Advanced Search
MyIDEAS: Login

Solving Linear Rational Expectations Models

Contents:

Author Info

  • Sims, Christopher A

Abstract

We describe methods for solving general linear rational expectations models in continuous or discrete timing with or without exogenous variables. The methods are based on matrix eigenvalue decompositions. Copyright 2002 by Kluwer Academic Publishers

Download Info

If you experience problems downloading a file, check if you have the proper application to view it first. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.
File URL: http://journals.kluweronline.com/issn/0927-7099/contents
Download Restriction: no

Bibliographic Info

Article provided by Society for Computational Economics in its journal Computational Economics.

Volume (Year): 20 (2002)
Issue (Month): 1-2 (October)
Pages: 1-20

as in new window
Handle: RePEc:kap:compec:v:20:y:2002:i:1-2:p:1-20

Contact details of provider:
Web page: http://www.springerlink.com/link.asp?id=100248
More information through EDIRC

Related research

Keywords:

Other versions of this item:

References

No references listed on IDEAS
You can help add them by filling out this form.

Citations

RePEc Biblio mentions

As found on the RePEc Biblio, the curated bibliography for Economics:
  1. > Schools of Economic Thought, Epistemology of Economics > Economic Methodology > Dynamic Stochastic General Equilibrium > Solution Methods for DSGE models
Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
as in new window

Cited by:
This item has more than 25 citations. To prevent cluttering this page, these citations are listed on a separate page.

Lists

This item is featured on the following reading lists or Wikipedia pages:
  1. Quantitative Macroeconomics and Real Business Cycles (QM&RBC)
  2. Top 1‰ items by number of citations weighted by recursive impact factors and discounted by age

Statistics

Access and download statistics

Corrections

When requesting a correction, please mention this item's handle: RePEc:kap:compec:v:20:y:2002:i:1-2:p:1-20. See general information about how to correct material in RePEc.

For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Guenther Eichhorn) or (Christopher F. Baum).

If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

If references are entirely missing, you can add them using this form.

If the full references list an item that is present in RePEc, but the system did not link to it, you can help with this form.

If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your profile, as there may be some citations waiting for confirmation.

Please note that corrections may take a couple of weeks to filter through the various RePEc services.