Stochastic extended path

DOI10.1016/J.JEDC.2025.105227MaRDI QIDQ7237307zbMATH OpenFDO

Authors Stéphane Adjemian, M. Juillard

Publication date 30 April 2026

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

Full work available at URL https://doi.org/10.1016/J.JEDC.2025.105227

zbMATH Keywords

certainty equivalenceextended pathoccasionally binding constraintuncertainty

Mathematics Subject Classification ID

Game theory, economics, finance, and other social and behavioral sciences (91-XX)

Cites work

• A new method for the nonlinear transformation of means and covariances in filters and estimators
• Accuracy of stochastic perturbation methods: The case of asset pricing models
• Calculation of Gauss Quadrature Rules
• Direct Methods for Sparse Linear Systems
• scientific article; zbMATH DE number 3591295 (Why is no real title available?)
• scientific article; zbMATH DE number 1241609 (Why is no real title available?)
• Solution and Maximum Likelihood Estimation of Dynamic Nonlinear Rational Expectations Models
• Solving asset pricing models with Gaussian shocks
• The extended perturbation method: With applications to the New Keynesian model and the zero lower bound

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