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Volumn 22, Issue 4, 1998, Pages 489-501

A robust method for simulating forward-looking models

Author keywords

Computational techniques; Expectations; Fair Taylor; Newton; Simulation

Indexed keywords


EID: 0032040580     PISSN: 01651889     EISSN: None     Source Type: Journal    
DOI: 10.1016/s0165-1889(97)00081-x     Document Type: Article
Times cited : (15)

References (18)
  • 3
    • 0000174465 scopus 로고
    • The solution of linear difference models under rational expectations
    • Blanchard, O.J., Kahn, C.M., 1980. The solution of linear difference models under rational expectations. Econometrica 48, 1305-1311.
    • (1980) Econometrica , vol.48 , pp. 1305-1311
    • Blanchard, O.J.1    Kahn, C.M.2
  • 4
    • 0000003033 scopus 로고
    • Saddlepoint problems in continuous time rational expectations models: A general method and some macroeconomic examples
    • Buiter, W.H., 1984. Saddlepoint problems in continuous time rational expectations models: A general method and some macroeconomic examples, Econometrica 52, 665-680.
    • (1984) Econometrica , vol.52 , pp. 665-680
    • Buiter, W.H.1
  • 6
    • 0001317255 scopus 로고
    • Solution and maximum likelihood estimation of dynamic nonlinear rational expectations models
    • Fair, R.C., Taylor, J.B., 1983. Solution and maximum likelihood estimation of dynamic nonlinear rational expectations models. Econometrica 51, 1169-1185.
    • (1983) Econometrica , vol.51 , pp. 1169-1185
    • Fair, R.C.1    Taylor, J.B.2
  • 8
    • 38249027227 scopus 로고
    • Efficient solution techniques for linear and non-linear rational expectations models
    • Fisher, P.G., Hughes Hallett, A.J., 1988. Efficient solution techniques for linear and non-linear rational expectations models. Journal of Economic Dynamics and Control 12, 635-657.
    • (1988) Journal of Economic Dynamics and Control , vol.12 , pp. 635-657
    • Fisher, P.G.1    Hughes Hallett, A.J.2
  • 10
    • 84984198662 scopus 로고
    • On the solution of large economic models with consistent expectations
    • Hall, S.G., 1985. On the solution of large economic models with consistent expectations. Bulletin of Economic Research 37, 157-161.
    • (1985) Bulletin of Economic Research , vol.37 , pp. 157-161
    • Hall, S.G.1
  • 13
    • 84981606359 scopus 로고
    • On economic structures and model solution methods: Or should econometricians use Newton methods for model solution?
    • Hughes Hallett, A.J., Fisher, P.O., 1990. On economic structures and model solution methods: Or should econometricians use Newton methods for model solution? Oxford Bulletin of Economics and Statistics 52, 317-330.
    • (1990) Oxford Bulletin of Economics and Statistics , vol.52 , pp. 317-330
    • Hughes Hallett, A.J.1    Fisher, P.O.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.