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

K. G.P. Matthews; A. P.L. Minford; S. C. Blackman

doi:10.1016/0264-9993(94)90010-8

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

K. G.P. Matthews, A. P.L. Minford, S. C. Blackman

Research output: Journal Publication › Article › peer-review

4 Citations (Scopus)

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.

Original language	English
Pages (from-to)	351-358
Number of pages	8
Journal	Economic Modelling
Volume	11
Issue number	3
DOIs	https://doi.org/10.1016/0264-9993(94)90010-8
Publication status	Published - Jul 1994
Externally published	Yes

Keywords

Algorithm
Current partial information
Rational expectations

ASJC Scopus subject areas

Economics and Econometrics

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10.1016/0264-9993(94)90010-8

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Matthews, K. G. P., Minford, A. P. L., & Blackman, S. C. (1994). An algorithm for the solution of non-linear forward rational expectations models with current partial information. Economic Modelling, 11(3), 351-358. https://doi.org/10.1016/0264-9993(94)90010-8

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

Abstract

Keywords

ASJC Scopus subject areas

Access to Document

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