SpaceTime 4.0 is cross-platform mathematics software available for the iPhone/iPad under iOS, as well as other devices. It can be used to implement usable DSGE modeling tools; this includes the solution of linear rational expectations, solving optimal linear-quadratic policy problems, obtaining...

This paper sets out the analytic solution for the calculation of exact derivatives in linear rational expectations models with reference to the optimal simple rule problem. We argue that there are substantial computational advantages of using analytic derivatives and compare the likely...