Search Results - subject:"Complex-valued eigenvalues"

A Review of 'Jumps' in Macroeconomic Models: With Special Reference to the Case when Eigenvalues are Complex-Valued

Stemp, Peter J. - Department of Economics, Faculty of Business and Economics - 2004

complex-valued eigenvalues is because, in order to ensure that the solutions for the endogenous variables are real-valued and …

Persistent link: https://www.econbiz.de/10005458640

Solving a Saddlepath Unstable Model with Complex-Valued Eigenvalues

Stemp, Peter; Herbert, Ric D. - Department of Economics, Oxford University - 2003

for wages and for the supply of labour. This process provides the simplest model with stable complex-valued eigenvalues … and a saddlepath: a model with two stable complex-valued eigenvalues and one unstable real-valued eigenvalue. Using this …

Persistent link: https://www.econbiz.de/10005090655

Comparing different approaches for solving optimizing models with significant nonlinearities

Stemp, Peter J.; Herbert, Ric D. - In: Mathematics and Computers in Simulation (MATCOM) 78 (2008) 2, pp. 357-366

a model with complex-valued eigenvalues with large imaginary parts and hence significant cycles. Such a model can be …

Persistent link: https://www.econbiz.de/10011050656

Solving Non-Linear Models with Saddle-Path Instabilities

Stemp, Peter; Herbert, Ric - In: Computational Economics 28 (2006) 2, pp. 211-231

Persistent link: https://www.econbiz.de/10005701629

Solving a Saddlepath Unstable Model with Complex-Valued Eigenvalues

Herbert, Ric D.; Stemp, Peter J. - Society for Computational Economics - SCE - 2003

Persistent link: https://www.econbiz.de/10005345716