DSGE Modeling on an iPhone/iPad Using SpaceTime

Andrew Blake

Computational Economics, 2012, vol. 40, issue 4, 313-332

Abstract: 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 automatic first- and second-order approximations, scenario simulation and graphing. These analytical tools are easily programmed into a library of routines that can be quickly applied to arbitrary models, making an iOS device a viable platform for useful analysis. As there are limitations on the numerical routines available, a method for solving singular models without using the QZ decomposition is also derived. Copyright Bank of England 2012

Keywords: DSGE modelling; Rational expectations; Perturbation solution; iPhone; iPad (search for similar items in EconPapers)
Date: 2012
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (1)

Downloads: (external link)
http://hdl.handle.net/10.1007/s10614-011-9300-0 (text/html)
Access to full text is restricted to subscribers.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:kap:compec:v:40:y:2012:i:4:p:313-332

Ordering information: This journal article can be ordered from
http://www.springer. ... ry/journal/10614/PS2

DOI: 10.1007/s10614-011-9300-0

Access Statistics for this article

Computational Economics is currently edited by Hans Amman

More articles in Computational Economics from Springer, Society for Computational Economics Contact information at EDIRC.
Bibliographic data for series maintained by Sonal Shukla () and Springer Nature Abstracting and Indexing ().