Linear-quadratic solution methods to non-linear stochastic models: a note.
The writer describes and compares linear-quadratic solution methods to nonlinear stochastic rational expectations models using a closed economy real business cycle model as an illustration. He demonstrates that all methods yield identical coefficients in the optimal decision rules. However, he not...
| Publicado en: | Manchester School (14636786) Vol. 66; no. 1; pp. 118 - 128 |
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| Formato: | Artículo |
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Wiley-Blackwell
January 1998
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| Acceso en línea: | Ver este registro en EBSCOhost |
| fields | @attributes: recordID: 1 pdfLink: plink: https://search.ebscohost.com/login.aspx?direct=true&db=ssf&AN=512599871&site=ehost-live header: @attributes: shortDbName: ssf uiTerm: 512599871 longDbName: Social Sciences Full Text (H.W. Wilson) uiTag: AN controlInfo: bkinfo: jinfo: jid: 14636786 MSE jtl: Manchester School (14636786) issn: 14636786 maglogo: N pubinfo: dt: January 1998 vid: 66 iid: 1 pid: 480 pub: Wiley-Blackwell artinfo: ui: 512599871 10.1111/1467-9957.00092 ppf: 118 ppct: 10 formats: tig: atl: Linear-quadratic solution methods to non-linear stochastic models: a note. aug: au: Roche, Maurice J. su: Stochastic processes Mathematical models of business cycles Rational expectations (Economic theory) sug: subj: Stochastic processes Mathematical models of business cycles Rational expectations (Economic theory) ab: The writer describes and compares linear-quadratic solution methods to nonlinear stochastic rational expectations models using a closed economy real business cycle model as an illustration. He demonstrates that all methods yield identical coefficients in the optimal decision rules. However, he notes that, when solving other models, some methods need only a few alterations to existing computer programs. pubtype: Academic Journal doctype: Article src: R language: English refInfo: copyright: @attributes: flag: N holdings: @attributes: islocal: N |
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