Solving linear rational expectations models: A horse race

DOI10.1007/s10614-007-9108-0zbMath1136.91534MaRDI QIDQ928138

Gary S. Anderson

Publication date: 11 June 2008

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

Full work available at URL: http://www.federalreserve.gov/pubs/feds/2006/200626/200626pap.pdf

zbMATH Keywords

Blanchard-Kahn; Linear rational expectations; Saddle point solution

Mathematics Subject Classification ID

91B64: Macroeconomic theory (monetary models, models of taxation)

Related Items

Global identification of linearized DSGE models, A system reduction method to efficiently solve DSGE models, Linear rational-expectations models with lagged expectations: a synthetic method, A reliable and computationally efficient algorithm for imposing the saddle point property in dynamic models, Identification of DSGE models -- the effect of higher-order approximation and pruning, The marginal likelihood of dynamic mixture models, Solvability of perturbation solutions in DSGE models, Tailored randomized block MCMC methods with application to DSGE models

Uses Software

• Uhlig Toolkit

Cites Work

• A linear algebraic procedure for solving linear perfect foresight models
• An eigenvalue method of undetermined coefficients for solving linear rational expectations models
• Using the generalized Schur form to solve a multivariate linear rational expectations model
• Solving linear rational expectations models
• The Solution of Linear Difference Models under Rational Expectations
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