Solving Rational Expectations Models with Informational Subperiods: A Perturbation Approach

Authors:
Anna Kormilitsina
Affiliations:
Department of Economics, Southern Methodist University, Dallas, USA
Venue:
Computational Economics
Year:
2013

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Abstract

This paper presents an algorithm to solve up to the second order of approximation rational expectations models with informational subperiods, and provides simple examples to demonstrate how the algorithm works.