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 |
Official URL: http://dx.doi.org/10.1016/0264-9993(94)90010-8
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-mwe.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
Actions (repository staff only)
![]() |
Edit Item |