An Algorithm for Solving Arbitrary Linear Rational Expectations Model
Pawel Kowal ()
GE, Growth, Math methods from University Library of Munich, Germany
Abstract:
We consider solutions to general linear dynamic systems, possibly singular and non square with general stability conditions. Besides constructing a general algorytm for finding solutions we provide necessary and sufficient conditions for existence of a solution.
Keywords: Computational Methods; Schur Decomposition; GUPTRI Decomposition; Sunspots. (search for similar items in EconPapers)
JEL-codes: C61 C63 E17 (search for similar items in EconPapers)
Pages: 17 pages
Date: 2005-01-17, Revised 2005-06-12
New Economics Papers: this item is included in nep-cmp
Note: Type of Document - pdf; pages: 17. pdf
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (5)
Downloads: (external link)
https://econwpa.ub.uni-muenchen.de/econ-wp/ge/papers/0501/0501001.pdf (application/pdf)
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:wpa:wuwpge:0501001
Access Statistics for this paper
More papers in GE, Growth, Math methods from University Library of Munich, Germany
Bibliographic data for series maintained by EconWPA ( this e-mail address is bad, please contact ).