An Algorithm for Solving Arbitrary Linear Rational Expectations Model
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References listed on IDEAS
- Anderson, Evan W. & McGrattan, Ellen R. & Hansen, Lars Peter & Sargent, Thomas J., 1996.
"Mechanics of forming and estimating dynamic linear economies,"
Handbook of Computational Economics, in: H. M. Amman & D. A. Kendrick & J. Rust (ed.),Handbook of Computational Economics, edition 1, volume 1, chapter 4, pages 171-252,
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- Evan W. Anderson & Lars Peter Hansen & Ellen R. McGrattan & Thomas J. Sargent, 1995. "On the mechanics of forming and estimating dynamic linear economies," Staff Report 198, Federal Reserve Bank of Minneapolis.
- Blanchard, Olivier Jean & Kahn, Charles M, 1980. "The Solution of Linear Difference Models under Rational Expectations," Econometrica, Econometric Society, vol. 48(5), pages 1305-1311, July.
CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Pawel Kowal, 2005. "Solving Models with Imperfect and Asymmetric Information," Macroeconomics 0505025, University Library of Munich, Germany.
- Frank Hespeler, 2012.
"On Boundary Conditions Within the Solution of Macroeconomic Dynamic Models with Rational Expectations,"
Springer;Society for Computational Economics, vol. 40(3), pages 265-291, October.
- Frank HESPELER, "undated". "On Boundary Conditions within the Solution of Macroeconomic Dynamic Models with Rational Expectations," EcoMod2008 23800050, EcoMod.
- Maciej Bukowski & Pawel Kowal, 2010. "Large scale, multi-sector DSGE model as a climate policy assessment tool - Macroeconomic Mitigation Options (MEMO) model for Poland," IBS Working Papers 3/2010, Instytut Badan Strukturalnych.
More about this item
KeywordsComputational Methods; Schur Decomposition; GUPTRI Decomposition; Sunspots.;
- C61 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - Optimization Techniques; Programming Models; Dynamic Analysis
- C63 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - Computational Techniques
- 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-CMP-2005-01-23 (Computational Economics)
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