Solution and Maximum Likelihood Estimation of Dynamic Nonlinear Rational Expectations Models
From MaRDI portal
Cited in
(55)- The Gauss-Seidel-quasi-Newton method: a hybrid algorithm for solving dynamic economic models
- Testing a model of the UK by the method of indirect inference
- The use of interval arithmetic in solving a non-linear rational expectation based multiperiod output-inflation process model: the case of the IN/GB method
- Full-versus limited-information estimation of a rational-expectations model. Some numerical comparisons
- Iterative techniques for solving simultaneous equation systems: A view from the economics literature
- Efficient solution techniques for linear and nonlinear rational expectations models
- A robust method for simulating forward-looking models
- Estimating limited-dependent rational expectations models with an application to exchange rate determination in a target zone
- Krylov methods for solving models with forward-looking variables
- An algorithm competition: First-order iterations versus Newton-based techniques
- An alternative methodology for solving nonlinear forward-looking models
- Checking for saddlepoint stability: An easy test
- Quasi-rational expectations, an alternative to fully rational expectations: An application to US beef cattle supply
- Adaptive control in the presence of time-varying parameters
- Maximum likelihood estimation of the nonlinear rational expectations asset pricing model
- Sparse direct methods for model simulation
- Stochastic policy design in a learning environment with rational expectations.
- The parametric path method: an alternative to Fair--Taylor and L--B--J for solving perfect foresight models.
- Bounded price variation models with rational expectations and price risk
- A distributed block approach to solving near-block-diagonal systems with an application to a large macroeconometric model
- Inequality and economic growth in the UK
- Monetary policy strategies for the European Central Bank
- Multiple credit constraints and time-varying macroeconomic dynamics
- Supply-side policy and economic growth: a case study of the UK
- Debt hangover in the aftermath of the Great Recession
- Forward-looking variables in deterministic control
- Banking and the macroeconomy in China: a banking crisis deferred?
- Semi-global solutions to DSGE models: perturbation around a deterministic path
- Inexact Newton methods for model simulation
- Nonlinear and stable perturbation-based approximations
- Parameter estimation of macroeconomic systems under rational expectations
- Expectations, learning and empirical macroeconomic models
- Small noise methods for risk-sensitive/robust economies
- Parallel algorithm for calculating general equilibrium in multiregion economic growth models
- Block Jacobi Preconditioning for Solving Dynamic General Equilibrium Models
- The extended perturbation method: With applications to the New Keynesian model and the zero lower bound
- A simple but powerful simulated certainty equivalent approximation method for dynamic stochastic problems
- When is government debt accumulation optimal in a liquidity trap?
- Solving stochastic optimization models with learning and rational expectations
- Monetary policy games with broad money targets
- On automation, labor reallocation and welfare
- Dynamic perturbation
- Sentiment-driven speculation in financial markets with heterogeneous beliefs: a machine learning approach
- Odyssean forward guidance in normal times
- Market power, inequality, and financial instability
- Private versus social responses to a pandemic
- ``Write your model almost as you would on paper and Michel will take care of the rest! Michel Juillard's contribution to macroeconomics in historical perspective
- Stochastic extended path
- Simulation estimation of time-series models
- Testing nonnested Euler conditions with quadrature-based methods of approximation
- Feedback approximation of the stochastic growth model by genetic neural networks
- A classification system for economic stochastic control models
- Stochastic control for economic models: past, present and the paths ahead
- Trade elasticity of substitution and equilibrium dynamics
- New Keynesian versus old Keynesian government spending multipliers
This page was built for publication: Solution and Maximum Likelihood Estimation of Dynamic Nonlinear Rational Expectations Models
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3664274)
