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https://hdl.handle.net/10419/38798
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DC Field | Value | Language |
---|---|---|
dc.contributor.author | Sorge, Marco M. | en |
dc.date.accessioned | 2010-04-09 | - |
dc.date.accessioned | 2010-08-17T12:28:13Z | - |
dc.date.available | 2010-08-17T12:28:13Z | - |
dc.date.issued | 2010 | - |
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 |
dc.language.iso | eng | en |
dc.publisher | |aUniversity of Bonn, Bonn Graduate School of Economics (BGSE) |cBonn | en |
dc.relation.ispartofseries | |aBonn Econ Discussion Papers |x04/2010 | en |
dc.subject.jel | C5 | en |
dc.subject.jel | C6 | en |
dc.subject.ddc | 330 | en |
dc.subject.keyword | Nonlinear dynamic systems | en |
dc.subject.keyword | Rational Expectations | en |
dc.subject.keyword | Extended Kalman Filter | en |
dc.subject.stw | Nichtlineare dynamische Systeme | en |
dc.subject.stw | Rationale Erwartung | en |
dc.subject.stw | Zustandsraummodell | en |
dc.subject.stw | Theorie | en |
dc.title | A Note on Kalman Filter Approach To Solution of Rational Expectations Models | - |
dc.type | |aWorking Paper | en |
dc.identifier.ppn | 623316242 | en |
dc.rights | http://www.econstor.eu/dspace/Nutzungsbedingungen | en |
dc.identifier.repec | RePEc:zbw:bonedp:042010 | - |
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