# Multi-Step Perturbation Solution of Nonlinear Rational Expectations Models

## Author

## Abstract

## Suggested Citation

**Multi-Step Perturbation Solution of Nonlinear Rational Expectations Models**," Computing in Economics and Finance 2006 139, Society for Computational Economics.

*RePEc:sce:scecfa:139*

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## Other versions of this item:

- Baoline Chen & Peter A. Zadrozny, 2005.
"
**Multi-Step Perturbation Solution of Nonlinear Rational Expectations Models**," Computing in Economics and Finance 2005 254, Society for Computational Economics.

## References listed on IDEAS

- Baoline Chen & Peter A. Zadrozny, 2003.
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**Higher-Moments in Perturbation Solution of the Linear-Quadratic Exponential Gaussian Optimal Control Problem**," Computational Economics, Springer;Society for Computational Economics, vol. 21(1_2), pages 45-64, February.- Baoline Chen & Peter Zadrozny, 2003.
"
**Higher-Moments in Perturbation Solution of the Linear-Quadratic Exponential Gaussian Optimal Control Problem**," Computational Economics, Springer;Society for Computational Economics, vol. 21(1), pages 45-64, February.

- Baoline Chen & Peter Zadrozny, 2003.
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- Zadrozny, Peter A., 1998.
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**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. - Peter A. Zadrozny & Baoline Chen, 1999.
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**Perturbation Solution of Nonlinear Rational Expectations Models**," Computing in Economics and Finance 1999 334, Society for Computational Economics.

**Full references**(including those not matched with items on IDEAS)

## More about this item

### Keywords

solving dynamic stochastic equilibrium models; 4th-order approximation;### JEL classification:

**C51**- Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Construction and Estimation**C63**- Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - Computational Techniques**C68**- Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - Computable General Equilibrium Models

### NEP fields

This paper has been announced in the following NEP Reports:- NEP-ALL-2006-07-15 (All new papers)
- NEP-DGE-2006-07-15 (Dynamic General Equilibrium)

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