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DSGE Modeling on an iPhone/iPad Using SpaceTime

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  • Andrew Blake

Abstract

SpaceTime 4.0 is cross-platform mathematics software available for the iPhone/iPad under iOS, as well as other devices. It can be used to implement usable DSGE modeling tools; this includes the solution of linear rational expectations, solving optimal linear-quadratic policy problems, obtaining automatic first- and second-order approximations, scenario simulation and graphing. These analytical tools are easily programmed into a library of routines that can be quickly applied to arbitrary models, making an iOS device a viable platform for useful analysis. As there are limitations on the numerical routines available, a method for solving singular models without using the QZ decomposition is also derived. Copyright Bank of England 2012

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  • Andrew Blake, 2012. "DSGE Modeling on an iPhone/iPad Using SpaceTime," Computational Economics, Springer;Society for Computational Economics, vol. 40(4), pages 313-332, December.
    • Handle: RePEc:kap:compec:v:40:y:2012:i:4:p:313-332
    DOI: 10.1007/s10614-011-9300-0
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    Cited by:

    1. Bongers, Anelí & Molinari, Benedetto & Torres, José L., 2022. "Computers, Programming and Dynamic General Equilibrium Macroeconomic Modeling," MPRA Paper 112505, University Library of Munich, Germany.

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