Solving dynamic equilibrium models by a method of undetermined coefficients

DOI10.1023/A:1020534927853zbMath1019.93009MaRDI QIDQ1863712

Lawrence J. Christiano

Publication date: 12 March 2003

Published in: Computational Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1023/a:1020534927853

zbMATH Keywords

frequency domain; linearization; Euler equation; impulse response; matrix polynomial; real business cycle model; second moments; rational expectation models; expectational difference equations

Mathematics Subject Classification ID

93C55: Discrete-time control/observation systems

91B02: Fundamental topics (basic mathematics, methodology; applicable to economics in general)

93B18: Linearizations

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