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dc.contributor.authorKim, Seong-Hoon
dc.date.accessioned2012-05-10T00:13:50Z
dc.date.available2012-05-10T00:13:50Z
dc.date.issued2012
dc.identifier.citationKim , S-H 2012 , ' Sequential action and beliefs under partially observable DSGE environments ' , Computational Economics , vol. 40 , no. 3 , pp. 219-244 . https://doi.org/10.1007/s10614-012-9323-1en
dc.identifier.issn0927-7099
dc.identifier.otherPURE: 20509275
dc.identifier.otherPURE UUID: 61679142-70b5-46bb-b8c8-53738eac9cdb
dc.identifier.otherScopus: 84866137574
dc.identifier.urihttp://hdl.handle.net/10023/2599
dc.description.abstractThis paper introduces a classification of DSGEs from a Markovian perspective, and positions the class of POMDP (Partially Observable Markov Decision Process) to the center of a generalization of linear rational expectations models. The analysis of the POMDP class builds on the previous development in dynamic controls for linear system, and derives a solution algorithm by formulating an equilibrium as a fixed point of an operator that maps what we observe into what we believe.
dc.format.extent26
dc.language.isoeng
dc.relation.ispartofComputational Economicsen
dc.rights© Springer Science+Business Media New York 2012. The original publication is available at http://www.springerlink.comen
dc.subjectDSGEen
dc.subjectPartially Observable Markov Decision Processen
dc.subjectPOMDPen
dc.subjectObservation channelen
dc.subjectKalman filteren
dc.subjectHB Economic Theoryen
dc.subject.lccHBen
dc.titleSequential action and beliefs under partially observable DSGE environmentsen
dc.typeJournal articleen
dc.description.versionPostprinten
dc.contributor.institutionUniversity of St Andrews.School of Economics and Financeen
dc.identifier.doihttps://doi.org/10.1007/s10614-012-9323-1
dc.description.statusPeer revieweden
dc.identifier.urlhttp://www.springerlink.com/content/m1k22230460815p4/en


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