Cardiff University | Prifysgol Caerdydd ORCA
Online Research @ Cardiff 
WelshClear Cookie - decide language by browser settings

An algorithm for the solution of non-linear forward rational expectations models with current partial information

Matthews, Kent Gerard Patrick, Minford, Anthony Patrick Leslie and Blackman, S. C. 1994. An algorithm for the solution of non-linear forward rational expectations models with current partial information. Economic Modelling 11 (3) , pp. 351-358. 10.1016/0264-9993(94)90010-8

Full text not available from this repository.

Abstract

This paper presents an algorithm for the solution of a non-linear rational expectations model with current partial information. Even the solutions of small linear models can be intractable in the case of current partial information. The algorithm is tested on a theoretical linear rational expectations with a known analytic solution.

Item Type: Article
Date Type: Publication
Status: Published
Schools: Business (Including Economics)
Subjects: H Social Sciences > HC Economic History and Conditions
H Social Sciences > HG Finance
Uncontrolled Keywords: Current partial information; Rational expectations; Algorithm
Publisher: Elsevier
ISSN: 0264-9993
Last Modified: 04 Jun 2017 05:10
URI: http://orca.cf.ac.uk/id/eprint/49237

Citation Data

Cited 1 time in Google Scholar. View in Google Scholar

Cited 2 times in Scopus. View in Scopus. Powered By Scopus® Data

Cited 1 time in Web of Science. View in Web of Science.

Actions (repository staff only)

Edit Item Edit Item