On stochastic simulation of forward-looking models

DOI10.1023/B:CSEM.0000049452.14102.BCMaRDI QIDQ1768388zbMATH OpenOpenAlexFDO

Authors Dag Olaf Kolsrud

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.0000049452.14102.bc

zbMATH Keywords

parameter uncertaintyrational expectationssimultaneous equation systemstochastic simulation

Mathematics Subject Classification ID

Stochastic processes (60G99) Macroeconomic theory (monetary models, models of taxation) (91B64)

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