Solving dynamic equilibrium models by a method of undetermined coefficients

No 9804, Working Paper from Federal Reserve Bank of Cleveland

Abstract: A presentation of an undetermined coefficients method for obtaining a linear approximation to the solution of a dynamic rational-expectations model. It shows how that solution can be used to compute the model’s implications for impulse response functions and for second moments.

Keywords: Econometric; models (search for similar items in EconPapers)
Date: 1998
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Related works:
Working Paper: Solving Dynamic Equilibrium Models by a Method of Undetermined Coefficients (1998)
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