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About this book Macroeconomic Modelling has undergone radical changes in the last few years. Show all. Ruben et al. Show next xx. If a deterministic path is global in state variables, then so are the constructed solutions to the stochastic model, whereas these solutions are local in the scaling parameter.
Under the assumption that a deterministic path is already known the higher order terms in the expansion are obtained recursively by solving linear rational expectations models with time-varying parameters. The present work proposes a method rested on backward recursion for solving this type of models. Abraham, R.
Marsden, and T. Springer-Verlag Berlin Heidelberg.
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Economics Letters, vol. Econometrica, vol. Working paper. Burnside C. Solving asset pricing models with Gaussian shocks. Journal of Economic Dynamics and Control 22, Journal of Economic Dynamics and Control, No. The Background to Cointegration Theory. Integrated Variables and Cointegration. Estimating the Cointegrating Vector. Testing for Cointegration. Disequilibrium Models.
Macro Models. The Key Equations in the Macro Model.
Macroeconomic Models, Forecasting, and Policymaking
Solving Large Non-Linear Models. Stochastic Analysis in Non-Linear Models. A General Background.
An Application of Stochastic Simulation. Testing if a Non-Linear Model is Bijective.
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Estimating the Uncertainty of a Model's Simulation Properties. Game Theory: Some Basic Concepts. The Initial Analysis of Time Inconsistency. The Linear Structurally Dynamic Case.
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