System reduction and solution algorithms for singular linear difference systems under rational expectations (Q1863713)

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System reduction and solution algorithms for singular linear difference systems under rational expectations
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    System reduction and solution algorithms for singular linear difference systems under rational expectations (English)
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    12 March 2003
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    This paper regards an algorithm for the reduction of singular linear difference systems under rational expectations and alternative algorithms for the solution of the reduced dimension system. An extension to timing models is also described.
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    system reduction
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    economic models
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    singular linear difference systems
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    rational expectations
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