Solution of nonlinear rational expectations models with applications to finite-horizon life-cycle models of consumption

DOI10.1023/A:1008634709790zbMath0998.91039OpenAlexW1546731932MaRDI QIDQ1578935

M. Hashem Pesaran, S. Hossein Samiei, Michael W. Binder

Publication date: 24 November 2002

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

Full work available at URL: https://doi.org/10.1023/a:1008634709790

zbMATH Keywords

nonlinear rational expectations modelsbackward recursive procedure

Mathematics Subject Classification ID

Economic growth models (91B62)

Related Items (3)

Solution of finite-horizon multivariate linear rational expectations models and sparse linear systems ⋮ Life-cycle consumption under social interactions ⋮ The effects of uncertainty on optimal consumption

This page was built for publication: Solution of nonlinear rational expectations models with applications to finite-horizon life-cycle models of consumption