A note on computing competitive equilibria in linear models

DOI10.1016/0165-1889(94)90073-6zbMATH Open0787.90009OpenAlexW2086556458MaRDI 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

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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)

Cites Work

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

Cited In (9)

• A note on computing competitive equilibria in linear models
• Title not available (Why is that?)
• Computing minimal state space recursive equilibrium in OLG models with stochastic production
• 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
• Tests for bounded rationality with a linear dynamic model distorted by heterogeneous expectations
• 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

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