Creator

• Roberds, William

Series

• Staff report (Federal Reserve Bank of Minneapolis. Research Department)

Issue number

• 105

Date created

• 1986-07

Abstract

• Methods are presented for solving a certain class of rational expectations models, principally those that arise from dynamic games. The methods allow for numerical solution using spectral factorization algorithms and for estimation of these models using maximum likelihood techniques.

Related information

• An earlier version of this Staff Report circulated as Working Paper 291.

Date modified

• 10/07/2020

Corporate Author

• Federal Reserve Bank of Minneapolis. Research Department

Publisher

• Federal Reserve Bank of Minneapolis

Resource type

• Research Paper

DOI

•  https://doi.org/10.21034/sr.105

License

• Creative Commons BY-NC Attribution-NonCommercial 4.0 International

In Collection:

• Staff Reports

Zipped Files

Download a zip file that contains all the files in this work.

Thumbnail	Title	Date Uploaded	Visibility	Actions
	sr105.pdf	2019-10-08	Public	Download