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

Matthews, Kent Gerard Patrick ORCID: https://orcid.org/0000-0001-6968-3098, Minford, Anthony Patrick Leslie ORCID: https://orcid.org/0000-0003-2499-935X 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

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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: 24 Oct 2022 11:45
URI: https://orca.cardiff.ac.uk/id/eprint/49237

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