Analytic derivatives for linear rational expectations models

DOI10.1023/B:CSEM.0000038894.78378.F1MaRDI QIDQ1768384zbMATH OpenOpenAlexFDO

Authors Andrew P. Blake

Publication date 15 March 2005

Published in Computational Economics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1023/b:csem.0000038894.78378.f1

zbMATH Keywords

coefficient optimization

Mathematics Subject Classification ID

Economic growth models (91B62) Stochastic models in economics (91B70)

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(7)

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• scientific article; zbMATH DE number 5251725 (Why is no real title available?)
• Optimal policy in Markov-switching rational expectations models

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