Solving Non-linear Rational Expectations Models By Eigenvalue-Eigenvector Decompositions
AbstractThis 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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Bibliographic InfoSoftware component provided by Quantitative Macroeconomics & Real Business Cycles in its series QM&RBC Codes with number 124.
Programming language: Matlab
Date of creation: 1998
Date of revision:
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