Solving dynamic equilibrium models by a method of undetermined coefficients
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Publication:1863712
DOI10.1023/A:1020534927853zbMath1019.93009MaRDI QIDQ1863712
Publication date: 12 March 2003
Published in: Computational Economics (Search for Journal in Brave)
frequency domain; linearization; Euler equation; impulse response; matrix polynomial; real business cycle model; second moments; rational expectation models; expectational difference equations
93C55: Discrete-time control/observation systems
91B02: Fundamental topics (basic mathematics, methodology; applicable to economics in general)
93B18: Linearizations
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