Alternatives to initialize the Parameterized Expectations Algorithm

C-Tier
Journal: Economics Letters
Year: 2009
Volume: 102
Issue: 2
Pages: 116-118

Authors (2)

Pérez, Javier J. (Banco de España) Sánchez, A. Jesús (not in RePEc)

Score contribution per author:

0.503 = (α=2.01 / 2 authors) × 0.5x C-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

In this paper we analyze the convergence properties of some standard approaches to initialize the Parameterized Expectations Algorithm. We carry out a Monte Carlo experiment to compare their performance in computational terms. We do so within the framework of the standard neoclassical growth model and of the monetary model of Cooley and Hansen (Cooley, T.F., Hansen, G., 1989. The Inflation Tax in a Real Business Cycle Model. American Economic Review 79, 733-748).

Technical Details

RePEc Handle
repec:eee:ecolet:v:102:y:2009:i:2:p:116-118
Journal Field
General
Author Count
2
Added to Database
2026-01-29