Linear rational-expectations models with lagged expectations: a synthetic method

DOI10.1016/j.jedc.2010.01.002zbMath1202.91227MaRDI QIDQ964568

Alexander Meyer-Gohde

Publication date: 22 April 2010

Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jedc.2010.01.002

zbMATH Keywords

likelihood estimation; sticky prices; lagged expectations; linear rational-expectations models; sticky information

Mathematics Subject Classification ID

62F15: Bayesian inference

91B64: Macroeconomic theory (monetary models, models of taxation)

91B82: Statistical methods; economic indices and measures

91B51: Dynamic stochastic general equilibrium theory

Related Items

How well does sticky information explain the dynamics of inflation, output, and real wages?, Solving and estimating linearized DSGE models with VARMA shock processes and filtered data, Solving DSGE models with a nonlinear moving average

Uses Software

• Uhlig Toolkit
• Gensys

Cites Work

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