A MATLAB solver for nonlinear rational expectations models

Computational Economics

Volumn 26, Issue 2, 2005, Pages 173-181

  Fackler, Paul L ^a  

^a NORTH CAROLINA STATE UNIVERSITY   (United States)

Author keywords

Projection methods; Rational expectations

Indexed keywords

EID: 27744471118     PISSN: 09277099     EISSN: None     Source Type: Journal    
DOI: 10.1007/s10614-005-1784-z     Document Type: Article

References (5)

1. K.L. Judd 1998 Numerical Methods in Economics MIT Press Cambridge, MA
2. R. Marimon and A. Scott 1999 Computational Methods for the Study of Dynamic Economies Oxford University Press Oxford
3. M.J. Miranda and P.L. Fackler 2002 Applied Computational Economics and Finance MIT Press Cambridge, MA
4. Sims, C.A. (2001). Solving linear rational expectation models. Computational Economics, 20, 1-20 10.1023/A:1020517101123
5. Taylor, J.B. and Uhlig, H. (1990). Solving nonlinear stochastic growth models: A comparison of alternative solution methods. Journal of Business and Economic Statistics, 8, 1-18