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
|
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: | 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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