Template-Type: ReDIF-Paper 1.0
Title: A Note on Kalman Filter Approach To Solution of Rational Expectations Models
Author-Name: Marco M. Sorge
Author-Email: msorge@uni-bonn.de
Classification-JEL: C5; C6
Keywords: Nonlinear dynamic systems; Rational Expectations; Extended Kalman Filter
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.

Note: 
Length: 7 
Creation-Date: 2010-03	
Revision-Date: 
File-URL: http://www.wiwi.uni-bonn.de/bgsepapers/bonedp/bgse04_2010.pdf
File-Format: application/pdf
Handle: RePEc:bon:bonedp:bgse04_2010