Please use this identifier to cite or link to this item: http://hdl.handle.net/10419/38798
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dc.contributor.authorSorge, Marco M.en_US
dc.date.accessioned2010-04-09en_US
dc.date.accessioned2010-08-17T12:28:13Z-
dc.date.available2010-08-17T12:28:13Z-
dc.date.issued2010en_US
dc.identifier.urihttp://hdl.handle.net/10419/38798-
dc.description.abstractIn 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.en_US
dc.language.isoengen_US
dc.publisher|aGraduate School of Economics |cBonnen_US
dc.relation.ispartofseries|aBonn econ discussion papers |x2010,4en_US
dc.subject.jelC5en_US
dc.subject.jelC6en_US
dc.subject.ddc330en_US
dc.subject.keywordNonlinear dynamic systemsen_US
dc.subject.keywordRational Expectationsen_US
dc.subject.keywordExtended Kalman Filteren_US
dc.subject.stwNichtlineare dynamische Systemeen_US
dc.subject.stwRationale Erwartungen_US
dc.subject.stwZustandsraummodellen_US
dc.subject.stwTheorieen_US
dc.titleA note on Kalman filter approach to solution of rational expectations modelsen_US
dc.type|aWorking Paperen_US
dc.identifier.ppn623316242en_US
dc.rightshttp://www.econstor.eu/dspace/Nutzungsbedingungen-

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