Solving SDGE models: a new algorithm for the Sylvester equation
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Publication:2575456
DOI10.1007/S10614-005-6280-YzbMATH Open1075.91030OpenAlexW2085498745MaRDI QIDQ2575456FDOQ2575456
Publication date: 9 December 2005
Published in: Computational Economics (Search for Journal in Brave)
Full work available at URL: http://www.nusl.cz/ntk/nusl-123955
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General equilibrium theory (91B50) Economic growth models (91B62) Stochastic models in economics (91B70)
Cites Work
- Algorithm 432 [C2]: Solution of the matrix equation AX + XB = C [F4]
- Title not available (Why is that?)
- Accuracy and Stability of Numerical Algorithms
- Title not available (Why is that?)
- An Algorithm for Computing Reducing Subspaces by Block Diagonalization
- Numerical Considerations in Computing Invariant Subspaces
Cited In (8)
- Two-sided coupled generalized Sylvester matrix equations solving using a simultaneous decomposition for fifteen matrices
- Fifth-order perturbation solution to DSGE models
- Second-order approximation of dynamic models without the use of tensors
- Solving DSGE models with a nonlinear moving average
- Solvability of perturbation solutions in DSGE models
- Low-Rank Updates and a Divide-And-Conquer Method for Linear Matrix Equations
- Efficient bond price approximations in non-linear equilibrium-based term structure models
- Recursive blocked algorithms for linear systems with Kronecker product structure
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