Arbeitspapier
Simulating Forward-Looking Models
The solutions of a macroeconometricmodel with expectations of future-dated variables has to be approximated by numerical simulations. A brief review of deterministic and stochastic dynamic simulations of a backward-looking model is followed by a conceptual presentation of methods for dynamic simulations of a forward-looking (rational expectations) model. Detailed numerical methods for solving the models are beyond the scope of this note.
- ISBN
-
82-7553-185-3
- Sprache
-
Englisch
- Erschienen in
-
Series: Working Paper ; No. 2001/9
- Klassifikation
-
Wirtschaft
Statistical Simulation Methods: General
Multiple or Simultaneous Equation Models; Multiple Variables: General
Computational Techniques; Simulation Modeling
- Thema
-
forward-looking models
rational expectations
simultaneous equation systems
stochastic simulation
- Ereignis
-
Geistige Schöpfung
- (wer)
-
Kolsrud, Dag
- Ereignis
-
Veröffentlichung
- (wer)
-
Norges Bank
- (wo)
-
Oslo
- (wann)
-
2001
- Handle
- Letzte Aktualisierung
-
10.03.2025, 11:44 MEZ
Datenpartner
Dieses Objekt wird bereitgestellt von:
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. Bei Fragen zum Objekt wenden Sie sich bitte an den Datenpartner.
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. Bei Fragen zum Objekt wenden Sie sich bitte an den Datenpartner.
Objekttyp
- Arbeitspapier
Beteiligte
- Kolsrud, Dag
- Norges Bank
Entstanden
- 2001
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