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Solving Dynamic Equilibrium Models by a Method of Undetermined Coefficients

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  • Christiano, Lawrence J

Abstract

I present an undetermined coefficients method for obtaining a linear approximating to the solution of a class of dynamic, rational expectations models. I also show how that solution can be used to compute a model's implications for impulse response functions and for second moments. Copyright 2002 by Kluwer Academic Publishers

Suggested Citation

  • Christiano, Lawrence J, 2002. "Solving Dynamic Equilibrium Models by a Method of Undetermined Coefficients," Computational Economics, Springer;Society for Computational Economics, vol. 20(1-2), pages 21-55, October.
    • Handle: RePEc:kap:compec:v:20:y:2002:i:1-2:p:21-55
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    JEL classification:

    • C6 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling
    • C63 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - Computational Techniques

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    1. Quantitative Macroeconomics and Real Business Cycles (QM&RBC)

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