论文标题
线性理性期望模型的正则解决方案
Regularized Solutions to Linear Rational Expectations Models
论文作者
论文摘要
本文提出了一种用于计算线性理性期望模型的正规解决方案的算法。该算法允许在横截面以及跨频率上进行正则化。各种数值示例说明了正则化的优势。
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.
