Solving Linear Rational Expectations Models with Predictable Structural Changes
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- Adam Cagliarini & Mariano Kulish, 2008. "Solving Linear Rational Expectations Models with Predictable Structural Changes," RBA Research Discussion Papers rdp2008-10, Reserve Bank of Australia.
References listed on IDEAS
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Cited by:
- Mariano Kulish & Adrian Pagan, 2017.
"Estimation and Solution of Models with Expectations and Structural Changes,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 32(2), pages 255-274, March.
- Mariano Kulish & Adrian Pagan, 2012. "Estimation and Solution of Models with Expectations and Structural Changes," RBA Research Discussion Papers rdp2012-08, Reserve Bank of Australia.
- Kulish, Mariano & Pagan, Adrian, 2014. "Estimation and Solution of Models with Expectations and Structural Changes," Dynare Working Papers 34, CEPREMAP.
- Mariano Kulish & Adrian Pagan, 2014. "Estimation and Solution of Models with Expectations and Structural Changes," CAMA Working Papers 2014-15, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
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- Christophe Cahn & Julien Matheron & Jean‐Guillaume Sahuc, 2017.
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- Christophe Cahn & Julien Matheron & Jean-Guillaume Sahuc, 2017. "Assessing the Macroeconomic Effects of LTROs During the Great Recession," Post-Print hal-01612698, HAL.
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- Jones, Callum & Kulish, Mariano, 2013.
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- Andrew Binning & Junior Maih, 2017.
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- Kulish, Mariano & Morley, James & Robinson, Tim, 2017.
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Journal of Monetary Economics, Elsevier, vol. 88(C), pages 35-49.
- Mariano Kulish & James Morley & Tim Robinson, 2016. "Estimating DSGE models with Zero Interest Rate Policy," Discussion Papers 2014-32B, School of Economics, The University of New South Wales.
- Luis Uzeda & Callum Jones, 2013. "Detection of anticipated structural changes in a rational expectations environment," Applied Economics Letters, Taylor & Francis Journals, vol. 20(14), pages 1322-1327, September.
- Mariano Kulish & James Morley & Tim Robinson, 2014.
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- Mariano Kulish & James Morley & Tim Robinson, 2014. "Estimating the expected duration of the zero lower bound in DSGE models with forward guidance," Discussion Papers 2014-32, School of Economics, The University of New South Wales.
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More about this item
Keywords
linear stochastic rational expectations models; structural changes;JEL classification:
- C62 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - Existence and Stability Conditions of Equilibrium
- C63 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - Computational Techniques
- E17 - Macroeconomics and Monetary Economics - - General Aggregative Models - - - Forecasting and Simulation: Models and Applications
- E47 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Forecasting and Simulation: Models and Applications
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