EFFICIENT SOLUTION TECHNIQUES FOR LINEAR AND NON-LINEAR RATIONAL-EXPECTATIONS MODELS

被引：18

作者：

FISHER, PG ^{[1
]}

HALLETT, AJH ^{[1
]}

机构：

[1] UNIV NEWCASTLE UPON TYNE,NEWCASTLE TYNE NE1 7RU,TYNE & WEAR,ENGLAND

来源：

JOURNAL OF ECONOMIC DYNAMICS & CONTROL | 1988年 / 12卷 / 04期

关键词：

D O I：

10.1016/0165-1889(88)90002-4

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

引用

页码：635 / 657

页数：23

共 25 条

[1] RATIONAL EXPECTATIONS FORECASTS FROM NON-RATIONAL MODELS [J].

ANDERSON, PA .

JOURNAL OF MONETARY ECONOMICS, 1979, 5 (01) :67-80

[2] REDUCED FORMS OF RATIONAL EXPECTATIONS MODELS [J].

AOKI, M ;

CANZONERI, M .

QUARTERLY JOURNAL OF ECONOMICS, 1979, 93 (01) :59-71

[3] THE SOLUTION OF LINEAR DIFFERENCE MODELS UNDER RATIONAL-EXPECTATIONS [J].

BLANCHARD, OJ ;

KAHN, CM .

ECONOMETRICA, 1980, 48 (05) :1305-1311

[4] THE LONDON-BUSINESS-SCHOOL ECONOMETRIC-MODEL OF THE UK [J].

BUDD, A ;

DICKS, G ;

HOLLY, S ;

KEATING, G ;

ROBINSON, B .

ECONOMIC MODELLING, 1984, 1 (04) :355-420

[5] SADDLEPOINT PROBLEMS IN CONTINUOUS-TIME RATIONAL-EXPECTATIONS MODELS - A GENERAL-METHOD AND SOME MACROECONOMIC EXAMPLES [J].

BUITER, WH .

ECONOMETRICA, 1984, 52 (03) :665-680

[6] ECONOMETRIC POLICY EVALUATION AND OPTIMIZATION UNDER RATIONAL-EXPECTATIONS [J].

CHOW, GC .

JOURNAL OF ECONOMIC DYNAMICS & CONTROL, 1980, 2 (01) :47-59

[7] SOLUTION AND MAXIMUM-LIKELIHOOD ESTIMATION OF DYNAMIC NONLINEAR RATIONAL-EXPECTATIONS MODELS [J].

FAIR, RC ;

TAYLOR, JB .

ECONOMETRICA, 1983, 51 (04) :1169-1185

[8]

FISHER PG, 1987, OXFORD B ECON STAT, V49, P231

[9] EFFICIENT SOLUTION TECHNIQUES FOR DYNAMIC NONLINEAR RATIONAL-EXPECTATIONS MODELS [J].

FISHER, PG ;

HOLLY, S ;

HALLETT, AJH .

JOURNAL OF ECONOMIC DYNAMICS & CONTROL, 1986, 10 (1-2) :139-145

[10]

HALL SG, 1985, 96 NAT I EC SOC RES

← 1 2 3 →