arXiv 12 Sep 2020 · Econometrics · 2 citations (OpenAlex)
arXiv:2009.05875 · PDF · DOI · OpenAlex · Extracted main text
This paper proposes an algorithm for computing regularized solutions to linear rational expectations models. The algorithm allows for regularization cross-sectionally as well as across frequencies. A variety of numerical examples illustrate the advantage of regularization.
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The works this paper leans on most, across its whole bibliography — not restricted to papers in our corpus. Ranked by composite intensity, which combines how often a work is mentioned, how many sections mention it, and how much of that falls in the main text rather than the appendix.
| Reference | Intensity | Mentions | Sections | Main text | |
|---|---|---|---|---|---|
| 1 | Al-Sadoon, M. M (2020) The spectral approach to linear rational expectations models self | 1.000 | 7 | 3 | 100% |
| 2 | Sims, C. A (2002) Solving linear rational expectations models | 0.874 | 7 | 2 | 100% |
| 3 | Lubik, T. A. & Schorfheide, F (2003) Computing sunspot equilibria in linear rational expectations models | 0.874 | 5 | 2 | 100% |
| 4 | Funovits, B (2017) The full set of solutions of linear rational expectations models | 0.644 | 2 | 2 | 100% |
| 5 | Al-Sadoon, M. M. & Zwiernik, P (2019) The identification problem for linear rational expectations models self | 0.644 | 2 | 2 | 100% |
| 6 | Al-Sadoon, M. M (2018) The linear systems approach to linear rational expectations models self | 0.644 | 2 | 2 | 100% |
| 7 | Angeletos, G.-M. & Huo, Z (2018) Myopia and anchoring | 0.405 | 1 | 1 | 100% |
| 8 | Bianchi, F. & Nicolò, G (2019) A Generalized Approach to Indeterminacy in Linear Rational Expectations Models | 0.405 | 1 | 1 | 100% |
| 9 | Farmer, R. E., Khramov, V., & Nicolò, G (2015) Solving and estimating indeterminate DSGE models | 0.405 | 1 | 1 | 100% |
| 10 | Han, Z., Tan, F., & Wu, J (2019) Analytic policy function iteration | 0.405 | 1 | 1 | 100% |
Showing the top 10 of 23 scored citations.
arXiv econ.EM papers that cite this one, ranked by how heavily they lean on it.
| Citing paper | Intensity | Mentions | Sections | |
|---|---|---|---|---|
| 1 | The Spectral Approach to Linear Rational Expectations Models | 1.000 | 5 | 3 |