A MATLAB solver for nonlinear rational expectations models

DOI10.1007/S10614-005-1784-ZMaRDI QIDQ1020519zbMATH OpenOpenAlexFDO

Authors Paul L. Fackler

Publication date 29 May 2009

Published in Computational Economics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10614-005-1784-z

zbMATH Keywords

rational expectationsprojection methods

Mathematics Subject Classification ID

Macroeconomic theory (monetary models, models of taxation) (91B64) Economics of information (91B44) Computational methods for problems pertaining to game theory, economics, and finance (91-08)

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Cites work

• scientific article; zbMATH DE number 1241609 (Why is no real title available?)
• scientific article; zbMATH DE number 1873658 (Why is no real title available?)
• Solving linear rational expectations models

Cited in

(1)

• Solving rational-expectations models through the Anderson-Moore algorithm: An introduction to the MATLAB implementation

Describes a project that uses

Uses Software

• RECS
• Gensys
• CompEcon
• Matlab

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