Solving Dynamic Equilibrium Models by a Method of Undetermined Coefficients

Lawrence Christiano

Computational Economics, 2002, vol. 20, issue 1-2, 55 pages

Abstract: I present an undetermined coefficients method for obtaining a linear approximating to the solution of a class of dynamic, rational expectations models. I also show how that solution can be used to compute a model's implications for impulse response functions and for second moments. Copyright 2002 by Kluwer Academic Publishers

Date: 2002
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Related works:
Working Paper: Solving dynamic equilibrium models by a method of undetermined coefficients (1998)
Working Paper: Solving Dynamic Equilibrium Models by a Method of Undetermined Coefficients (1998)
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