A recursive forward simulation method for solving nonlinear rational expectations models

DOI10.1016/0165-1889(94)90047-7zbMath0817.90014OpenAlexW2109869779MaRDI QIDQ5906648

Selahattin İmrohoroǧlu

Publication date: 16 February 1995

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

nonlinear Euler equationsdynamic stochastic optimizationcone-sector stochastic growthrecursive forward simulation

Mathematics Subject Classification ID

Economic growth models (91B62) Optimal stochastic control (93E20)

Cites Work

• 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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