An alternative methodology for solving nonlinear forward-looking models

DOI10.1016/0165-1889(94)00800-WMaRDI QIDQ1349757zbMATH OpenOpenAlexFDO

Authors R. Boucekkine

Publication date 27 February 1997

Published in Journal of Economic Dynamics and Control (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0165-1889(94)00800-w

zbMATH Keywords

Computational techniquesExpectations

Mathematics Subject Classification ID

Economic growth models (91B62)

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Cites work

• Checking for saddlepoint stability: An easy test
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• Multiple Shooting in Rational Expectations Models
• Rational Expectations in Dynamic Linear Models: Analysis of the Solutions
• Solution and Maximum Likelihood Estimation of Dynamic Nonlinear Rational Expectations Models
• The Solution of Linear Difference Models under Rational Expectations

Cited in

(24)

• The Gauss-Seidel-quasi-Newton method: a hybrid algorithm for solving dynamic economic models
• The use of interval arithmetic in solving a non-linear rational expectation based multiperiod output-inflation process model: the case of the IN/GB method
• Krylov methods for solving models with forward-looking variables
• An algorithm competition: First-order iterations versus Newton-based techniques
• Optimal growth when tastes are inherited
• Growth and the relativity of satisfaction
• Capacity utilization and market power
• Sparse direct methods for model simulation
• Policy reforms and growth in computable OLG economies.
• The parametric path method: an alternative to Fair--Taylor and L--B--J for solving perfect foresight models.
• A distributed block approach to solving near-block-diagonal systems with an application to a large macroeconometric model
• Disinflationary booms?
• Inexact Newton methods for model simulation
• Fiscal and monetary policy interactions: a game theory approach
• A linear algebraic procedure for solving linear perfect foresight models
• A recursive forward simulation method for solving nonlinear rational expectations models
• A recursive forward simulation method for solving nonlinear rational expectations models
• The extended perturbation method: With applications to the New Keynesian model and the zero lower bound
• A simple but powerful simulated certainty equivalent approximation method for dynamic stochastic problems
• Solution to nonlinear MHDS arising from optimal growth problems
• Existence and stability analysis of implicit neutral switched Volterra Fredholm Hammerstein impulsive integro-delay dynamic system
• ``Write your model almost as you would on paper and Michel will take care of the rest! Michel Juillard's contribution to macroeconomics in historical perspective
• A computational general equilibrium model with vintage capital
• Trade elasticity of substitution and equilibrium dynamics

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