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Solution and Maximum Likelihood Estimation of Dynamic Nonlinear Rational Expectations Models
Solution and Maximum Likelihood Estimation of Dynamic Nonlinear Rational Expectations Models
2015/8/5
A solution method and an estimation method for nonlinear rational expectations
models are presented in this paper. The solution method can be used in forecasting and
policy applications and can hand...
Estimation and Solution of Linear Rational Expectations Models Using a Polynomial Matrix Factorization
Linear Rational Expectations Models Polynomial Matrix Factorization
2015/8/4
Estimation and Solution of Linear Rational Expectations Models Using a Polynomial Matrix Factorization.
Rational Expectations Models in Macroeconomics.
Forecasting with Rational Expectations Models.
Most dynamic models in economics assume that agents form expectations rationally. An
equilibrium of a dynamic model can typically be described by a probability distribution over
sequences of data. T...
RECURSIVE SOLUTION METHODS FOR DYNAMIC LINEAR RATIONAL EXPECTATIONS MODELS
SOLUTION METHODS DYNAMIC LINEAR RATIONAL EXPECTATIONS MODELS
2014/3/18
This paper develops recursive solution methods for linear rational expectations models. The underlying structural model is transformed into a state-space representation, which can...