Solving dynamic equilibrium models by a method of undetermined coefficients (Q1863712): Difference between revisions
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Latest revision as of 12:04, 30 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Solving dynamic equilibrium models by a method of undetermined coefficients |
scientific article |
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Solving dynamic equilibrium models by a method of undetermined coefficients (English)
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12 March 2003
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This paper treats an undetermined coefficient method for obtaining a linear approximation to the solution of a class of dynamic, rational expectation models. The solution can be used to compute an implication of the model for impulse response functions and second moments.
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expectational difference equations
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Euler equation
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matrix polynomial
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real business cycle model
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frequency domain
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linearization
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rational expectation models
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impulse response
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second moments
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