An alternative methodology for solving nonlinear forward-looking models

DOI10.1016/0165-1889(94)00800-WzbMath0875.90100OpenAlexW2070593483MaRDI QIDQ1349757

Raouf Boucekkine

Publication date: 27 February 1997

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)00800-w

zbMATH Keywords

Computational techniquesExpectations

Mathematics Subject Classification ID

Economic growth models (91B62)

Related Items (19)

Inexact Newton methods for model simulation ⋮ A distributed block approach to solving near-block-diagonal systems with an application to a large macroeconometric model ⋮ Fiscal and monetary policy interactions: a game theory approach ⋮ Capacity utilization and market power ⋮ Sparse direct methods for model simulation ⋮ The extended perturbation method: With applications to the New Keynesian model and the zero lower bound ⋮ A simple but powerful simulated certainty equivalent approximation method for dynamic stochastic problems ⋮ Solution to nonlinear MHDS arising from optimal growth problems ⋮ Disinflationary booms? ⋮ A computational general equilibrium model with vintage capital ⋮ Trade elasticity of substitution and equilibrium dynamics ⋮ The Gauss-Seidel-quasi-Newton method: a hybrid algorithm for solving dynamic economic models ⋮ Krylov methods for solving models with forward-looking variables ⋮ An algorithm competition: First-order iterations versus Newton-based techniques ⋮ Optimal growth when tastes are inherited ⋮ 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 ⋮ Growth and the relativity of satisfaction ⋮ Policy reforms and growth in computable OLG economies. ⋮ The parametric path method: an alternative to Fair--Taylor and L--B--J for solving perfect foresight models.

Cites Work

• Checking for saddlepoint stability: An easy test
• Solution and Maximum Likelihood Estimation of Dynamic Nonlinear Rational Expectations Models
• The Solution of Linear Difference Models under Rational Expectations
• Rational Expectations in Dynamic Linear Models: Analysis of the Solutions
• Multiple Shooting in Rational Expectations Models
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item

This page was built for publication: An alternative methodology for solving nonlinear forward-looking models