Linear Quadratic Optimization for Models with Rational Expectations

Hans Amman and David Kendrick

No 97-102/2, Tinbergen Institute Discussion Papers from Tinbergen Institute

Abstract: In this paper we present a method for using rational expectations in a linear-quadratic optimizationframework. Following the approach put forward by Sims, we solve the model through a QZdecomposition, which is generally easier to implement than the more widely used method of Blanchardand Kahn.

Date: 1997-10-09
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Citations: View citations in EconPapers (2)

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Related works:
Journal Article: LINEAR-QUADRATIC OPTIMIZATION FOR MODELS WITH RATIONAL EXPECTATIONS (1999)
Working Paper: Linear Quadratic Optimization for Models with Rational Expectations (1997)
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Persistent link: https://EconPapers.repec.org/RePEc:tin:wpaper:19970102

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