Arbeitspapier
Linear Quadratic Optimization for Models with Rational Expectations
In this paper we present a method for using rational expectations in a linear-quadratic optimizationframework. Following the approach put forward by Sims, we solve the model through a QZdecomposition, which is generally easier to implement than the more widely used method of Blanchardand Kahn.
- Sprache
-
Englisch
- Erschienen in
-
Series: Tinbergen Institute Discussion Paper ; No. 97-102/2
- Klassifikation
-
Wirtschaft
- Thema
-
Nichtlineare Optimierung
Rationale Erwartung
Dekompositionsverfahren
Theorie
- Ereignis
-
Geistige Schöpfung
- (wer)
-
Amman, Hans M.
Kendrick, David A.
- Ereignis
-
Veröffentlichung
- (wer)
-
Tinbergen Institute
- (wo)
-
Amsterdam and Rotterdam
- (wann)
-
1997
- Handle
- Letzte Aktualisierung
-
10.03.2025, 11:41 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
- Amman, Hans M.
- Kendrick, David A.
- Tinbergen Institute
Entstanden
- 1997
Ähnliche Objekte (12)
Behaviorally Rational Expectations and Almost Self-Fulfilling Equilibria
Reducing the Dimensionality of Linear Quadratic Control Problems
Expectations in Experiments
On Expectations, Realizations and Partial Retirement
Tail Probabilities and Partial Moments for Quadratic Forms in Multivariate Generalized Hyperbolic Random Vectors
Secular Stagnation, Rational Bubbles, and Fiscal Policy
Nonparametric Tests for Serial Independence Based on Quadratic Forms
Reflexivity, Expectations Feedback and almost Self-fulfilling Equilibria: Economic Theory, Empirical Evidence and Laboratory Experiments
Grade Expectations: Rationality and Overconfidence
Optimal Commodity Taxation Under Non-linear Income Taxation
Carbon Lock-In: The Role of Expectations
Consumption Choices and Earnings Expectations: Empirical Evidence and Structural Estimation
Behaviorally Rational Expectations and Almost Self-Fulfilling Equilibria
Reducing the Dimensionality of Linear Quadratic Control Problems
Expectations in Experiments
On Expectations, Realizations and Partial Retirement
Tail Probabilities and Partial Moments for Quadratic Forms in Multivariate Generalized Hyperbolic Random Vectors
Secular Stagnation, Rational Bubbles, and Fiscal Policy
Nonparametric Tests for Serial Independence Based on Quadratic Forms
Reflexivity, Expectations Feedback and almost Self-fulfilling Equilibria: Economic Theory, Empirical Evidence and Laboratory Experiments
Grade Expectations: Rationality and Overconfidence
Optimal Commodity Taxation Under Non-linear Income Taxation
Carbon Lock-In: The Role of Expectations
Consumption Choices and Earnings Expectations: Empirical Evidence and Structural Estimation
Behaviorally Rational Expectations and Almost Self-Fulfilling Equilibria
Reducing the Dimensionality of Linear Quadratic Control Problems
Expectations in Experiments
On Expectations, Realizations and Partial Retirement
Tail Probabilities and Partial Moments for Quadratic Forms in Multivariate Generalized Hyperbolic Random Vectors
Secular Stagnation, Rational Bubbles, and Fiscal Policy
Nonparametric Tests for Serial Independence Based on Quadratic Forms
Reflexivity, Expectations Feedback and almost Self-fulfilling Equilibria: Economic Theory, Empirical Evidence and Laboratory Experiments
Grade Expectations: Rationality and Overconfidence
Optimal Commodity Taxation Under Non-linear Income Taxation
Carbon Lock-In: The Role of Expectations