Solving rational-expectations models through the Anderson-Moore algorithm: An introduction to the MATLAB implementation

DOI10.1007/S10614-005-7751-XzbMath1161.91301OpenAlexW2059056896MaRDI QIDQ1020514

Paolo Zagaglia

Publication date: 29 May 2009

Published in: Computational Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10614-005-7751-x

zbMATH Keywords

softwarecomputational methodsrational expectations

Mathematics Subject Classification ID

Computational methods for problems pertaining to game theory, economics, and finance (91-08)

Uses Software

• Matlab

Cites Work

• A linear algebraic procedure for solving linear perfect foresight models
• The Solution of Linear Difference Models under Rational Expectations
• Inflation Persistence

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