The following pages link to (Q3795435):
Displayed 49 items.
- Another look at linear-quadratic optimization problems over time (Q673549) (← links)
- Periodic learning about a hidden state variable (Q690170) (← links)
- Periodic linear-quadratic methods for modeling seasonality (Q751463) (← links)
- A critique of the application of unit root tests (Q756342) (← links)
- Teaching computational economics in an applied economics program (Q816053) (← links)
- Feedback approximation of the stochastic growth model by genetic neural networks (Q853580) (← links)
- Front-running dynamics (Q936642) (← links)
- Stable sunspot solutions in models with predetermined variables (Q953767) (← links)
- Local robustness analysis: theory and application (Q956483) (← links)
- Optimal taxation in an RBC model: A linear-quadratic approach (Q959629) (← links)
- Time inconsistency in time-dependent team games (Q1184946) (← links)
- Seasonally and approximation errors in rational expectations models (Q1203073) (← links)
- Aggregation of linear dynamic microeconomic models (Q1300375) (← links)
- Chaotic dynamics in quasi-static systems: Theory and applications (Q1300408) (← links)
- Optimal properties of exponentially weighted forecasts in the presence of different information sources (Q1331519) (← links)
- A theory of optimal denominations for government liabilities (Q1341461) (← links)
- A simple model for study of the determination of the price level and the interaction of monetary and fiscal policy (Q1341498) (← links)
- Measuring business cycles with business-cycle models (Q1350461) (← links)
- Politico-economic equilibrium and economic growth (Q1351042) (← links)
- Incomplete asset markets and the cross-country consumption correlation puzzle (Q1351663) (← links)
- Functional search in economics using genetic programming (Q1362858) (← links)
- Nonlinear Phillips curves, complex dynamics and monetary policy in a Keynesian macro model (Q1433622) (← links)
- Seigniorage and conventional taxation with multiple exogenous shocks (Q1575617) (← links)
- Some results for the comparative statics of steady states of higher-order discrete dynamic systems (Q1575618) (← links)
- On the interpretation of cointegration in the linear--quadratic inventory model. (Q1603789) (← links)
- Information, capital, and organization (Q1804609) (← links)
- Family allowances as welfare improvements (Q1893199) (← links)
- Empirical model particularities and belief in the natural rate hypothesis (Q1893403) (← links)
- A life cycle analysis of social security (Q1897299) (← links)
- Testing for structural breaks in cointegrated relationships (Q1915456) (← links)
- Tests for bounded rationality with a linear dynamic model distorted by heterogeneous expectations (Q1960559) (← links)
- Information and asset prices in complete markets exchange economies (Q1960683) (← links)
- Expectational diversity in monetary economies (Q1978588) (← links)
- High order disequilibrium growth dynamics: Theoretical aspects and numerical features (Q1978596) (← links)
- Optimal control without solving the Bellman equation (Q2366876) (← links)
- How equilibrium prices reveal information in a time series model with disparately informed, competitive traders (Q2469857) (← links)
- Rational expectations equilibria of economies with local interactions (Q2491030) (← links)
- Modelling phase shifts among stochastic cycles (Q3156195) (← links)
- A dynamic net present value rule in a financial adjustment cost model (Q3494328) (← links)
- Aggregate fluctuations, interest rates, and repeated insurance under private information (Q5894579) (← links)
- Testing the term structure of interest rates using a stationary vector autoregression with regime switching (Q5894587) (← links)
- A recursive forward simulation method for solving nonlinear rational expectations models (Q5894600) (← links)
- Aggregate fluctuations, interest rates, and repeated insurance under private information (Q5906475) (← links)
- Testing the term structure of interest rates using a stationary vector autoregression with regime switching (Q5906546) (← links)
- A note on a new class of solutions to dynamic programming problems arising in economic growth (Q5906550) (← links)
- A recursive forward simulation method for solving nonlinear rational expectations models (Q5906648) (← links)
- Investment and interest rate policy (Q5938634) (← links)
- The Hodrick--Prescott filter, the Slutzky effect, and the distortionary effect of filters (Q5941003) (← links)
- Endogenous probabilities and the information revealed by prices (Q5953012) (← links)