Solving Dynamic Equilibrium Models by a Method of Undetermined Coefficients.

I present an undetermined coefficients method for obtaining a linear approximating to the solution of a class of dynamic, rational expectations models. I also show how that solution can be used to compute a model's implications for impulse response functions and for second moments. Copyright 2002 by Kluwer Academic Publishers

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Year of publication:	2002
Authors:	Christiano, Lawrence J
Published in:	Computational Economics. - Society for Computational Economics - SCE, ISSN 0927-7099. - Vol. 20.2002, 1-2, p. 21-55
Publisher:	Society for Computational Economics - SCE

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Extent:	text/html
Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005701797