Stationary uncertainty frontiers in macroeconometric models and existence and uniqueness of solutions to matrix Riccati equations

DOI10.1016/0165-1889(87)90026-1zbMath0656.90023OpenAlexW2065413405MaRDI QIDQ1110438

Cuong Le Van

Publication date: 1987

Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0165-1889(87)90026-1

zbMATH Keywords

matrix Riccati equationsdynamic macroeconometric modelsleast positive semi-definite covariance matricesoptimal stationary non- singular policiesstable feedback controlsstationary uncertainty frontiers

Mathematics Subject Classification ID

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

Related Items

An improved algorithm to solve a discrete matrix Riccati equation

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