Higher order approximations of stochastic rational expectations models
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References listed on IDEAS
- Kowal, Pawel, 2006. "A note on differentiating matrices," MPRA Paper 1239, University Library of Munich, Germany.
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Keywordsperturbation method; DSGE models;
- C63 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - Computational Techniques
- C61 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - Optimization Techniques; Programming Models; Dynamic Analysis
- E17 - Macroeconomics and Monetary Economics - - General Aggregative Models - - - Forecasting and Simulation: Models and Applications
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2007-07-13 (All new papers)
- NEP-CBA-2007-07-13 (Central Banking)
- NEP-CMP-2007-07-13 (Computational Economics)
- NEP-DGE-2007-07-13 (Dynamic General Equilibrium)
- NEP-ECM-2007-07-13 (Econometrics)
- NEP-MAC-2007-07-13 (Macroeconomics)
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