非线性随机模型的线性二次解方法:注

The Manchester school of economic and social studies Pub Date : 1998-01-01 DOI:10.1111/1467-9957.00092

M. Roche

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引用次数: 0

摘要

描述并比较了非线性随机有理期望模型的线性二次解方法。本文以一个封闭经济实体经济周期模型为例。结果表明，在最优决策规则下，所有方法的系数相同。然而，在求解其他模型时，一些方法只需要对现有的计算机程序进行少量修改。版权归布莱克威尔出版社有限公司和曼彻斯特维多利亚大学所有

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Linear-Quadratic Solution Methods to Non-linear Stochastic Models: A Note

Linear-quadratic solution methods to nonlinear stochastic rational-expectations models are described and compared. A closed economy real business cycle model is used as an illustration. The author's results show that all methods yield identical coefficients in the optimal decision rules. However, when solving other models some methods require only a few modifications to existing computer programs. Copyright 1998 by Blackwell Publishers Ltd and The Victoria University of Manchester

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The Manchester school of economic and social studies

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