Recursive Models of Dynamic Linear Economies
From MaRDI portal
Publication:5174389
DOI10.1515/9781400848188zbMath1394.91004OpenAlexW3151512394MaRDI QIDQ5174389
Lars Peter Hansen, Thomas J. Sargent
Publication date: 17 February 2015
Full work available at URL: https://doi.org/10.1515/9781400848188
Lua error in Module:PublicationMSCList at line 37: attempt to index local 'msc_result' (a nil value).
Related Items (18)
Fiscal policy coordination and EMU. A dynamic game approach ⋮ Dynamic portfolio choice with frictions ⋮ Optimal experimentation and the perturbation method in the neighborhood of the augmented linear regulator problem ⋮ Are spectral estimators useful for long-run restrictions in SVARs? ⋮ On seasonality and business cycle durations: A nonparametric investigation ⋮ Labor and investment frictions in a real business cycle model ⋮ Tests for bounded rationality with a linear dynamic model distorted by heterogeneous expectations ⋮ Monetary policy games with broad money targets ⋮ Endogenous monetary policy with unobserved potential output ⋮ Optimal taxation in an RBC model: A linear-quadratic approach ⋮ Seasonally and approximation errors in rational expectations models ⋮ Money and the natural rate of interest: structural estimates for the United States and the euro area ⋮ Risk matters: breaking certainty equivalence in linear approximations ⋮ Periodic linear-quadratic methods for modeling seasonality ⋮ Inference for the degree distributions of preferential attachment networks with zero-degree nodes ⋮ Methods to estimate dynamic stochastic general equilibrium models ⋮ Seigniorage and conventional taxation with multiple exogenous shocks ⋮ Unnamed Item
Uses Software
This page was built for publication: Recursive Models of Dynamic Linear Economies