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Lagrange Inversion of Taylor Polynomials using Kronecker Product Notation

Author

Listed:
  • Roberto Leon-Gonzalez

    (National Graduate Institute for Policy Studies, Tokyo, Japan)

  • Elnura Baiaman kyzy

    (HIAS, Hitotsubashi Unversity, Tokyo, Japan)

Abstract

This paper is concerned with the multivariate Lagrange-Good inversion of power series when they are written using Kronecker products and inverted with respect to a subset of the variables. It is shown that the coefficients of the inverse series can be recovered by solving a linear system of equations whose solution can be found recursively.

Suggested Citation

  • Roberto Leon-Gonzalez & Elnura Baiaman kyzy, 2025. "Lagrange Inversion of Taylor Polynomials using Kronecker Product Notation," GRIPS Discussion Papers 25-08, National Graduate Institute for Policy Studies.
    • Handle: RePEc:ngi:dpaper:25-08
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    File URL: https://grips.repo.nii.ac.jp/records/2000201
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    References listed on IDEAS

    as
    1. Baiaman kyzy, Elnura & Leon-Gonzalez, Roberto, 2026. "Estimation of nonlinear DSGE models through Laplace based solutions," Journal of Economic Dynamics and Control, Elsevier, vol. 182(C).
    2. repec:ngi:dpaper:24-6 is not listed on IDEAS
    3. Schmitt-Grohe, Stephanie & Uribe, Martin, 2004. "Solving dynamic general equilibrium models using a second-order approximation to the policy function," Journal of Economic Dynamics and Control, Elsevier, vol. 28(4), pages 755-775, January.
    Full references (including those not matched with items on IDEAS)

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