Personal Pages
My Academic Papers
Rational macroeconomic learning in linear expectational models
Not About Me |
By Me
From
2008
Tagged with:
Rational Expectations
Partial information
Bayesian learning
Generalized
Schur decomposition;
Sunspots
Indeterminacy
Feasible Rational Expectations Equilibria
Abstract: The partial information rational expectations solution to a general linear multivariate expectational macro-model is found when agents are uncertain about the true values of the model’s parameters. Ne...
My Software
Maple code generator for performing log linearisation
Not About Me |
By Me
From
2009
Tagged with:
maple
log-linear
log-linearisation
log-linearization
log
linearisation
linearization
DSGE
Dynamic Stochastic General Equilibrium
RBC
real business cycle
maplesoft
code
generator
C sharp
C#
This project is a Maple code generator for performing log-linearisation.
It is useful, for example, for macro-economists working with Dynamic Stochastic General Equilibrium (DSGE) or Real Business Cycle (RBC) mo...
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