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Solving Linear Rational Expectations Models

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Author Info
Sims, Christopher A

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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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File URL: http://journals.kluweronline.com/issn/0927-7099/contents
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Publisher Info
Article provided by Springer in its journal Computational Economics.

Volume (Year): 20 (2002)
Issue (Month): 1-2 (October)
Pages: 1-20
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Handle: RePEc:kap:compec:v:20:y:2002:i:1-2:p:1-20

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Web page: http://www.springerlink.com/link.asp?id=100248

For technical questions regarding this item, or to correct its listing, contact: (Christopher F. Baum).

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This page was last updated on 2009-10-15.

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