Brillet, Jean-Louis - Society for Computational Economics - SCE - 1999
I consider a method using loop variables that can limit the size of the of a rational-expectations model and hopefully speed up the process of solving it. We can generally write such a model using a "Blanchard-Kahn" specification f_t(y_t, y_{t-1}, y_{t+1}, x_t) = 0 , where y is endogenous, x is...