An Algorithm for Solving Arbitrary Linear Rational Expectations Model

We consider solutions to general linear dynamic systems, possibly singular and non square with general stability conditions. Besides constructing a general algorytm for finding solutions we provide necessary and sufficient conditions for existence of a solution.

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Year of publication:	2005-01-17
Authors:	Kowal, Pawel
Institutions:	EconWPA
Subject:	Computational Methods \| Schur Decomposition \| GUPTRI Decomposition \| Sunspots

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Extent:	application/pdf
Series:	GE, Growth, Math methods.
Type of publication:	Book / Working Paper
Notes:	Type of Document - pdf; pages: 17. pdf 17 pages
Classification:	C61 - Optimization Techniques; Programming Models; Dynamic Analysis ; C63 - Computational Techniques ; E17 - Forecasting and Simulation
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005556725