Solving linear rational expectations models: A horse race
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Cites work
- A linear algebraic procedure for solving linear perfect foresight models
- An eigenvalue method of undetermined coefficients for solving linear rational expectations models
- scientific article; zbMATH DE number 3138903 (Why is no real title available?)
- scientific article; zbMATH DE number 4213315 (Why is no real title available?)
- 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
Cited in
(21)- A MATLAB solver for nonlinear rational expectations models
- Efficient solution techniques for linear and nonlinear rational expectations models
- Computing the steady state of linear quadratic optimization models with rational expectations
- Using the generalized Schur form to solve a multivariate linear rational expectations model
- Solving generalized multivariate linear rational expectations models
- Identification of DSGE models -- the effect of higher-order approximation and pruning
- A log-linear homotopy approach to initialize the parameterized expectations algorithm
- A procedure for differentiating perfect-forsight-model reduced-form coefficients
- The marginal likelihood of dynamic mixture models
- Solution of finite-horizon multivariate linear rational expectations models and sparse linear systems
- Solvability of perturbation solutions in DSGE models
- Analytic policy function iteration
- Tailored randomized block MCMC methods with application to DSGE models
- Solving the unit root problem in models with an exogenous world market interest rate
- A system reduction method to efficiently solve DSGE models
- SOLVING LARGE-SCALE RATIONAL-EXPECTATIONS MODELS
- Global identification of linearized DSGE models
- Is it worth refining linear approximations to nonlinear rational expectations models?
- Computing second-order-accurate solutions for rational expectation models using linear solution methods
- 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
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