On stochastic simulation of forward-looking models

DOI10.1023/B:CSEM.0000049452.14102.BCzbMath1094.91048OpenAlexW1976186960MaRDI QIDQ1768388

Dag Olaf Kolsrud

Publication date: 15 March 2005

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

Full work available at URL: https://doi.org/10.1023/b:csem.0000049452.14102.bc

zbMATH Keywords

rational expectationsparameter uncertaintystochastic simulationsimultaneous equation system

Mathematics Subject Classification ID

Macroeconomic theory (monetary models, models of taxation) (91B64) Stochastic processes (60G99)

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