摘要
给出了完全理性预期条件下宏观一致增长波动经济二次最优闭环模型的框架，推导出了求解动态Ｒｉｃｃａｔｉ方程的稳态因子方程．建立用最大似然估计算法进行参数估计的理论基础，从而把二次最优理性预期模型理论建立在完全理性预期环境下．
On the condition of complete rational expectation, this paper gives the closed model frame of quadratic optimum in uniform macroeconomic with growth and fluctuation and educes the static factor equations of dynamic Riccati equation. The theoretic base of the estimation of maximum likelihood parameter method that is used to estimate the parameters is established. There- by the theory of rational expectation model of quadratic optimum is founded under complete ra- tional expectation.
出处
《哈尔滨理工大学学报》
CAS
2001年第5期92-95,共4页
Journal of Harbin University of Science and Technology
基金
黑龙江省自然科学基金项目(E9708)
