Solution of finite-horizon multivariate linear rational expectations models and sparse linear systems
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- Laurence Broze & Christian Gourieroux & Ariane Szafarz, 1995.
"Solutions of Multivariate Rational Expectations Models,"
ULB Institutional Repository
2013/701, ULB -- Universite Libre de Bruxelles.
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Cambridge Working Papers in Economics
9619, Faculty of Economics, University of Cambridge.
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Cambridge Working Papers in Economics
9415, Faculty of Economics, University of Cambridge.
- Michael Binder & M. Hashem Pesaran, 1994. "GAUSS and Matlab codes for Multivariate Rational Expectations Models and Macroeconometric Modelling: A Review and Some New Results," QM&RBC Codes 74, Quantitative Macroeconomics & Real Business Cycles.
- Binder, Michael & Pesaran, M Hashem & Samiei, S Hossein, 2000. "Solution of Nonlinear Rational Expectations Models with Applications to Finite-Horizon Life-Cycle Models of Consumption," Computational Economics, Springer;Society for Computational Economics, vol. 15(1-2), pages 25-57, April.
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- Gilli, Manfred & Pauletto, Giorgio, 1997. "Sparse direct methods for model simulation," Journal of Economic Dynamics and Control, Elsevier, vol. 21(6), pages 1093-1111, June.
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