A reliable and computationally efficient algorithm for imposing the saddle point property in dynamic models

DOI10.1016/j.jedc.2009.10.004zbMath1230.91159OpenAlexW2036844216MaRDI QIDQ975919

Gary S. Anderson

Publication date: 11 June 2010

Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)

Full work available at URL: http://www.federalreserve.gov/pubs/feds/2010/201013/201013pap.pdf

zbMATH Keywords

Blanchard-Kahnlinear rational expectationssaddle point solution

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Probabilistic models, generic numerical methods in probability and statistics (65C20) Statistical methods; economic indices and measures (91B82)

Related Items

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Uses Software

• ITSOL
• ARPACK
• SPARSKIT

Cites Work

• Unnamed Item
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• Time-invariant descriptor systems
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• ARPACK Users' Guide
• Inflation Persistence