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 | |
| 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