SOLVING NONLINEAR RATIONAL-EXPECTATIONS MODELS - A STOCHASTIC EQUILIBRIUM-MODEL OF INTEREST-RATES

被引：15

作者：

NOVALES, A ^{[1
]}

机构：

[1] FEDEA, E-28001 MADRID, SPAIN

来源：

ECONOMETRICA | 1990年 / 58卷 / 01期

关键词：

D O I：

10.2307/2938336

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

引用

页码：93 / 111

页数：19

共 50 条

[1] THE TERM STRUCTURE OF EURO INTEREST-RATES AND RATIONAL-EXPECTATIONS
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[J]. JOURNAL OF INTERNATIONAL MONEY AND FINANCE, 1990, 9 (02) : 234 - 244
[2] TESTS OF THE RATIONAL-EXPECTATIONS MODEL OF THE TERM STRUCTURE OF UK INTEREST-RATES
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DUCK, NW
[J]. ECONOMICS LETTERS, 1982, 10 (1-2) : 115 - 121
[3] A NONLINEAR GENERAL EQUILIBRIUM-MODEL OF THE TERM STRUCTURE OF INTEREST-RATES
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[J]. JOURNAL OF FINANCIAL ECONOMICS, 1989, 23 (02) : 195 - 224
[4] MEASURING INVESTMENT PERFORMANCE IN A RATIONAL-EXPECTATIONS EQUILIBRIUM-MODEL
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[J]. JOURNAL OF BUSINESS, 1985, 58 (01): : 1 - 26
[5] A NONLINEAR STOCHASTIC RATIONAL-EXPECTATIONS MODEL OF EXCHANGE-RATES
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[J]. JOURNAL OF INTERNATIONAL MONEY AND FINANCE, 1992, 11 (03) : 235 - 250
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[J]. JOURNAL OF FINANCIAL ECONOMICS, 1992, 32 (03) : 345 - 353
[7] A KEYNESIAN GENERAL EQUILIBRIUM-MODEL WITH COMPETITIVE FIRMS AND RATIONAL-EXPECTATIONS
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[J]. JOURNAL OF ECONOMICS-ZEITSCHRIFT FUR NATIONALOKONOMIE, 1992, 56 (01): : 23 - 38
[8] ADMINISTERED INTEREST-RATES AND THE DEMAND FOR MONEY IN GREECE UNDER RATIONAL-EXPECTATIONS
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[J]. WELTWIRTSCHAFTLICHES ARCHIV-REVIEW OF WORLD ECONOMICS, 1986, 122 (01): : 173 - 188
[9] A RATIONAL-EXPECTATIONS EQUILIBRIUM-MODEL OF INVENTORIES OF FINISHED GOODS AND EMPLOYMENT
EICHENBAUM, M
[J]. JOURNAL OF MONETARY ECONOMICS, 1983, 12 (02) : 259 - 277
[10] SOLVING STOCHASTIC OPTIMIZATION MODELS WITH LEARNING AND RATIONAL-EXPECTATIONS
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ACHATH, S
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