Straightforward Approximate Stochastic Equilibria for Nonlinear Rational Expectations Models

SSRN Electronic Journal ◽

10.2139/ssrn.2496154 ◽

2014 ◽

Cited By ~ 4

Author(s):

Michael K. Johnston ◽

Robert G. King ◽

Denny Lie

Keyword(s):

Rational Expectations ◽

Nonlinear Rational Expectations Models

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A recursive forward simulation method for solving nonlinear rational expectations models

Journal of Economic Dynamics and Control ◽

10.1016/0165-1889(94)90047-7 ◽

1994 ◽

Vol 18 (6) ◽

pp. 1051-1068

Author(s):

Selahattin İmrohoroǧlu

Keyword(s):

Rational Expectations ◽

Simulation Method ◽

Forward Simulation ◽

Nonlinear Rational Expectations Models

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Generalized Instrumental Variables Estimation of Nonlinear Rational Expectations Models

Econometrica ◽

10.2307/1911873 ◽

1982 ◽

Vol 50 (5) ◽

pp. 1269 ◽

Cited By ~ 1368

Author(s):

Lars Peter Hansen ◽

Kenneth J. Singleton

Keyword(s):

Instrumental Variables ◽

Rational Expectations ◽

Instrumental Variables Estimation ◽

Nonlinear Rational Expectations Models

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Solution and Maximum Likelihood Estimation of Dynamic Nonlinear Rational Expectations Models

Econometrica ◽

10.2307/1912057 ◽

1983 ◽

Vol 51 (4) ◽

pp. 1169 ◽

Cited By ~ 266

Author(s):

Ray C. Fair ◽

John B. Taylor

Keyword(s):

Maximum Likelihood ◽

Maximum Likelihood Estimation ◽

Rational Expectations ◽

Likelihood Estimation ◽

Nonlinear Rational Expectations Models

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Optimal control techniques for large, nonlinear, rational expectations models

10.1109/cdc.1989.70531 ◽

2003 ◽

Author(s):

P.G. Fisher

Keyword(s):

Optimal Control ◽

Rational Expectations ◽

Control Techniques ◽

Nonlinear Rational Expectations Models

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Maximum Likelihood Estimation of Nonlinear Rational Expectations Models by Orthogonal Polynomial Projection Methods

Advances in Computational Economics - Computational Economic Systems ◽

10.1007/978-94-015-8743-3_10 ◽

1996 ◽

pp. 203-215 ◽

Cited By ~ 1

Author(s):

Mario J. Miranda

Keyword(s):

Maximum Likelihood ◽

Maximum Likelihood Estimation ◽

Orthogonal Polynomial ◽

Rational Expectations ◽

Likelihood Estimation ◽

Projection Methods ◽

Nonlinear Rational Expectations Models

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Solving Nonlinear Rational Expectations Models by Parametrized Expectations: Convergence to Stationary Solutions

10.21034/dp.91 ◽

1994 ◽

Cited By ~ 1

Author(s):

Albert Marcet ◽

David A. Marshall

Keyword(s):

Rational Expectations ◽

Stationary Solutions ◽

Nonlinear Rational Expectations Models

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Generalized Instrumental Variables Estimation of Nonlinear Rational Expectations Models

Econometrica ◽

10.2307/1911486 ◽

1984 ◽

Vol 52 (1) ◽

pp. 267 ◽

Cited By ~ 52

Author(s):

Lars Peter Hansen ◽

Kenneth J. Singleton

Keyword(s):

Instrumental Variables ◽

Rational Expectations ◽

Instrumental Variables Estimation ◽

Nonlinear Rational Expectations Models

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A Robust and Efficient Method for Solving Nonlinear Rational Expectations Models

IMF Working Papers ◽

10.5089/9781451947144.001 ◽

1996 ◽

Vol 96 (106) ◽

pp. 1 ◽

Cited By ~ 2

Author(s):

Michel Juillard ◽

Douglas Laxton ◽

◽

Keyword(s):

Efficient Method ◽

Rational Expectations ◽

Nonlinear Rational Expectations Models

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A Robust and Efficient Method for Solving Nonlinear Rational Expectations Models

SSRN Electronic Journal ◽

10.2139/ssrn.883002 ◽

1996 ◽

Author(s):

Douglas Laxton

Keyword(s):

Efficient Method ◽

Rational Expectations ◽

Nonlinear Rational Expectations Models

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Problems of Existence and Uniqueness in Nonlinear Rational Expectations Models

Econometrica ◽

10.2307/1912187 ◽

1980 ◽

Vol 48 (5) ◽

pp. 1313 ◽

Cited By ~ 35

Author(s):

Stephen McCafferty ◽

Robert Driskill

Keyword(s):

Existence And Uniqueness ◽

Rational Expectations ◽

Nonlinear Rational Expectations Models

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