|
EconStor >
Rheinische Friedrich-Wilhelms-Universität Bonn >
Bonn Graduate School of Economics (BGSE), Universität Bonn >
Bonn Econ Discussion Papers, Bonn Graduate School of Economics (BGSE), Universität Bonn >
Please use this identifier to cite or link to this item:
http://hdl.handle.net/10419/38798
|
| | |
Full metadata record
| DC Field | | Value | | Language |
| dc.contributor.author | | Sorge, Marco M. | | en_US |
| dc.date.accessioned | | 2010-04-09 | | en_US |
| dc.date.accessioned | | 2010-08-17T12:28:13Z | | - |
| dc.date.available | | 2010-08-17T12:28:13Z | | - |
| dc.date.issued | | 2010 | | en_US |
| dc.identifier.uri | | http://hdl.handle.net/10419/38798 | | - |
| dc.description.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. | | en_US |
| dc.language.iso | | eng | | en_US |
| dc.publisher | | Graduate School of Economics Bonn | | en_US |
| dc.relation.ispartofseries | | Bonn econ discussion papers 2010,4 | | en_US |
| dc.subject.jel | | C5 | | en_US |
| dc.subject.jel | | C6 | | en_US |
| dc.subject.ddc | | 330 | | en_US |
| dc.subject.keyword | | Nonlinear dynamic systems | | en_US |
| dc.subject.keyword | | Rational Expectations | | en_US |
| dc.subject.keyword | | Extended Kalman Filter | | en_US |
| dc.subject.stw | | Nichtlineare dynamische Systeme | | en_US |
| dc.subject.stw | | Rationale Erwartung | | en_US |
| dc.subject.stw | | Zustandsraummodell | | en_US |
| dc.subject.stw | | Theorie | | en_US |
| dc.title | | A note on Kalman filter approach to solution of rational expectations models | | en_US |
| dc.type | | Working Paper | | en_US |
| dc.identifier.ppn | | 623316242 | | en_US |
| dc.rights | | http://www.econstor.eu/dspace/Nutzungsbedingungen | | - |
| Appears in Collections: | | Bonn Econ Discussion Papers, Bonn Graduate School of Economics (BGSE), Universität Bonn
|
| Files in This Item:
| |
|
| No. of Downloads:
| |
| last Month |
last 3 Month |
total |
|
|
|
|
|
Items in EconStor are protected by copyright, with all rights reserved, unless otherwise indicated.
|