Iterative refinement of the QZ decomposition for solving linear DSGE models

Johannes Huber and Alexander Meyer-Gohde

Economics Letters, 2025, vol. 253, issue C

Abstract: We develop an iterative implementation of the QZ method for solving DSGE models. It refines the standard QZ solution and, as demonstrated in a macro-finance application, improves numerical accuracy without altering already accurate solutions.

Keywords: Numerical accuracy; DSGE; Solution methods (search for similar items in EconPapers)
JEL-codes: C61 C63 E17 (search for similar items in EconPapers)
Date: 2025
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Persistent link: https://EconPapers.repec.org/RePEc:eee:ecolet:v:253:y:2025:i:c:s0165176525002484

DOI: 10.1016/j.econlet.2025.112411

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