Solution of Multivariate Linear Rational Expectations Models and Large Sparse Linear Systems

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ISBN 13 :
Total Pages : 14 pages
Book Rating : 4.:/5 (933 download)

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Book Synopsis Solution of Multivariate Linear Rational Expectations Models and Large Sparse Linear Systems by : Michael Binder

Download or read book Solution of Multivariate Linear Rational Expectations Models and Large Sparse Linear Systems written by Michael Binder and published by . This book was released on 1997 with total page 14 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Saddlepath Solutions for Multivariate Linear Rational Expectations Models

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ISBN 13 :
Total Pages : pages
Book Rating : 4.:/5 (535 download)

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Book Synopsis Saddlepath Solutions for Multivariate Linear Rational Expectations Models by : Michael K. Salemi

Download or read book Saddlepath Solutions for Multivariate Linear Rational Expectations Models written by Michael K. Salemi and published by . This book was released on 1990 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:

Reduced Forms of Rational Expectations Models

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Publisher : Routledge
ISBN 13 : 1136457739
Total Pages : 134 pages
Book Rating : 4.1/5 (364 download)

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Book Synopsis Reduced Forms of Rational Expectations Models by : L. Broze

Download or read book Reduced Forms of Rational Expectations Models written by L. Broze and published by Routledge. This book was released on 2013-06-17 with total page 134 pages. Available in PDF, EPUB and Kindle. Book excerpt: A comprehensive exposition of rational expectations models is provided here, working up from simple univariate models to more sophisticated multivariate and non-linear models.

Computational Solution of Large-Scale Macroeconometric Models

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Publisher : Springer Science & Business Media
ISBN 13 : 1475726317
Total Pages : 175 pages
Book Rating : 4.4/5 (757 download)

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Book Synopsis Computational Solution of Large-Scale Macroeconometric Models by : Giorgio Pauletto

Download or read book Computational Solution of Large-Scale Macroeconometric Models written by Giorgio Pauletto and published by Springer Science & Business Media. This book was released on 2013-03-14 with total page 175 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book is the result of my doctoral dissertation research at the Department of Econometrics of the University of Geneva, Switzerland. This research was also partially financed by the Swiss National Science Foundation (grants 12- 31072.91 and 12-40300.94). First and foremost, I wish to express my deepest gratitude to Professor Manfred Gilli, my thesis supervisor, for his constant support and help. I would also like to thank the president of my jury, Professor Fabrizio Carlevaro, as well as the other members of the jury, Professor Andrew Hughes Hallett, Professor Jean-Philippe Vial and Professor Gerhard Wanner. I am grateful to my colleagues and friends of the Departement of Econometrics, especially David Miceli who provided constant help and kind understanding during all the stages of my research. I would also like to thank Pascale Mignon for proofreading my text and im proving my English. Finally, I am greatly indebted to my parents for their kindness and encourage ments without which I could never have achieved my goals. Giorgio Pauletto Department of Econometrics, University of Geneva, Geneva, Switzerland Chapter 1 Introduction The purpose of this book is to present the available methodologies for the solution of large-scale macroeconometric models. This work reviews classical solution methods and introduces more recent techniques, such as parallel com puting and nonstationary iterative algorithms.

Journal of Economic Dynamics & Control

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ISBN 13 :
Total Pages : 700 pages
Book Rating : 4.:/5 (49 download)

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Book Synopsis Journal of Economic Dynamics & Control by :

Download or read book Journal of Economic Dynamics & Control written by and published by . This book was released on 2000 with total page 700 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Finite-Order VAR Representation of Linear Rational Expectations Models

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Publisher :
ISBN 13 :
Total Pages : 12 pages
Book Rating : 4.:/5 (13 download)

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Book Synopsis Finite-Order VAR Representation of Linear Rational Expectations Models by : Enrique Martínez-García

Download or read book Finite-Order VAR Representation of Linear Rational Expectations Models written by Enrique Martínez-García and published by . This book was released on 2018 with total page 12 pages. Available in PDF, EPUB and Kindle. Book excerpt: This note summarizes the salient derivations of Martínez-García (2018). Specifically, it shows that the solution to a large class of linear rational expectations (LRE) models can be represented in finite-order VAR form. Martínez-García (2018) proposes a unified approach that uses a companion quadratic matrix equation to decouple the backward- and forward-looking parts of the canonical form of the LRE model and a Sylvester equation to pin down the solution and simplify its characterization so it can be expressed as a finite-order VAR.

Contents of Recent Economics Journals

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ISBN 13 :
Total Pages : 644 pages
Book Rating : 4.:/5 (334 download)

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Book Synopsis Contents of Recent Economics Journals by :

Download or read book Contents of Recent Economics Journals written by and published by . This book was released on 1997-12-19 with total page 644 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Information Systems for Global Financial Markets: Emerging Developments and Effects

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Publisher : IGI Global
ISBN 13 : 1613501633
Total Pages : 437 pages
Book Rating : 4.6/5 (135 download)

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Book Synopsis Information Systems for Global Financial Markets: Emerging Developments and Effects by : Yap, Alexander Y.

