Linear Quadratic Optimization for Models with Rational Expectations

Hans Amman () and David Andrew Kendrick ()

No 97-102/2, Tinbergen Institute Discussion Papers from Tinbergen Institute

Abstract: In this paper we present a method for using rational expectations in a linear-quadratic optimization framework. Following the approach put forward by Sims, we solve the model through a QZ decomposition, which is generally easier to implement than the more widely used method of Blanchard and Kahn.

Date: 1997-10-09
View list of references View citations in EconPapers

Downloads: (external link)
http://www.tinbergen.nl/discussionpapers/97102.pdf (application/pdf)

Related works:
Working Paper: Linear Quadratic Optimization for Models with Rational Expectations (1997)
Journal Article: LINEAR-QUADRATIC OPTIMIZATION FOR MODELS WITH RATIONAL EXPECTATIONS (1999)
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: http://EconPapers.repec.org/RePEc:dgr:uvatin:19970102

Access Statistics for this paper

More papers in Tinbergen Institute Discussion Papers from Tinbergen Institute
Series data maintained by Walther Schoonenberg ().