Computing the Steady State of Linear Quadratic Optimization Models with Rational Expectations

Hans Amman () and David Andrew Kendrick ()

Economics, University of Texas at Austin from Center for Applied Research in Economics

Abstract: N/A

Keywords: Macroeconomics; Rational Expectations; stochastic optimization; numerical experiments (search for similar items in EconPapers)
JEL-codes: C63 E61 (search for similar items in EconPapers)
Date: 1997-07
Note: None
View list of references View citations in EconPapers

Downloads: (external link)
http://www.eco.utexas.edu/Ecopapers/wp9707.pdf (application/pdf)
Our link check indicates that this URL is bad, the error code is: 404 Not Found

Related works:
Journal Article: Computing the steady state of linear quadratic optimization models with rational expectations (1998)
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:tex:carewp:9707

Access Statistics for this paper

More papers in Economics, University of Texas at Austin from Center for Applied Research in Economics
Series data maintained by Douglas Rathbun (). This e-mail address is bad, please contact .