Solving Rational Expectations Models with Informational Subperiods: A Perturbation Approach

Anna Kormilitsina ()

Computational Economics, 2013, vol. 41, issue 4, 525-555

Abstract: This paper presents an algorithm to solve up to the second order of approximation rational expectations models with informational subperiods, and provides simple examples to demonstrate how the algorithm works. Copyright Springer Science+Business Media New York 2013

Keywords: Rational expectations; Informational subperiods; Timing constraints; Second-order approximation (search for similar items in EconPapers)
Date: 2013
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Citations: View citations in EconPapers (10)

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DOI: 10.1007/s10614-012-9321-3

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