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generalised Sylvester equations
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second-order approximation
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second-order matrix chain rule
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solving dynamic models
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Solving Second and Third-Order Approximations to DSGE Models: A Recursive Sylvester Equation Solution
Binning, Andrew
-
2013
(2005) and Martin & Van Loan (2006) to solve the
generalised
Sylvester
equations
. Because I use matrix algebra instead of …
Persistent link: https://www.econbiz.de/10012143830
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