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An eigenvalue method of undetermined coefficients for solving linear rational expectations models

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  • Zadrozny, Peter A.

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File URL: http://www.sciencedirect.com/science/article/pii/S0165-1889(98)00016-5
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Article provided by Elsevier in its journal Journal of Economic Dynamics and Control.

Volume (Year): 22 (1998)
Issue (Month): 8-9 (August)
Pages: 1353-1373

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Handle: RePEc:eee:dyncon:v:22:y:1998:i:8-9:p:1353-1373
Contact details of provider: Web page: http://www.elsevier.com/locate/jedc

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  1. Raouf Boucekkine & Cuong Le Van & Katheline Schubert, "undated". "How to Get the Blanchard-Kahn Form from a General Linear Rational Expectations Model," Computing in Economics and Finance 1996 _035, Society for Computational Economics.
  2. Broze, Laurence & Gouriéroux, Christian & Szafarz, Ariane, 1995. "Solutions of multivariate Rational Expectations Models," Econometric Theory, Cambridge University Press, vol. 11(02), pages 229-257, February.
  3. Anderson, Gary & Moore, George, 1985. "A linear algebraic procedure for solving linear perfect foresight models," Economics Letters, Elsevier, vol. 17(3), pages 247-252.
  4. Salemi, Michael K. & Song, Jaeyeong, 1992. "Saddlepath solutions for multivariate linear rational expectations models," Journal of Econometrics, Elsevier, vol. 53(1-3), pages 245-269.
  5. Ates Dagli, C. & Taylor, John B., 1984. "Estimation and solution of linear rational expectations models using a polynomial matrix factorization," Journal of Economic Dynamics and Control, Elsevier, vol. 8(3), pages 341-348, December.
  6. Binder,M. & Pesaran,H.M., 1995. "Multivariate Rational Expectations Models and Macroeconomic Modelling: A Review and Some New Results," Cambridge Working Papers in Economics 9415, Faculty of Economics, University of Cambridge.
  7. Buiter, Willem H., 1982. "Predetermined and non-predetermined variables in rational expectations models," Economics Letters, Elsevier, vol. 10(1-2), pages 49-54.
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