The standard approach to solving linear DSGE models is to apply the QZ method. It is a one-shot algorithm that leaves the researcher with little alternative than to seek a different algorithm should the result be numerically unsatisfactory. We develop an iterative implementation of QZ that...

This paper presents and compares Newton-based methods from the applied mathematics literature for solving the matrix quadratic that underlies the recursive solution of linear DSGE models. The methods are compared using nearly 100 different models from the Macroeconomic Model Data Base (MMB) and...

This paper applies structure preserving doubling methods to solve the matrix quadratic underlying the recursive solution of linear DSGE models. We present and compare two Structure-Preserving Doubling Algorithms (SDAs) to other competing methods - the QZ method, a Newton algorithm, and an...

This paper presents and compares Bernoulli iterative approaches for solving linear DSGE models. The methods are compared using nearly 100 different models from the Macroeconomic Model Data Base (MMB) and different parameterizations of the monetary policy rule in the medium-scale New Keynesian...

The optimized binomial coefficient or binomial expansion has been derived from the multiple summations of geometric series. This binomial coefficient is a methodological advance in the areas of combinatorics and theoretical computer science. This paper presents a new theorem with binomial...

Index tracking has long been of interest for both industry of fund management andacademia. Various methods have been proposed and tested and various issues arediscussed throughout the past 30 years. Yet one issue remains unresolved is how toperform stock selection optimally. In this paper, I...

The prevalence of electronic devices has propelled the tremendous growth of the semiconductor industry in the past half century. The manufacturing of semiconductor wafers is a long and delicate process, where defect points may occur and cause the failure of the entire circuit. As more advanced...