 58(2), pages 219-249, December.
[Downloadable!] (restricted)
Other versions:
Albert Marcet & Ramon Marimon, 1991.
"Communication, Commitment and Growth ,"
Economics Working Papers
1, Department of Economics and Business, Universitat Pompeu Fabra.
[Downloadable!] Albert Marcet & Ramon Marimon, 1992.
"Communication, commitment, and growth ,"
Discussion Paper / Institute for Empirical Macroeconomics
74, Federal Reserve Bank of Minneapolis.
[Downloadable!] Hansen, Lars Peter, 1982.
"Large Sample Properties of Generalized Method of Moments Estimators ,"
Econometrica ,
Econometric Society, vol. 50(4), pages 1029-54, July.
[Downloadable!] (restricted)
Marshall, David A, 1992.
" Inflation and Asset Returns in a Monetary Economy ,"
Journal of Finance ,
American Finance Association, vol. 47(4), pages 1315-42, September.
[Downloadable!] (restricted)
Duffie, Darrell & Singleton, Kenneth J, 1993.
"Simulated Moments Estimation of Markov Models of Asset Prices ,"
Econometrica ,
Econometric Society, vol. 61(4), pages 929-52, July.
[Downloadable!] (restricted)
Santos, Manuel S, 1991.
"Smoothness of the Policy Function in Discrete Time Economic Models ,"
Econometrica ,
Econometric Society, vol. 59(5), pages 1365-82, September.
[Downloadable!] (restricted)
Lucas, Robert E, Jr, 1978.
"Asset Prices in an Exchange Economy ,"
Econometrica ,
Econometric Society, vol. 46(6), pages 1429-45, November.
[Downloadable!] (restricted)
Townsend, Robert M, 1983.
"Forecasting the Forecasts of Others ,"
Journal of Political Economy ,
University of Chicago Press, vol. 91(4), pages 546-88, August.
[Downloadable!] (restricted)
Marimon, Ramon, 1989.
"Stochastic turnpike property and stationary equilibrium ,"
Journal of Economic Theory ,
Elsevier, vol. 47(2), pages 282-306, April.
[Downloadable!] (restricted)
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references Cited by : (explanations , 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.)
Lawrence J. Christiano & Jonas D.M. Fisher, 1997.
"Algorithms for solving dynamic models with occasionally binding constraints ,"
Working Paper
9711, Federal Reserve Bank of Cleveland.
[Downloadable!]
Other versions:
Lawrence J. Christiano & Jonas D. M. Fisher, 1994.
"Algorithms for solving dynamic models with occasionally binding constraints ,"
Staff Report
171, Federal Reserve Bank of Minneapolis.
[Downloadable!] Lawrence J. Christiano & Jonas D.M. Fisher, 1997.
"Algorithms for Solving Dynamic Models with Occasionally Binding Constraints ,"
NBER Technical Working Papers
0218, National Bureau of Economic Research, Inc.
Lawrence J. Christiano & Jonas D.M. Fisher, 1997.
"Algorithms for solving dynamic models with occasionally binding constraints ,"
Working Paper Series, Macroeconomic Issues
WP-97-15, Federal Reserve Bank of Chicago.
Lawrence J. Christiano & Jonas D.M. Fisher, 1994.
"Algorithms for solving dynamic models with occasionally binding constraints ,"
Working Paper Series, Macroeconomic Issues
94-6, Federal Reserve Bank of Chicago.
Christiano, Lawrence J. & Fisher, Jonas D. M., 2000.
"Algorithms for solving dynamic models with occasionally binding constraints ,"
Journal of Economic Dynamics and Control ,
Elsevier, vol. 24(8), pages 1179-1232, July.
[Downloadable!] (restricted) José V. Rodríguez Mora, 1995.
"Shared Knowledge ,"
Economics Working Papers
144, Department of Economics and Business, Universitat Pompeu Fabra.
[Downloadable!]
Alfonso Novales & Javier J. Pérez, 2002.
"Is it Worth Refining Linear Approximations to Non-Linear Rational Expectations Models? ,"
Economic Working Papers at Centro de Estudios Andaluces
E2002/15, Centro de Estudios Andaluces.
[Downloadable!]
Other versions: Teresa Garcia-Milà & Albert Marcet & Eva Ventura, 1995.
"Supply Side Interventions and Redistribution ,"
Economics Working Papers
115, Department of Economics and Business, Universitat Pompeu Fabra.
[Downloadable!]
Ilaski Barañano, 2001.
"Endogenous growth and economic fluctuations ,"
Investigaciones Economicas ,
Fundación SEPI, vol. 25(3), pages 515-541, September.
[Downloadable!]
Alexandre Dmitriev, 2006.
"Technological Transfers, Limited Commitment and Growth ,"
Computing in Economics and Finance 2006
248, Society for Computational Economics.
[Downloadable!]
Other versions: Arantza Gorostiaga, 2002.
"Should Fiscal Policy Be Di.erent in a Non-Competitive Framework? ,"
Economic Working Papers at Centro de Estudios Andaluces
E2002/11, Centro de Estudios Andaluces.
[Downloadable!]
Other versions:
Arantza Gorostiaga, 2003.
"Should Fiscal Policy be different in a Non-Competitive Framework? ,"
DFAEII Working Papers
200228, University of the Basque Country - Department of Foundations of Economic Analysis II.
[Downloadable!] Gorostiaga, Arantza, 2003.
"Should fiscal policy be different in a non-competitive framework? ,"
Journal of Monetary Economics ,
Elsevier, vol. 50(6), pages 1311-1331, September.
[Downloadable!] (restricted) Michael Creel, 2008.
"Using Parallelization to Solve a Macroeconomic Model: A Parallel Parameterized Expectations Algorithm ,"
Computational Economics ,
Springer, vol. 32(4), pages 343-352, November.
[Downloadable!] (restricted)
Wilfredo Leiva Maldonado & Benar Fux Svaiter, 2001.
"On the accuracy of the estimated policy function using the Bellman contraction method ,"
Economics Bulletin ,
Economics Bulletin, vol. 3, pages 1-8.
[Downloadable!]
Other versions: Javier J. Pérez, 2001.
"A Log-linear Homotopy Approach to Initialize the Parameterized Expectations Algorithm ,"
Economic Working Papers at Centro de Estudios Andaluces
E2001/02, Centro de Estudios Andaluces.
[Downloadable!]
Other versions: Albert Marcet & Kenneth J. Singleton, 1990.
"Equilibrium Asset Prices and Savings of Heterogeneous Agents in the Presence of Incomplete Markets and Portfolio Constraints ,"
Economics Working Papers
319, Department of Economics and Business, Universitat Pompeu Fabra, revised Jul 1998.
[Downloadable!]
Other versions: Monique C. Ebell, 2000.
"Why Are Asset Returns more Volatile During Recessions? A Theoretical Examination ,"
Econometric Society World Congress 2000 Contributed Papers
1554, Econometric Society.
[Downloadable!]
Albert Marcet & Thomas J. Sargent & Juha Seppala, 1996.
"Optimal Taxation without State-Contingent Debt ,"
Economics Working Papers
170, Department of Economics and Business, Universitat Pompeu Fabra, revised Oct 2001.
[Downloadable!]
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