A procedure for differentiating perfect-forsight-model reduced-form coefficients (Q1823602)
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scientific article; zbMATH DE number 4115810
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A procedure for differentiating perfect-forsight-model reduced-form coefficients |
scientific article; zbMATH DE number 4115810 |
Statements
A procedure for differentiating perfect-forsight-model reduced-form coefficients (English)
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1987
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The author and \textit{G. Moore} [Econ. Lett. 17, 247-252 (1985)] presented an algorithm for computing solutions for linear perfect-foresight models. That algorithm computes the reduced form from a structual model. The present article augments the Anderson-Moore procedure to compute the first and second derivatives of the reduced form with respect to the structural-form parameters.
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differentiating singular vectors
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invariant space
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algorithm
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solutions for linear perfect-foresight models
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Anderson-Moore procedure
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first and second derivatives of the reduced form
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structural-form
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0.8313207626342773
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0.772298276424408
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0.7712973952293396
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0.7423171401023865
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