A note on computing competitive equilibria in linear models

DOI10.1016/0165-1889(94)90073-6zbMATH0787.90009OpenAlexW2086556458MaRDI QIDQ1309840FDOQ1309840

Authors Ellen R. McGrattan

Publication date 2 January 1994

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

Full work available at URL https://doi.org/10.1016/0165-1889(94)90073-6

zbMATH Keywords

linear modelsnonrecursive methodrecursive competitive equilibria

Mathematics Subject Classification ID

Applications of mathematical programming (90C90) Special types of economic equilibria (91B52) Economic growth models (91B62)

Recommendations

• scientific article; zbMATH DE number 1225271
• Polyhedral complementarity algorithms for searching an equilibrium in linear models of competitive economy
• scientific article; zbMATH DE number 1444521
• Computation of economic equilibria by a sequence of linear complementarity problems
• Computing Cournot-Nash Equilibria
• An algorithm for the search of equilibrium in a linear exchange model
• On an algorithm for finding equilibrium in a linear exchange model with fixed budgets
• Algorithmic Applications in Management
• scientific article; zbMATH DE number 6285667
• Computation of a large-scale competitive equilibrium through optimization

Cites work

• A note on computing competitive equilibria in linear models
• Investment Under Uncertainty
• The Solution of Linear Difference Models under Rational Expectations
• Time to Build and Aggregate Fluctuations

Cited in

(9)

• On non-existence of Markov equilibria in competitive-market economies
• Optimal experimentation and the perturbation method in the neighborhood of the augmented linear regulator problem
• Computational Experience in Solving Equilibrium Models by a Sequence of Linear Complementarity Problems
• Numerical solutions of the algebraic matrix Riccati equation
• Solving stochastic optimization models with learning and rational expectations
• Tests for bounded rationality with a linear dynamic model distorted by heterogeneous expectations
• A note on computing competitive equilibria in linear models
• Computing minimal state space recursive equilibrium in OLG models with stochastic production
• scientific article; zbMATH DE number 6285667 (Why is no real title available?)

This page was built for publication: A note on computing competitive equilibria in linear models

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1309840)