Solving Linear Rational Expectations Models.

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. Copyright 2002 by Kluwer Academic Publishers

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Year of publication:	2002
Authors:	Sims, Christopher A
Published in:	Computational Economics. - Society for Computational Economics - SCE, ISSN 0927-7099. - Vol. 20.2002, 1-2, p. 1-20
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/10005674153