Solving Linear Rational Expectations Models
AbstractWe 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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Bibliographic InfoArticle provided by Society for Computational Economics in its journal Computational Economics.
Volume (Year): 20 (2002)
Issue (Month): 1-2 (October)
Other versions of this item:
- Christopher Sims, 2001. "Matlab Code for Solving Linear Rational Expectations Models," QM&RBC Codes 11, Quantitative Macroeconomics & Real Business Cycles.
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RePEc Biblio mentionsAs found on the RePEc Biblio, the curated bibliography for Economics:
- > Schools of Economic Thought, Epistemology of Economics > Economic Methodology > Dynamic Stochastic General Equilibrium > Solution Methods for DSGE models
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