A robust method for simulating forward-looking models

DOI10.1016/S0165-1889(97)00081-XMaRDI QIDQ1128628zbMATH OpenFDO

Authors S. H. Smith

Publication date 13 August 1998

Published in Journal of Economic Dynamics and Control (Search for Journal in Brave)

zbMATH Keywords

linear modelsNewton algorithmforward-looking expectations

Mathematics Subject Classification ID

Economic growth models (91B62)

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Cites work

• scientific article; zbMATH DE number 48313 (Why is no real title available?)
• scientific article; zbMATH DE number 236854 (Why is no real title available?)
• A robust method for simulating forward-looking models
• Efficient solution techniques for linear and nonlinear rational expectations models
• Saddlepoint Problems in Continuous Time Rational Expectations Models: A General Method and Some Macroeconomic Examples
• Simple reordering techniques for expanding the convergence radius of first-order iterative techniques
• Solution and Maximum Likelihood Estimation of Dynamic Nonlinear Rational Expectations Models
• The Solution of Linear Difference Models under Rational Expectations

Cited in

(10)

• Inflation targeting with NAIRU uncertainty and endogenous policy credibility
• A Newton's algorithm for solving multicountry econometric models
• The U. S. Phillips curve: The case for asymmetry
• 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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