Solving Linear Rational Expectations Models: A Horse Race
Download full text from publisher
As the access to this document is restricted, you may want to look for a different version below or search for a different version of it.
Other versions of this item:
- Gary S. Anderson, 2006. "Solving linear rational expectations models: a horse race," Finance and Economics Discussion Series 2006-26, Board of Governors of the Federal Reserve System (U.S.).
References listed on IDEAS
- Binder,M. & Pesaran,H.M., 1995.
"Multivariate Rational Expectations Models and Macroeconomic Modelling: A Review and Some New Results,"
Cambridge Working Papers in Economics
9415, Faculty of Economics, University of Cambridge.
- Michael Binder & M. Hashem Pesaran, 1994. "GAUSS and Matlab codes for Multivariate Rational Expectations Models and Macroeconometric Modelling: A Review and Some New Results," QM&RBC Codes 74, Quantitative Macroeconomics & Real Business Cycles.
- King, Robert G & Watson, Mark W, 1998. "The Solution of Singular Linear Difference Systems under Rational Expectations," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 39(4), pages 1015-1026, November.
- repec:cup:etheor:v:11:y:1995:i:2:p:229-57 is not listed on IDEAS
- Blanchard, Olivier Jean & Kahn, Charles M, 1980. "The Solution of Linear Difference Models under Rational Expectations," Econometrica, Econometric Society, vol. 48(5), pages 1305-1311, July.
- Anderson, Gary & Moore, George, 1985. "A linear algebraic procedure for solving linear perfect foresight models," Economics Letters, Elsevier, vol. 17(3), pages 247-252.
- Broze, Laurence & Gouriéroux, Christian & Szafarz, Ariane, 1995.
"Solutions of multivariate Rational Expectations Models,"
Cambridge University Press, vol. 11(02), pages 229-257, February.
- Broze, L. & Gourieroux, C. & Szafarz, A., 1995. "Solutions of multivariate rational expectations models," CORE Discussion Papers RP 1161, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Laurence Broze & Christian Gourieroux & Ariane Szafarz, 1995. "Solutions of Multivariate Rational Expectations Models," ULB Institutional Repository 2013/701, ULB -- Universite Libre de Bruxelles.
- Anderson, Gary S., 2010.
"A reliable and computationally efficient algorithm for imposing the saddle point property in dynamic models,"
Journal of Economic Dynamics and Control,
Elsevier, vol. 34(3), pages 472-489, March.
- Gary S. Anderson, 2010. "A reliable and computationally efficient algorithm for imposing the saddle point property in dynamic models," Finance and Economics Discussion Series 2010-13, Board of Governors of the Federal Reserve System (U.S.).
- Zadrozny, Peter A., 1998. "An eigenvalue method of undetermined coefficients for solving linear rational expectations models," Journal of Economic Dynamics and Control, Elsevier, vol. 22(8-9), pages 1353-1373, August.
More about this item
KeywordsLinear rational expectations; Blanchard–Kahn; Saddle point solution;
StatisticsAccess and download statistics
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:kap:compec:v:31:y:2008:i:2:p:95-113. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Sonal Shukla) or (Rebekah McClure). General contact details of provider: http://www.springer.com .
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
Please note that corrections may take a couple of weeks to filter through the various RePEc services.