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Un procedimiento para la simulación de modelos lineales en tiempo continuo con previsión perfecta e histéresis

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Author Info

  • Carlo Graziani

    (Universidad Católica del Uruguay)

  • Andrés Almansa

    (Universidad de la República)

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    Abstract

    This work presents a procedure to simulate continuous linear models with perfect foresight and histeresis. The procedure, which constitutes the basis of the LPFH algorithm, is based on a generalization of the standard structural form introduced by Austin and Buiter (1982) and Buiter (1984), and allows for the numerical solution of models with many state variables.

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    Bibliographic Info

    Article provided by El Colegio de México, Centro de Estudios Económicos in its journal Estudios Económicos.

    Volume (Year): 13 (1998)
    Issue (Month): 1 ()
    Pages: 35-56

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    Handle: RePEc:emx:esteco:v:13:y:1998:i:1:p:35-56

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