A robust method for simulating forward-looking models
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Publication:1128628
DOI10.1016/S0165-1889(97)00081-XzbMATH Open0899.90019MaRDI QIDQ1128628FDOQ1128628
Authors: S. H. Smith 
Publication date: 13 August 1998
Published in: Journal of Economic Dynamics and Control (Search for Journal in Brave)
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Cites Work
- Title not available (Why is that?)
- The Solution of Linear Difference Models under Rational Expectations
- Solution and Maximum Likelihood Estimation of Dynamic Nonlinear Rational Expectations Models
- Saddlepoint Problems in Continuous Time Rational Expectations Models: A General Method and Some Macroeconomic Examples
- Title not available (Why is that?)
- Efficient solution techniques for linear and nonlinear rational expectations models
- Simple reordering techniques for expanding the convergence radius of first-order iterative techniques
- A robust method for simulating forward-looking models
Cited In (10)
- Inflation targeting with NAIRU uncertainty and endogenous policy credibility
- The U. S. Phillips curve: The case for asymmetry
- A Newton's algorithm for solving multicountry econometric models
- The parametric path method: an alternative to Fair--Taylor and L--B--J for solving perfect foresight models.
- A robust method for simulating forward-looking models
- On stochastic simulation of forward-looking models
- Smart forward shooting
- Fiscal deficits and current account deficits
- A higher-order Taylor approach to simulation of stochastic forward-looking models with an application to a nonlinear Phillips curve model
- An alternative methodology for solving nonlinear forward-looking models
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