The use of interval arithmetic in solving a non-linear rational expectation based multiperiod output-inflation process model: the case of the IN/GB method

DOI10.1016/j.ejor.2009.07.027zbMath1176.91161OpenAlexW2094742161MaRDI QIDQ1043352

Benito A. Stradi-Granados, Emmanuel E. Haven

Publication date: 7 December 2009

Published in: European Journal of Operational Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.ejor.2009.07.027

zbMATH Keywords

rational expectationsinterval arithmeticinterval Gauss-Seidel methodforward-looking macroeconomics modelsIN/GB method

Mathematics Subject Classification ID

Numerical methods (including Monte Carlo methods) (91G60) Macroeconomic theory (monetary models, models of taxation) (91B64)

Related Items (1)

Interval arithmetic for nonlinear problem solving

Uses Software

• INTLIB
• PROFIL/BIAS
• INTOPT_90
• Dynare

Cites Work

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