Checking for saddlepoint stability: An easy test

DOI10.1007/BF00119478MaRDI QIDQ1362861zbMATH OpenFDO

Authors R. Boucekkine, Cuong Le Van

Publication date 7 August 1997

Published in Computational Economics (Search for Journal in Brave)

zbMATH Keywords

rational expectations modelsheuristic sensitivity testssaddlepoint stability

Mathematics Subject Classification ID

Economic growth models (91B62)

Recommendations

• A simple and intuitive method to solve small rational expectations models
• Stochastic saddlepoint systems
• Solving non-linear models with saddle-path instabilities
• Theoretical tests of the rational expectations hypothesis in economic dynamical models

Cites work

• scientific article; zbMATH DE number 52448 (Why is no real title available?)
• scientific article; zbMATH DE number 3473182 (Why is no real title available?)
• Solution and Maximum Likelihood Estimation of Dynamic Nonlinear Rational Expectations Models
• The Solution of Linear Difference Models under Rational Expectations

Cited in

(2)

• Policy reforms and growth in computable OLG economies.
• An alternative methodology for solving nonlinear forward-looking models

This page was built for publication: Checking for saddlepoint stability: An easy test

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1362861)