A procedure for differentiating perfect-forsight-model reduced-form coefficients (Q1823602)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 4115810
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | A procedure for differentiating perfect-forsight-model reduced-form coefficients |
scientific article; zbMATH DE number 4115810 |
Statements
A procedure for differentiating perfect-forsight-model reduced-form coefficients (English)
0 references
1987
0 references
The author and \textit{G. Moore} [Econ. Lett. 17, 247-252 (1985)] presented an algorithm for computing solutions for linear perfect-foresight models. That algorithm computes the reduced form from a structual model. The present article augments the Anderson-Moore procedure to compute the first and second derivatives of the reduced form with respect to the structural-form parameters.
0 references
differentiating singular vectors
0 references
invariant space
0 references
algorithm
0 references
solutions for linear perfect-foresight models
0 references
Anderson-Moore procedure
0 references
first and second derivatives of the reduced form
0 references
structural-form
0 references
0.8313207626342773
0 references
0.772298276424408
0 references
0.7712973952293396
0 references
0.7423171401023865
0 references
