Solving Linear Rational Expectations Models

Christopher A. Sims

doi:10.1023/A:1020517101123

Solving Linear Rational Expectations Models

Christopher A. Sims

Research output: Contribution to journal › Article › peer-review

476 Scopus citations

Abstract

We describe methods for solving general linear rational expectations models in continuous or discrete timing with or without exogenous variables. The methods are based on matrix eigenvalue decompositions.

Original language	English (US)
Pages (from-to)	1-20
Number of pages	20
Journal	Computational Economics
Volume	20
Issue number	1-2
DOIs	https://doi.org/10.1023/A:1020517101123
State	Published - Oct 2002

All Science Journal Classification (ASJC) codes

Economics, Econometrics and Finance (miscellaneous)
Computer Science Applications

Keywords

QZ decomposition
generalized Schur decomposition
rational expectations

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10.1023/A:1020517101123

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title = "Solving Linear Rational Expectations Models",

abstract = "We describe methods for solving general linear rational expectations models in continuous or discrete timing with or without exogenous variables. The methods are based on matrix eigenvalue decompositions.",

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year = "2002",

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Solving Linear Rational Expectations Models

Abstract

All Science Journal Classification (ASJC) codes

Keywords

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