A procedure for differentiating perfect-forsight-model reduced-form coefficients

DOI10.1016/S0165-1889(87)80001-5zbMath0681.62102OpenAlexW2065934366MaRDI QIDQ1823602

Yanyan Li

Publication date: 1987

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

Full work available at URL: https://doi.org/10.1016/s0165-1889(87)80001-5

zbMATH Keywords

algorithminvariant spaceAnderson-Moore proceduredifferentiating singular vectorsfirst and second derivatives of the reduced formsolutions for linear perfect-foresight modelsstructural-form

Mathematics Subject Classification ID

Applications of statistics to economics (62P20)

Uses Software

• HQR3
• HQR3 EXCHNG

Cites Work

• Unnamed Item
• A linear algebraic procedure for solving linear perfect foresight models
• Error and Perturbation Bounds for Subspaces Associated with Certain Eigenvalue Problems

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