Solving Rational Expectations Models with Informational Subperiods: A Perturbation Approach

This paper presents an algorithm to solve up to the second order of approximation rational expectations models with informational subperiods, and provides simple examples to demonstrate how the algorithm works. Copyright Springer Science+Business Media New York 2013

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Year of publication:	2013
Authors:	Kormilitsina, Anna
Published in:	Computational Economics. - Society for Computational Economics - SCE, ISSN 0927-7099. - Vol. 41.2013, 4, p. 525-555
Publisher:	Society for Computational Economics - SCE
Subject:	Rational expectations \| Informational subperiods \| Timing constraints \| Second-order approximation

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Extent:	text/html
Type of publication:	Article
Source:	RePEc - Research Papers in Economics

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