Extensions of linearization to large econometric models with rational expectations

DOI10.1016/0898-1221(89)90113-2MaRDI QIDQ1823833zbMATH OpenOpenAlexFDO

Authors Nicos Christodoulakis

Publication date 1989

Published in Computers & Mathematics with Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0898-1221(89)90113-2

zbMATH Keywords

rational expectationslinear approximationspolicy designlarge-scale macroeconomic modelsunstable nonlinear models

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Economic growth models (91B62)

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Cites work

• Fast projection methods for minimal design problems in linear system theory
• Irreducible Realizations and the Degree of a Rational Matrix
• Multiple Shooting in Rational Expectations Models
• Principal component analysis in linear systems: Controllability, observability, and model reduction
• The Solution of Linear Difference Models under Rational Expectations

Cited in

(7)

• scientific article; zbMATH DE number 3862301 (Why is no real title available?)
• The design of economic policy under model uncertainty
• scientific article; zbMATH DE number 3976178 (Why is no real title available?)
• The linearisation and optimal control of large nonlinear rational expectations models by persistent excitation
• Kalman filter approach to solution of rational expectations models
• Generalized Least Squares Estimation of Linear Models Containing Rational Future Expectations
• Log-linearization of stochastic economic models†

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