Linear-Quadratic Optimization For Models With Rational Expectations
In this paper we present a method for using rational expectations in a linear-quadratic optimizationframework. Following the approach put forward by Sims, we solve the model through a QZdecomposition, which is generally easier to implement than the more widely used method of Blanchardand Kahn.
(This abstract was borrowed from another version of this item.)
Volume (Year): 3 (1999)
Issue (Month): 04 (December)
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