A “Nearly Ideal” Solution to Linear Time-Varying Rational Expectations Models

Francesco Carravetta () and Marco Sorge

Computational Economics, 2010, vol. 35, issue 4, 353 pages

Keywords: Rational expectations models; Time-varying parameters; Kalman Filtering; C5; C6 (search for similar items in EconPapers)
Date: 2010
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Citations: View citations in EconPapers (7)

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DOI: 10.1007/s10614-010-9201-7

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