Hernandez, Kolver - In: Journal of Economic Dynamics and Control 37 (2013) 3, pp. 571-576
The paper presents a system reduction method (SRM) to improve the computational time to solve a large class of dynamic stochastic general equilibrium (DSGE) models with the methods of Anderson and Moore (1985), Klein (2000), Sims (2002) or Uhlig (1995). I measure the efficiency gains with seven...
