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~subject:"Rational expectations"
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Rational expectations
Rationale Erwartung
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Bayesian estimation
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Estimation theory
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Schätztheorie
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Second order approximation
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Solution method for rational expectation models
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Solution of DSGE models
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Solution of linear rational expectation models
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System reduction algorithm
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rational expectation models
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Bayes-Statistik
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Bayesian inference
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DSGE model
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DSGE-Modell
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Dynamic equilibrium
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Dynamisches Gleichgewicht
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Generalized method of moments
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Implied probabilities
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Information-based inference
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Jacobi and Guass-Seidel Algorithms
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Linear rational expectation models
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Method of moments
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Momentenmethode
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Second-order approximation
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Solution of Rational Expectation Models
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Wahrscheinlichkeitsrechnung
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inflation
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monetary policy
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non-stationary methods
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solution method for rational expectation models
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Guay, Alain
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Hernandez, Kolver
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Using implied probabilities to improve the estimation of unconditional moment restrictions for weakly dependent data
Guay, Alain
;
Pelgrin, Florian
- In:
Econometric reviews
35
(
2016
)
1/4
,
pp. 344-372
Persistent link: https://www.econbiz.de/10011549937
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2
A system reduction method to efficiently solve DSGE models
Hernandez, Kolver
- In:
Journal of economic dynamics & control
37
(
2013
)
3
,
pp. 571-576
Persistent link: https://www.econbiz.de/10009710490
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