Iterative refinement of the QZ decomposition for solving linear DSGE models

DOI10.1016/J.ECONLET.2025.112411MaRDI QIDQ6957247zbMATH OpenFDO

Authors Johannes Huber, Alexander Meyer-Gohde

Publication date 16 July 2025

Published in Economics Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/J.ECONLET.2025.112411

zbMATH Keywords

DSGEnumerical accuracysolution methods

Mathematics Subject Classification ID

Dynamic stochastic general equilibrium theory (91B51)

Cites work

• Accuracy and Stability of Numerical Algorithms
• An Algorithm for Generalized Matrix Eigenvalue Problems
• An algorithm for the complete solution of quadratic eigenvalue problems
• Backward error and condition of polynomial eigenvalue problems
• scientific article; zbMATH DE number 6159604 (Why is no real title available?)
• Solvability of perturbation solutions in DSGE models
• Solving linear rational expectations models
• The Solution of Linear Difference Models under Rational Expectations
• Using the generalized Schur form to solve a multivariate linear rational expectations model

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