Solving Linear Rational Expectations Models

被引：419

作者：

Sims C.A. ^{[1
]}

机构：

[1] Department of Economics, Princeton University, NJ, 08544-1021

来源：

Computational Economics | 2002年 / 20卷 / 1-2期

关键词：

generalized Schur decomposition; QZ decomposition; rational expectations;

D O I：

10.1023/A:1020517101123

中图分类号：

学科分类号：

摘要：

We describe methods for solving general linear rational expectations models in continuous or discrete timing with or without exogenous variables. The methods are based on matrix eigenvalue decompositions. © 2002 Kluwer Academic Publishers.

引用

页码：1 / 20

页数：19

共 5 条

[1] Anderson G., Continuous-time application of the Anderson-Moore (AIM) algorithm for imposing the saddle point property in dynamic models, (1997)
[2] Blanchard O., Kahn C.M., The solution of linear difference odels under rational expectations, Econometrica, 48, pp. 1305-1313, (1980)
[3] King R.G., Watson M., System reduction and solution algorithms for singular linear difference systems under rational expectations, (1997)
[4] King R.G., Watson M., The solution of singular linear difference systems under rational expectations, International Economic Review., (1998)
[5] Klein P., Using the generalized Schur form to solve a system of linear expectational difference equations, (1997)

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