A note on computing competitive equilibria in linear models

DOI10.1016/0165-1889(94)90073-6zbMath0787.90009OpenAlexW2086556458MaRDI QIDQ1309840

Ellen R. McGrattan

Publication date: 2 January 1994

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

Full work available at URL: https://doi.org/10.1016/0165-1889(94)90073-6

zbMATH Keywords

linear modelsnonrecursive methodrecursive competitive equilibria

Mathematics Subject Classification ID

Applications of mathematical programming (90C90) Special types of economic equilibria (91B52) Economic growth models (91B62)

Related Items (6)

Optimal experimentation and the perturbation method in the neighborhood of the augmented linear regulator problem ⋮ Tests for bounded rationality with a linear dynamic model distorted by heterogeneous expectations ⋮ Numerical solutions of the algebraic matrix Riccati equation ⋮ Solving stochastic optimization models with learning and rational expectations ⋮ On non-existence of Markov equilibria in competitive-market economies ⋮ A note on computing competitive equilibria in linear models

Cites Work

• A note on computing competitive equilibria in linear models
• The Solution of Linear Difference Models under Rational Expectations
• Time to Build and Aggregate Fluctuations
• Investment Under Uncertainty

This page was built for publication: A note on computing competitive equilibria in linear models