Linear rational-expectations models with lagged expectations: a synthetic method
DOI10.1016/J.JEDC.2010.01.002zbMATH Open1202.91227OpenAlexW2068878678MaRDI QIDQ964568FDOQ964568
Authors: Alexander Meyer-Gohde 
Publication date: 22 April 2010
Published in: Journal of Economic Dynamics and Control (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jedc.2010.01.002
Recommendations
- LINEAR-QUADRATIC OPTIMIZATION FOR MODELS WITH RATIONAL EXPECTATIONS
- Methods of solution for dynamic rational expectations models: A survey
- An eigenvalue method of undetermined coefficients for solving linear rational expectations models
- On the solution of the linear rational expectations model with multiple lags.
- Solutions to linear rational expectations models: a compact exposition
likelihood estimationsticky priceslagged expectationslinear rational-expectations modelssticky information
Bayesian inference (62F15) Macroeconomic theory (monetary models, models of taxation) (91B64) Statistical methods; economic indices and measures (91B82) Dynamic stochastic general equilibrium theory (91B51)
Cites Work
- Solving linear rational expectations models
- Title not available (Why is that?)
- Title not available (Why is that?)
- Using simulation methods for bayesian econometric models: inference, development,and communication
- Monetary Policy Rules and Macroeconomic Stability: Evidence and Some Theory*
- Bayesian Analysis of DSGE Models
- Title not available (Why is that?)
- Solving dynamic equilibrium models by a method of undetermined coefficients
- A linear algebraic procedure for solving linear perfect foresight models
- The Solution of Linear Difference Models under Rational Expectations
- Sticky Information versus Sticky Prices: A Proposal to Replace the New Keynesian Phillips Curve
- An eigenvalue method of undetermined coefficients for solving linear rational expectations models
- Using the generalized Schur form to solve a multivariate linear rational expectations model
- Solving linear rational expectations models: A horse race
- The Levinson Algorithm and Its Applications in Time Series Analysis
- Evaluating the sample likelihood of linearized DSGE models without the use of the Kalman filter
- A reliable and computationally efficient algorithm for imposing the saddle point property in dynamic models
- Block Toeplitz Matrix Inversion
- Title not available (Why is that?)
Cited In (5)
- How well does sticky information explain the dynamics of inflation, output, and real wages?
- Solving DSGE models with a nonlinear moving average
- Title not available (Why is that?)
- Estimating Intertemporal Allocation Parameters using Synthetic Residual Estimation
- Solving and estimating linearized DSGE models with VARMA shock processes and filtered data
Uses Software
This page was built for publication: Linear rational-expectations models with lagged expectations: a synthetic method
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q964568)
