The following pages link to (Q4369431):
Displaying 18 items.
- A joint econometric model of macroeconomic and term-structure dynamics (Q292033) (← links)
- Escaping expectation traps: how much commitment is required? (Q318384) (← links)
- Optimal experimentation and the perturbation method in the neighborhood of the augmented linear regulator problem (Q844688) (← links)
- Comparing dynamic equilibrium models to data: a Bayesian approach (Q899524) (← links)
- Solution algorithm to a class of monetary rational equilibrium macromodels with optimal monetary policy design (Q928147) (← links)
- Using the generalized Schur form to solve a multivariate linear rational expectations model (Q1575614) (← links)
- Seigniorage and conventional taxation with multiple exogenous shocks (Q1575617) (← links)
- On the interpretation of cointegration in the linear--quadratic inventory model. (Q1603789) (← links)
- Vector rational error correction (Q1960550) (← links)
- Tests for bounded rationality with a linear dynamic model distorted by heterogeneous expectations (Q1960559) (← links)
- Solution of finite-horizon multivariate linear rational expectations models and sparse linear systems (Q1978473) (← links)
- On information and market dynamics: The case of the U. S. beef market (Q1978592) (← links)
- Risk matters: breaking certainty equivalence in linear approximations (Q2054835) (← links)
- The cyclicality of entry and exit: the role of imperfect information (Q2136943) (← links)
- Methods for robust control (Q2270556) (← links)
- Inference for the degree distributions of preferential attachment networks with zero-degree nodes (Q2305987) (← links)
- Solving SDGE models: a new algorithm for the Sylvester equation (Q2575456) (← links)
- Linear-quadratic approximation, external habit and targeting rules (Q2654402) (← links)
