A robust method for simulating forward-looking models

DOI10.1016/S0165-1889(97)00081-XzbMath0899.90019MaRDI QIDQ1128628

S. H. Smith

Publication date: 13 August 1998

Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)

zbMATH Keywords

linear modelsNewton algorithmforward-looking expectations

Mathematics Subject Classification ID

Economic growth models (91B62)

Related Items (4)

A robust method for simulating forward-looking models ⋮ The U. S. Phillips curve: The case for asymmetry ⋮ Fiscal deficits and current account deficits ⋮ Inflation targeting with NAIRU uncertainty and endogenous policy credibility

Cites Work

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• Efficient solution techniques for linear and nonlinear rational expectations models
• A robust method for simulating forward-looking models
• Simple reordering techniques for expanding the convergence radius of first-order iterative techniques
• Solution and Maximum Likelihood Estimation of Dynamic Nonlinear Rational Expectations Models
• Saddlepoint Problems in Continuous Time Rational Expectations Models: A General Method and Some Macroeconomic Examples
• The Solution of Linear Difference Models under Rational Expectations

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