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Computing the steady state of linear quadratic optimization models with rational expectations

  • Amman, Hans M.
  • Kendrick, David A.

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File URL: http://www.sciencedirect.com/science/article/B6V84-3WPP92G-8/2/411e504f0f35e30c81f5020bf0641973
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Article provided by Elsevier in its journal Economics Letters.

Volume (Year): 58 (1998)
Issue (Month): 2 (February)
Pages: 185-191

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Handle: RePEc:eee:ecolet:v:58:y:1998:i:2:p:185-191
Contact details of provider: Web page: http://www.elsevier.com/locate/ecolet

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  1. repec:dgr:uvatin:19970102 is not listed on IDEAS
  2. Hans M. Amman & David A. Kendrick, 1997. "Linear Quadratic Optimization for Models with Rational Expectations," CARE Working Papers 9708, The University of Texas at Austin, Center for Applied Research in Economics.
  3. Amman, Hans M. & Neudecker, Heinz, 1997. "Numerical solutions of the algebraic matrix Riccati equation," Journal of Economic Dynamics and Control, Elsevier, vol. 21(2-3), pages 363-369.
  4. Ray C. Fair & John B. Taylor, 1980. "Solution and Maximum Likelihood Estimation of Dynamic Nonlinear RationalExpectations Models," NBER Technical Working Papers 0005, National Bureau of Economic Research, Inc.
  5. Hans M. Amman & David A. Kendrick, . "Computational Economics," Online economics textbooks, SUNY-Oswego, Department of Economics, number comp1, September.
  6. 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.
  7. Hans M. Amman & David A. Kendrick & Heinz Neudecker, 1994. "Numerical Steady State Solutions for Nonlinear Dynamic Optimization Models," CARE Working Papers 9503, The University of Texas at Austin, Center for Applied Research in Economics.
  8. 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.
  9. 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.
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