The DUALI/DUALPC software is a system for solving quadratic-linear opimal control models. DUALI (pronounced "dual-I") provides a graphical interface for both deterministic and stochastic models as well as solvers for deterministic models and for passive learning stochastic models. DUALPC...

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Nonlinear dynamic optimization models are widely used in theoretical and empirical economic modeling, especially in the field of optimal growth and intertemporal macroeconomic modeling. In this paper we present a sequential quadratic programming algorithm for computing directly the steady state...

In this paper we present a method for using rational expectations in a linear-quadratic optimizationframework. Following the approach put forward by Sims, we solve the model through a QZdecomposition, which is generally easier to implement than the more widely used method of Blanchardand Kahn.