Heiberger, Christopher; Klarl, Torben; Maussner, Alfred - Institut für Volkswirschaftlehre, Fakultät für … - 2012
Klein (2000) advocates the use of the Schur decomposition of a matrix pencil o solve linear rational expectations (RE) models. Meanwhile his algorithm has ecome a center piece in several computer codes that provide approximate olutions to (non-linear) dynamic stochastic general equilibrium...