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Solving Linear Rational Expectations Models

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  • 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

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  • Sims, Christopher A, 2002. "Solving Linear Rational Expectations Models," Computational Economics, Springer;Society for Computational Economics, vol. 20(1-2), pages 1-20, October.
  • Handle: RePEc:kap:compec:v:20:y:2002:i:1-2:p:1-20
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