A recursive forward simulation method for solving nonlinear rational expectations models

DOI10.1016/0165-1889(94)90047-7zbMath0875.90094OpenAlexW2109869779MaRDI QIDQ5894600

Selahattin İmrohoroǧlu

Publication date: 27 February 1997

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

Full work available at URL: https://doi.org/10.1016/0165-1889(94)90047-7

zbMATH Keywords

SimulationApproximationNonlinear Euler equations

Mathematics Subject Classification ID

Probabilistic models, generic numerical methods in probability and statistics (65C20) Economic growth models (91B62)

Cites Work

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• Recursive solution methods for dynamic linear rational expectations models
• Testing for sunspot equilibria in the German hyperinflation
• The Solution of Linear Difference Models under Rational Expectations
• Time to Build and Aggregate Fluctuations
• Nineteen Dubious Ways to Compute the Exponential of a Matrix

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