Numerical strategies for solving the nonlinear rational expectations commodity market model

DOI10.1023/A:1008610311740zbMath0897.90031OpenAlexW2129767751MaRDI QIDQ1386856

Mario J. Miranda

Publication date: 26 May 1998

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

Full work available at URL: https://doi.org/10.1023/a:1008610311740

zbMATH Keywords

approximate solutionsnumerical methodsnonlinear rational expectations models

Mathematics Subject Classification ID

Applications of mathematical programming (90C90) Best approximation, Chebyshev systems (41A50) General equilibrium theory (91B50)

Related Items (2)

On the behavior of commodity prices when speculative storage is bounded ⋮ Monopoly behaviour with speculative storage

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