Implementing optimal control in cointegrated I(1) structural VAR models
JEL Classification: C32, C61, E52
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- Lars Peter Hansen & Ellen R. McGrattan & Thomas J. Sargent, 1994.
"Mechanics of forming and estimating dynamic linear economies,"
182, Federal Reserve Bank of Minneapolis.
- Anderson, Evan W. & McGrattan, Ellen R. & Hansen, Lars Peter & Sargent, Thomas J., 1996. "Mechanics of forming and estimating dynamic linear economies," Handbook of Computational Economics, in: H. M. Amman & D. A. Kendrick & J. Rust (ed.), Handbook of Computational Economics, edition 1, volume 1, chapter 4, pages 171-252 Elsevier.
- Hans M. Amman & David A. Kendrick, . "Computational Economics," Online economics textbooks, SUNY-Oswego, Department of Economics, number comp1, March.
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