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

^*Corresponding author for this work

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

Free 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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title = "An algorithm for the solution of non-linear forward rational expectations models with current partial information",

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.",

keywords = "Algorithm, Current partial information, Rational expectations",

author = "Matthews, \{K. G.P.\} and Minford, \{A. P.L.\} and Blackman, \{S. C.\}",

year = "1994",

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AU - Matthews, K. G.P.

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AU - Blackman, S. C.

PY - 1994/7

Y1 - 1994/7

N2 - 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.

AB - 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.

KW - Algorithm

KW - Current partial information

KW - Rational expectations

UR - https://www.scopus.com/pages/publications/38349139046

U2 - 10.1016/0264-9993(94)90010-8

DO - 10.1016/0264-9993(94)90010-8

M3 - Article

AN - SCOPUS:38349139046

SN - 0264-9993

VL - 11

SP - 351

EP - 358

JO - Economic Modelling

JF - Economic Modelling

IS - 3

ER -

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

Abstract

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