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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
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