Download or read book Information Systems for Global Financial Markets: Emerging Developments and Effects written by Yap, Alexander Y. and published by IGI Global. This book was released on 2011-11-30 with total page 437 pages. Available in PDF, EPUB and Kindle. Book excerpt: "This book offers focused research on the systems and technologies that provide intelligence and expertise to traders and investors and facilitate the agile ordering processes, networking, and regulation of global financial electronic markets"--Provided by publisher.

Linear Rational Expectations Models

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ISBN 13 : 9780816669516
Total Pages : 0 pages
Book Rating : 4.6/5 (695 download)

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Book Synopsis Linear Rational Expectations Models by : Charles Whiteman

Download or read book Linear Rational Expectations Models written by Charles Whiteman and published by . This book was released on 1983 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt: Linear Rational Expectations Models was first published in 1983.The assumption that agents respond rationally to changes in their economic environment introduces complicated restrictions among equations of the economic model. So far, the technical problems created by those restrictions have made building a rational expectations model of the economy an awkward and difficult task. Here Charles H. Whiteman analyzes a variety of methods that have been proposed for solving those equation systems and offers a new and simpler technique.

System Reduction and Finite-Order VAR Solution Methods for Linear Rational Expectations Models

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ISBN 13 :
Total Pages : 0 pages
Book Rating : 4.:/5 (962 download)

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Book Synopsis System Reduction and Finite-Order VAR Solution Methods for Linear Rational Expectations Models by : Enrique Martínez-García

Download or read book System Reduction and Finite-Order VAR Solution Methods for Linear Rational Expectations Models written by Enrique Martínez-García and published by . This book was released on 2016 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Linear Rational Expectations Models

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Publisher : U of Minnesota Press
ISBN 13 : 9780816611812
Total Pages : 133 pages
Book Rating : 4.6/5 (118 download)

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Book Synopsis Linear Rational Expectations Models by : Charles H. Whiteman

Download or read book Linear Rational Expectations Models written by Charles H. Whiteman and published by U of Minnesota Press. This book was released on 1983 with total page 133 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Estimation and Inference in Short Panel Vector Autoregressions with Unit Roots and Cointegration

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ISBN 13 :
Total Pages : 80 pages
Book Rating : 4.:/5 (49 download)

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Book Synopsis Estimation and Inference in Short Panel Vector Autoregressions with Unit Roots and Cointegration by : Michael Binder

Download or read book Estimation and Inference in Short Panel Vector Autoregressions with Unit Roots and Cointegration written by Michael Binder and published by . This book was released on 2000 with total page 80 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Solution and Maximum Likelihood Estimation of Dynamic Nonlinear Rational Expectations Models

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ISBN 13 :
Total Pages : 41 pages
Book Rating : 4.:/5 (638 download)

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Book Synopsis Solution and Maximum Likelihood Estimation of Dynamic Nonlinear Rational Expectations Models by : Ray C. Fair

Download or read book Solution and Maximum Likelihood Estimation of Dynamic Nonlinear Rational Expectations Models written by Ray C. Fair and published by . This book was released on 1980 with total page 41 pages. Available in PDF, EPUB and Kindle. Book excerpt: A solution method and an estimation method for nonlinear rational expectations models are presented in this paper. The solution method can be used in forecasting and policy applications and can handle models with serial correlation and multiple viewpoint dates. When applied to linear models, the solution method yields the same results as those obtained from currently available methods that are designed specifically for linear models. It is, however, more flexible and general than these methods. For large nonlinear models the results in this paper indicate that the method works quite well. The estimation method is based on the maximum likelihood principal. It is, as far as we know, the only method available for obtaining maximum likelihood estimates for nonlinear rational expectations models. The method has the advantage of being applicable to a wide range of models, including, as a special case, linear , models. The method can also handle different assumptions about the expectations of the exogenous variables, something which is not true of currently available approaches to linear models.

Mathematical Reviews

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ISBN 13 :
Total Pages : 724 pages
Book Rating : 4.X/5 (6 download)

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Book Synopsis Mathematical Reviews by :

Download or read book Mathematical Reviews written by and published by . This book was released on 2001 with total page 724 pages. Available in PDF, EPUB and Kindle. Book excerpt:

British Reports, Translations and Theses

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ISBN 13 :
Total Pages : 796 pages
Book Rating : 4.:/5 (31 download)

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Book Synopsis British Reports, Translations and Theses by : British Library. Lending Division

Download or read book British Reports, Translations and Theses written by British Library. Lending Division and published by . This book was released on 1997 with total page 796 pages. Available in PDF, EPUB and Kindle. Book excerpt: Issue for Mar. 1981 contains index for Jan.-Mar. 1981 in microfiche form.

British Reports, Translations and Theses

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ISBN 13 :
Total Pages : 798 pages
Book Rating : 4.3/5 (91 download)

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Book Synopsis British Reports, Translations and Theses by : British Library. Document Supply Centre

Download or read book British Reports, Translations and Theses written by British Library. Document Supply Centre and published by . This book was released on 1997 with total page 798 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Journal of Economic Literature

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ISBN 13 :
Total Pages : 1382 pages
Book Rating : 4.:/5 (318 download)

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Book Synopsis Journal of Economic Literature by :

Download or read book Journal of Economic Literature written by and published by . This book was released on 1998 with total page 1382 pages. Available in PDF, EPUB and Kindle. Book excerpt: