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Quelques idées simples pour la simulation stochastique des modèles non-linéaires à anticipations rationnelles et méthodes de validation

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  • Boucekkine, Raouf

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  • Boucekkine, Raouf, 1992. "Quelques idées simples pour la simulation stochastique des modèles non-linéaires à anticipations rationnelles et méthodes de validation," CEPREMAP Working Papers (Couverture Orange) 9215, CEPREMAP.
    • Handle: RePEc:cpm:cepmap:9215
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    References listed on IDEAS

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    1. Tauchen, George & Hussey, Robert, 1991. "Quadrature-Based Methods for Obtaining Approximate Solutions to Nonlinear Asset Pricing Models," Econometrica, Econometric Society, vol. 59(2), pages 371-396, March.
    2. Ingram, Beth Fisher, 1990. "Equilibrium Modeling of Asset Prices: Rationality versus Rules of Thumb," Journal of Business & Economic Statistics, American Statistical Association, vol. 8(1), pages 115-125, January.
    3. Sims, Christopher A, 1990. "Solving the Stochastic Growth Model by Backsolving with a Particular Nonlinear Form for the Decision Rule," Journal of Business & Economic Statistics, American Statistical Association, vol. 8(1), pages 45-47, January.
    4. Albert Marcet, 1991. "Solving non-linear stochastic models by parameterizing expectations: An application to asset pricing with production," Economics Working Papers 5, Department of Economics and Business, Universitat Pompeu Fabra.
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