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 PublicationArticlepeer-review

3 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 languageEnglish
Pages (from-to)351-358
Number of pages8
JournalEconomic Modelling
Volume11
Issue number3
DOIs
Publication statusPublished - Jul 1994
Externally publishedYes

Keywords

  • Algorithm
  • Current partial information
  • Rational expectations

ASJC Scopus subject areas

  • Economics and Econometrics

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