Pages that link to "Item:Q915621"

The following pages link to The solution of dynamic linear rational expectations models (Q915621):

Displaying 31 items.

• Forecasting the term structure of government bond yields (Q94953) (← links)
• VAR forecasting under misspecification (Q265016) (← links)
• Temporal aggregation of multivariate GARCH processes (Q290974) (← links)
• Validating forecasts of the joint probability density of bond yields: can affine models beat random walk? (Q291853) (← links)
• What does the yield curve tell us about GDP growth? (Q292029) (← links)
• Properties of optimal forecasts under asymmetric loss and nonlinearity (Q451286) (← links)
• The distance-decay function of geographical gravity model: power law or exponential law? (Q502032) (← links)
• The forward method as a solution refinement in rational expectations models (Q621263) (← links)
• Resolving the forecasting problems of overshoot and volatility clustering using ANFIS coupling nonlinear heteroscedasticity with quantum tuning (Q835290) (← links)
• Recursive solution methods for dynamic linear rational expectations models (Q911206) (← links)
• Winding number criterion for existence and uniqueness of equilibrium in linear rational expectations models (Q956505) (← links)
• A ``nearly ideal'' solution to linear time-varying rational expectations models (Q967223) (← links)
• Solving rational-expectations models through the Anderson-Moore algorithm: An introduction to the MATLAB implementation (Q1020514) (← links)
• The design of feedback rules in linear stochastic rational expectations models (Q1092784) (← links)
• An eigenvalue method of undetermined coefficients for solving linear rational expectations models (Q1274215) (← links)
• Analytic derivatives for linear rational expectations models (Q1768384) (← links)
• On the relationship between determinate and MSV solutions in linear RE models (Q1927529) (← links)
• On the relation between GARCH and stable processes (Q2277742) (← links)
• Forecasting with a parsimonious subset VAR model (Q2345142) (← links)
• Kalman filter approach to solution of rational expectations models (Q2366664) (← links)
• Temporal aggregation of volatility models (Q2439047) (← links)
• Stackelberg solution for a two-agent rational expectations model (Q2665099) (← links)
• (Q3330363) (← links)
• The Symmetric Linear Rational Expectations Model (Q3690068) (← links)
• Methods of solution for dynamic rational expectations models: A survey (Q3703549) (← links)
• Expectational Stability and the Multiple Equilibria Problem in Linear Rational Expectations Models (Q3760261) (← links)
• LINEAR-QUADRATIC OPTIMIZATION FOR MODELS WITH RATIONAL EXPECTATIONS (Q4944073) (← links)
• (Q4944292) (← links)
• A generalized approach to indeterminacy in linear rational expectations models (Q5164503) (← links)
• On the Solution of Linear Difference Equations with Rational Expectations (Q5752267) (← links)
• Encompassing tests when no model is encompassing (Q5952034) (← links)