Solving Dynamic Equilibrium Models by a Method of Undetermined Coefficients

Lawrence Christiano

No 225, NBER Technical Working Papers from National Bureau of Economic Research, Inc

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

JEL-codes: C6 C63 (search for similar items in EconPapers)
Date: 1998-02
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Citations: View citations in EconPapers (23)

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