Add to ORKGWe describe an algorithm that is able to compute the solution of a singular linear difference system under rational expectations. The algorithm uses the Generalized Schur Factorization and is illustrated by a simple example.
In this paper we derive a unitary eigendecomposition for a sequence of matrices which we call the pe...
The application of Schur multiplication to systems theory is studied and examples are given for both...
The generalized Schur algorithm is a powerful tool allowing to compute classical decompositions of m...
In this paper, I show how to use the generalized Schur form to solve a system of linear expectationa...
Resumen: En estas notas mostramos cómo resolver una importante familia de Modelos Lineales con Expec...
Klein (2000) advocates the use of the Schur decomposition of a matrix pencil to solve linear rationa...
A computationally robust solution method for linear rational expectations models is displayed, based...
This paper describes a set of algorithms for quickly and reliably solving linear rational expectatio...
A solution method is derived in this paper for solving a system of linear rationalexpectations equat...
Klein (2000) advocates the use of the Schur decomposition of a matrix pencil to solve linear rationa...
. Numerically reliable state space algorithms are proposed for computing the following stable coprim...
This article offers a new method of solution for linear difference equations with Rational Expectati...
Very often, real business cycle (RBC) models or dynamic stochastic general equilibrium (DSGE) models...
This paper shows how to compute a second-order accurate solution of a non-linear rational expectatio...
The Anderson-Moore algorithm provides a well-established solution method for systems of linear ratio...
In this paper we derive a unitary eigendecomposition for a sequence of matrices which we call the pe...
The application of Schur multiplication to systems theory is studied and examples are given for both...
The generalized Schur algorithm is a powerful tool allowing to compute classical decompositions of m...
In this paper, I show how to use the generalized Schur form to solve a system of linear expectationa...
Resumen: En estas notas mostramos cómo resolver una importante familia de Modelos Lineales con Expec...
Klein (2000) advocates the use of the Schur decomposition of a matrix pencil to solve linear rationa...
A computationally robust solution method for linear rational expectations models is displayed, based...
This paper describes a set of algorithms for quickly and reliably solving linear rational expectatio...
A solution method is derived in this paper for solving a system of linear rationalexpectations equat...
Klein (2000) advocates the use of the Schur decomposition of a matrix pencil to solve linear rationa...
. Numerically reliable state space algorithms are proposed for computing the following stable coprim...
This article offers a new method of solution for linear difference equations with Rational Expectati...
Very often, real business cycle (RBC) models or dynamic stochastic general equilibrium (DSGE) models...
This paper shows how to compute a second-order accurate solution of a non-linear rational expectatio...
The Anderson-Moore algorithm provides a well-established solution method for systems of linear ratio...
In this paper we derive a unitary eigendecomposition for a sequence of matrices which we call the pe...
The application of Schur multiplication to systems theory is studied and examples are given for both...
The generalized Schur algorithm is a powerful tool allowing to compute classical decompositions of m...