A note on computing competitive equilibria in linear models

DOI10.1016/0165-1889(94)90073-6MaRDI QIDQ1309840zbMATH OpenOpenAlexFDO

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)

Review text

A nonrecursive method is described for computing recursive competitive equilibria in linear models.

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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

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(9)

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

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