Extensions of linearization to large econometric models with rational expectations

DOI10.1016/0898-1221(89)90113-2zbMath0681.90024OpenAlexW2048787409MaRDI QIDQ1823833

Nicos Christodoulakis

Publication date: 1989

Published in: Computers \& Mathematics with Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0898-1221(89)90113-2

zbMATH Keywords

rational expectationslinear approximationspolicy designlarge-scale macroeconomic modelsunstable nonlinear models

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Economic growth models (91B62)

Related Items (3)

Kalman filter approach to solution of rational expectations models ⋮ The linearisation and optimal control of large nonlinear rational expectations models by persistent excitation ⋮ The design of economic policy under model uncertainty

Cites Work

• Fast projection methods for minimal design problems in linear system theory
• The Solution of Linear Difference Models under Rational Expectations
• Principal component analysis in linear systems: Controllability, observability, and model reduction
• Multiple Shooting in Rational Expectations Models
• Irreducible Realizations and the Degree of a Rational Matrix

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