Solving linear rational expectations models
From MaRDI portal
Recommendations
- Saddlepoint Problems in Continuous Time Rational Expectations Models: A General Method and Some Macroeconomic Examples
- Solutions to linear rational expectations models: a compact exposition
- The linear systems approach to linear rational expectations models
- The solution of time-varying linear rational expectations models and the role of terminal conditions
- Solving generalized multivariate linear rational expectations models
Cited in
(only showing first 100 items - show all)- Assessing Markov chain approximations: a minimal econometric approach
- Solution algorithm to a class of monetary rational equilibrium macromodels with optimal monetary policy design
- A nonlinear stochastic growth model on discrete time domains
- Sunspot-driven fat tails: a note
- Risk sensitive linear approximations
- Macroeconomic performance of European Union's small open economies during the COVID-19 pandemic
- WHAT WE DON'T KNOW ABOUT THE MONETARY TRANSMISSION MECHANISM AND WHY WE DON'T KNOW IT
- Iterative refinement of the QZ decomposition for solving linear DSGE models
- Bayesian Analysis of DSGE Models
- Does a unique solution exist for a nonlinear rational expectation equation with zero lower bound?
- LINEAR-QUADRATIC OPTIMIZATION FOR MODELS WITH RATIONAL EXPECTATIONS
- Monetary policy switching and indeterminacy
- The structure of ARMA solutions to a general linear model with rational expectations
- Solving non-linear models with saddle-path instabilities
- DSGE models with Student-t errors
- Quasi-Bayesian estimation of time-varying volatility in DSGE models
- Consumer misperceptions, uncertain fundamentals, and the business cycle
- Equilibria under monetary and fiscal policy interactions in a portfolio choice model
- Computing sunspot equilibria in linear rational expectations models
- A solution method for linear rational expectation models under imperfect information
- Solving linear rational expectations models in the presence of structural change: some extensions
- Global identification of linearized DSGE models
- On the solution of the linear rational expectations model with multiple lags.
- Solving generalized multivariate linear rational expectations models
- Time to enter and business cycles
- The butterfly effect of small open economies
- Pseudospectral methods for continuous-time heterogeneous-agent models
- Likelihood ratio testing in linear state space models: an application to dynamic stochastic general equilibrium models
- The New Keynesian monetary model: does it show the comovement between GDP and inflation in the U.S.?
- An improved solution technique for large economic models with consistent expectations
- Fifth-order perturbation solution to DSGE models
- Solution of macromodels with Hansen-Sargent robust policies: some extensions
- Bayesian forecasting with small and medium scale factor-augmented vector autoregressive DSGE models
- Aggregation Over Time and the Inverse Optimal Predictor Problem for Adaptive Expectations in Continuous Time
- Learning about banks' net worth and the slow recovery after the financial crisis
- Solving and estimating indeterminate DSGE models
- Fitting observed inflation expectations
- Exact likelihood computation for nonlinear DSGE models with heteroskedastic innovations
- Financial shocks and the maturity of the monetary policy rate
- The linearisation and optimal control of large nonlinear rational expectations models by persistent excitation
- scientific article; zbMATH DE number 3941216 (Why is no real title available?)
- Confronting model misspecification in macroeconomics
- The solution of time-varying linear rational expectations models and the role of terminal conditions
- Geometric and long run aspects of Granger causality
- Confounding dynamics
- Mitigation of the Lucas critique with stochastic control methods
- The Symmetric Linear Rational Expectations Model
- Second-order approximation of dynamic models without the use of tensors
- Identifiability of structural singular vector autoregressive models
- A linear algebraic procedure for solving linear perfect foresight models
- Solving DSGE models with a nonlinear moving average
- Solvability of perturbation solutions in DSGE models
- Recursive solution methods for dynamic linear rational expectations models
- Model identification of closed economy with rational expectations
- Determinacy and classification of Markov-switching rational expectations models
- Evaluating the forecasting power of an open-economy DSGE model when estimated in a data-rich environment
- The origins and effects of macroeconomic uncertainty
- Minimal state variable solutions to Markov-switching rational expectations models
- Stochastic control for economic models: past, present and the paths ahead
- Computing second-order-accurate solutions for rational expectation models using linear solution methods
- The long-run Taylor principle revisited
- Rational Expectations Models and Bounded Memory
- On the statistical identification of DSGE models
- Commitment issues: does the fed have an inflation incentive to commit?
- Computing the steady state of linear quadratic optimization models with rational expectations
- Stochastic policy design in a learning environment with rational expectations.
- Linear rational-expectations models with lagged expectations: a synthetic method
- Solving DSGE models with perturbation methods and a change of variables
- Tailored randomized block MCMC methods with application to DSGE models
- Bayesian estimation of DSGE models: identification using a diagnostic indicator
- Determinacy in linear rational expectations models
- A system reduction method to efficiently solve DSGE models
- A method for solving general equilibrium models with incomplete markets and many financial assets
- A sufficient condition for the existence and the uniqueness of a solution in macroeconomic models with perfect foresight
- scientific article; zbMATH DE number 3876449 (Why is no real title available?)
- Great recession, slow recovery and muted fiscal policies in the US
- DSGE pileups
- Three types of robust Ramsey problems in a linear-quadratic framework
- Semi-global solutions to DSGE models: perturbation around a deterministic path
- Comparing solution methods for dynamic equilibrium economies
- Real-time forecast evaluation of DSGE models with stochastic volatility
- A Bayesian approach to dynamic macroeconomics
- scientific article; zbMATH DE number 3913518 (Why is no real title available?)
- The spectral approach to linear rational expectations models
- A classification system for economic stochastic control models
- Dynamics of fiscal financing in the United States
- Precision-based sampling for state space models that have no measurement error
- Gensys
- A MATLAB solver for nonlinear rational expectations models
- Estimation of nonlinear DSGE models through Laplace based solutions
- DOES MONETARY POLICY GENERATE RECESSIONS?
- Equilibrium determinacy with behavioral expectations
- Analysing DSGE models with global sensitivity analysis
- Long-term interest rates, risk premia and unconventional monetary policy
- Learnability and equilibrium selection under indeterminacy
- Two-sided learning and short-run dynamics in a New Keynesian model of the economy
- Solving and analyzing DSGE models in the frequency domain
- Keynesian economics without the Phillips curve
- On the stability of Calvo-style price-setting behavior
- The zero lower bound, the dual mandate, and unconventional dynamics
This page was built for publication: Solving linear rational expectations models
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1863711)
