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Solving dynamic equilibrium models by a method of undetermined coefficients

Lawrence Christiano ()

No 9804, Working Papers (Old Series) 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, Revised 1998
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Related works:
Journal Article: Solving Dynamic Equilibrium Models by a Method of Undetermined Coefficients (2002) Downloads
Working Paper: Solving Dynamic Equilibrium Models by a Method of Undetermined Coefficients (1998) Downloads
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