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Solving Non-linear Rational Expectations Models By Eigenvalue-Eigenvector Decompositions

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Author Info
Alfonso Novales
Emilio Dominguez
Javier J. Perez
Jesus Ruiz

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Abstract

This code supports the text in Alfonso Novales, Emilio Dominguez, Javier J. Perez and Jesus Ruiz, Solving Non-linear Rational Expectations Models By Eigenvalue-Eigenvector Decompositions, in Ramon Marimon and Andrew Scott (eds), Computational Methods for the Study of Dynamic Economies, Chapter 4, Oxford University Press. This chapter deals with a solution to rational expectations models, which is based on eigenvalue/eigenvector decompositions. The methods gives an exact solution in th case of linear expectations and an approximate solution in the case of nonlinear models. The programs execute the calculations of sections 4 and 6 of the chapter.

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File URL: http://dge.repec.org/codes/marimon-scott/Novales/
File Format: application/x-matlab
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Publisher Info
Software component provided by Quantitative Macroeconomics & Real Business Cycles in its series QM&RBC Codes with number 124.

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Programming language: Matlab
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Date of creation: 1998
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Handle: RePEc:dge:qmrbcd:124

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  1. Manoj Atolia & Edward F. Buffie, 2005. "Solving for the Global Nonlinear Saddlepath: Reverse Shooting vs. Approximation Methods," Computing in Economics and Finance 2005 336, Society for Computational Economics. [Downloadable!]
    Other versions:
  2. Alfonso Novales & Javier J. PÈrez, 2004. "Is It Worth Refining Linear Approximations to Non-Linear Rational Expectations Models?," Computational Economics, Springer, vol. 23(4), pages 343-377, 06. [Downloadable!]
    Other versions:
  3. Gustavo Marrero, 2005. "An Active Public Investment Rule and the Downsizing Experience in the US: 1960-2000," Topics in Macroeconomics, Berkeley Electronic Press, vol. 5(1), pages 1282-1282. [Downloadable!] (restricted)
  4. Javier J. Pérez, 2001. "A Log-linear Homotopy Approach to Initialize the Parameterized Expectations Algorithm," Economic Working Papers at Centro de Estudios Andaluces E2001/02, Centro de Estudios Andaluces. [Downloadable!]
    Other versions:
  5. Flôres Junior, Renato Galvão & Brito, Ricardo Dias Oliveira, 2001. "Stochastic Growth and Monetary Policy: the impacts on the term structure of interest rates," Economics Working Papers (Ensaios Economicos da EPGE) 416, Graduate School of Economics, Getulio Vargas Foundation (Brazil). [Downloadable!]
  6. Jaime Alonso-Carrera & María Jesús Freire-Serén & Baltasar Manzano, 2004. "Rentabilidad social de la inversión pública española en infraestructuras," Hacienda Pública Española, IEF, vol. 170(3), pages 81-103, september. [Downloadable!]
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  7. Manoj Atolia, 2003. "Productivity-Enhancing Reforms, Private Capital Inflows, and Real Interest Rates in Africa," Working Papers wp2003_10_02, Department of Economics, Florida State University, revised Dec 2008. [Downloadable!]
  8. Brito, R. D. & Flôres Jr, R.G., 2001. "Optimal Growth and Monetary Policy: the impacts on the term structure of interest rates," Ibmec Working Papers wpe_10, Ibmec Working Paper, Ibmec São Paulo. [Downloadable!]
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  9. Jaime Alonso-Carrera & Baltasar Manzano, 2003. "Análisis dinámico del coste de bienestar del sistema impositivo español. Una exploración cuantitativa," Hacienda Pública Española, IEF, vol. 167(4), pages 9-31, December. [Downloadable!]
  10. Baltasar Manzano & Jess Ruz, 2000. "Optimal Fiscal Policy In A Business Cycle Model: Alternative Identifications Of The Optimal Expost Capital Income Tax Rates," Computing in Economics and Finance 2000 351, Society for Computational Economics. [Downloadable!]
  11. Jaime Alonso-Carrera & Maria Jesus Freire-Seren & Baltasar Manzano, 2008. "Macroeconomic Effects From The Regional Allocation Of Public Capital Formation," CAMA Working Papers 2008-09, Australian National University, Centre for Applied Macroeconomic Analysis. [Downloadable!]
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