The linearisation and optimal control of large nonlinear rational expectations models by persistent excitation

DOI10.1007/s10614-006-9043-5zbMath1153.91650OpenAlexW2021863950MaRDI QIDQ857744

Luisa Corrado, Sean Holly

Publication date: 20 December 2006

Published in: Computational Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10614-006-9043-5

Mathematics Subject Classification ID

Economic time series analysis (91B84) Applications of optimal control and differential games (49N90) Linear systems in control theory (93C05) Macroeconomic theory (monetary models, models of taxation) (91B64) Economic growth models (91B62)

Related Items (1)

On the usefulness of persistent excitation in ARX adaptive tracking

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