Please use this identifier to cite or link to this item: http://hdl.handle.net/10419/38798
Authors: 
Sorge, Marco M.
Year of Publication: 
2010
Series/Report no.: 
Bonn econ discussion papers 2010,4
Abstract: 
In this note, a class of nonlinear dynamic models under rational expectations is studied. A particular solution is found using a model reference adaptive technique via an extended Kalman filtering algorithm, for which initial conditions knowledge only is required.
Subjects: 
Nonlinear dynamic systems
Rational Expectations
Extended Kalman Filter
JEL: 
C5
C6
Document Type: 
Working Paper

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