An Algorithm for Solving Arbitrary Linear Rational Expectations Model
Pawel Kowal ()
GE, Growth, Math methods from University Library of Munich, Germany
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)
New Economics Papers: this item is included in nep-cmp
Date: 2005-01-17, Revised 2005-06-12
Note: Type of Document - pdf; pages: 17. pdf
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Persistent link: https://EconPapers.repec.org/RePEc:wpa:wuwpge:0501001
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