A “Nearly Ideal” Solution to Linear Time-Varying Rational Expectations Models
Year of publication: |
2010
|
---|---|
Authors: | Carravetta, Francesco ; Sorge, Marco |
Published in: |
Computational Economics. - Society for Computational Economics - SCE, ISSN 0927-7099. - Vol. 35.2010, 4, p. 331-353
|
Publisher: |
Society for Computational Economics - SCE |
Subject: | Rational expectations models | Time-varying parameters | Kalman Filtering |
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