A simple and intuitive method to solve small rational expectations models

DOI10.1007/S00712-003-0026-XMaRDI QIDQ1762958zbMATH OpenOpenAlexFDO

Authors Martin Brunner, Holger Strulik

Publication date 11 February 2005

Published in Journal of Economics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s00712-003-0026-x

zbMATH Keywords

nonlinear dynamicssaddlepoint problemsstochastic economic growth

Mathematics Subject Classification ID

Minimax problems in mathematical programming (90C47) Economic growth models (91B62)

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• Solution of nonlinear rational expectations models with applications to finite-horizon life-cycle models of consumption
• Radner's cost-benefit analysis in the small: an equivalence result
• On the recursive saddle point method
• Saddlepoint Problems in Continuous Time Rational Expectations Models: A General Method and Some Macroeconomic Examples
• Small noise methods for risk-sensitive/robust economies
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• Solving non-linear models with saddle-path instabilities
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