Solving linear rational expectations models with lagged expectations quickly and easily
Year of publication: |
2007
|
---|---|
Authors: | Meyer-Gohde, Alexander |
Publisher: |
Berlin : Humboldt University of Berlin, Collaborative Research Center 649 - Economic Risk |
Subject: | Rationale Erwartung | Lag-Modell | Mathematische Optimierung | Dekompositionsverfahren | Theorie | Lagged expectations | linear rational expectations models | block tridiagonal | Generalized Schur Form | QZ decomposition | LAPACK |
Series: | SFB 649 Discussion Paper ; 2007-069 |
---|---|
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 558654037 [GVK] hdl:10419/25241 [Handle] RePEc:zbw:sfb649:sfb649dp2007-069 [RePEc] |
Classification: | C32 - Time-Series Models ; C63 - Computational Techniques |
Source: |
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