Publications of A. De Santis

This page shows all publications that appeared in the IASI annual research reports. Authors currently affiliated with the Institute are always listed with the full name.

You can browse through them using either the links of the following line or those associated with author names.

Show all publications of the year  1990, with author De Santis A., in the category IASI Research Reports (or show them all):


IASI Research Report n. 296  (Next)


De Santis A., Alfredo Germani, Scoglio C.

Kalman filter approach to solution of rational expectations models.

ABSTRACT
The solution of forward looking dynamical models for economical systems, consists in finding a suitable expression of the forcing term describing the agents expectations on the future behaviour of the involved economical variables. In this paper such a control function is estimated by a Kalman filtering technique which allows us to exploit just the current informations. The solution obtained is shown to converge to the actual one in the case of infinite-horizont problem.
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